Luca runs Quantitative Strategies (QS) at UBS, the front-office team responsible for the development of the analytics used for pricing and risk management in the Non Core and Legacy division.Previously to this role, Luca ran QS Credit at Credit Suisse and was responsible for all the quantitative activities in multiple business areas with revenues of over 2 billion dollars.In addition to this role, for 3 years, Luca was responsible for the risk analytics for Credit market risk (VaR, IRC, and FRTB), Liquidity risk, and IRRBB, delivering many transformative initiatives.Luca’s best-known contribution is his work on Adjoint Algorithmic Differentiation (AAD), which allows to compute risk many times faster than with standard methods, and for which he holds a US Patent.Luca is an adjunct professor at Columbia University, and Baruch College, regularly gives talks at conferences and supervises the work of graduate students. He has a demonstrated ability to identify, attract and retain talent.Prior to working in Finance, Luca was a researcher at the Kavli Institute for Theoretical Physics, Santa Barbara, California, working in the field of high-temperature superconductivity. Luca holds an M.Sc. and Ph.D (honors) in Theoretical Physics.Specialties: Quantitative Analysis, Risk Management, Risk Measurement, Pricing and Hedging of Structured Products, Counterparty Credit Risk Management, Bank's own Credit Risk Management, Numerical Algorithms for Financial Engineering, Monte Carlo and Adjoint Methods, Teaching, and Training.