QuantLib Forum - Speakers

Dario Cintioli, CEO & Founder of StatPro Italia, Global Head of Risk and Complex Pricing

Dario is the Managing Director of StatPro Italia and  an expert in risk management and reporting techniques, including 'Value at Risk', which provides a monetary measure of the risk of a portfolio. Before establishing RiskMap and joining StatPro Dario spent 10 years in leading Italian financial institutions, as Head of Interest Rate Derivatives and Head of Quantitative Analysis.

Marco Marchioro, Head of Research,
StatPro Italia

As head of research at StatPro Italia, Marco is responsible for the quantitative models behind StatPro’s risk management and pricing systems. He is an expert in quantitative risk management, risk decomposition, and quantitative pricing models and has written several papers on the subject. Recently he worked on StatPro’s liquidity risk model for complex derivatives. 

Marco joined RiskMap as managing partner in 2000 and has been working for StatPro Italia since 2003. He is one of the QuantLib founders. In September 2010 Marco has been appointed as a contract professor at the University of Milan Bicocca, where he teaches a class on complex-derivative pricing.

Luigi Ballabio, Senior Quantitative Developer, StatPro Italia

Luigi is co-founder, lead developer and administrator of QuantLib. He holds a Ph.D. in applied nuclear physics from the University of Uppsala, Sweden.

Luigi has been working for Riskmap since its beginning in 2000 and later joined StatPro Italia when the two companies merged.
He lives in Milan with his wife and three children.

Eric Ehlers, CEO, Nazcatec

Eric graduated from the University of Virginia with a Bachelor of Science in Commerce, going on to work for twelve years in the I.T. department of an international investment bank, based alternately in their London and Frankfurt offices. Ultimately Eric performed the role of technical lead for the desktop pricing environment in support of the interest rate derivatives business. In 2005 Eric left the bank, relocated to Brussels, joined the QuantLib project as administrator of the QuantLibXL and ObjectHandler applications, and founded Nazcatech SPRL, providing services in desktop pricing and grid computing to clients in Brussels, Milan, London, and New York.

Ferdinando Ametrano, Senior Quantitative Analyst, Banca IMI

Prior to joining Banca IMI Ferdinando held similar positions at Banca Caboto and Monte Paschi Asset Management. He's also been co-founder and managing partner of RiskMap (now StatPro Italia). He's founder and co-administrator of the QuantLib project, a comprehensive free/open-source software framework for quantitative finance.