Speaker's CURRICULUM VITAE for the 7th Quantitative Asset & Risk Management Workshop 2012

	Claudio Albanese, Professor, KINGS COLLEGE LONDON. Claudio Albanese holds a PhD from ETH Zurich and pursued an academic career up to achieving the title of professor. He held regular faculty positions at the University of Toronto and Imperial College and currently lecturesatKing's College London. Claudio's primary occupation is to consult for financial firms about valuation methodologies, risk management and high performance computing.
	Giovanni Beliossi is Managing Partner at FGS Capital LLP, where he is the CEO and is responsible for portfolio management. Previously he was Associate Director of hedge funds at First Quadrant Ltd, where he set up and was the portfolio manager of its Pan European long/short equity market neutral portfolios, and was responsible for UK-based hedge fund business. He has extensive experience of managing equity market neutral portfolios since 1995, when he joined the firm. Prior to that he was a tenured Research Fellow with the Economics Department of the University of Bologna in Italy, and he has held appointments with Barra International and Eastern Group Plc. He co-founded the Real Options Group to look at research and applications of Real Options to corporate finance and investments. He is an active member of AIMA (Alternative Investment Management Association) and a Research Committee member of Inquire UK. He is a Board member of the International Association of Financial Engineers (IAFE). He is the European Chair of the Steering Group of the Investor Risk Committee (IRC) of IAFE working on guidelines for disclosure and transparency for hedge funds. Giovanni is a CFA Charterholder.
	Daniele Bernardi founded DIAMAN as an advisory company for institutional investors in 2002 to promote the use of quantitative investment processes in asset management. He directs a QUANT department composed of both academics and practitioners for developing proprietary methodologies for improved performance and exploiting the investment risk with new scenarios approach. Before his introduction in QUANT finance Daniele worked for seven years as a project manager in Aprilia SPA. He graduated as an Automotive Engineer in Modena (ITALY) and he is involved as speaker in many Quant or financial conference in Europe. He is board member of Dynasty Inc, Finlogix Inc, Diaman Sicav and actually CEO and Vice President of DIAMAN SIM S.p.A..
	Ruggero Bertelli, Associate Professor, University of Siena. Founder of Hedge Fund Research Unit, Board of director of Prader bank, Diaman Sim; Head of scientific committee of Exponential SRL, he is an appreciate coaching in Italian financial industry.
	Marco Corazza is associate professor at the Department of Economics Centre of Quantitative Economics and Centre of Finance of the Ca'Foscari University of Venice (Italy); he received the Ph.D. in Mathematics for the Analysis of Financial Market² at the University of Brescia (Italy). His main research interests area are in quantitative finance (with particular attention to static and dynamic portfolio management, non-standard stochastic processes of the modelling of return dynamics, and credit risk), bio-inspired methodologies (with particular attention to artificial neural networks, machine learning approaches, and particle swarm optimization), multi-criteria decision analysis, and operational research models for productive processes optimization. He participates and has participated in several national and international research projects. His contributions have appeared as papers in refereed national and international journal and as chapters in refereed national and international books. Further, he exercises and has exercised research and consultancy activities for public and private organizations.
	Francesco Corielli, is Associate Professor of Statistics, Department of Finance (formerly Institute of Quantitative Methods). Previously Researcher in Methodological Statistics. Visiting Professor at the London Business School and Imperial College of Arts and Sciences, London. Currently pursuing the following research strands: empirical analysis of corporate finance; statistical quality of performance metrics in financial management; risk management (issues of modelling risk); robustness of models for the valuation of derivatives.
	Frank Häusler, M.Sc. ETH Zurich, Switzerland. Mr. Häusler is responsible for Wegelin's Multi Asset Class Strategies. Prior to joining Head Portfolio Manager, 1741 Asset Management he worked as Head Quantitative Research at AIG Private Bank and for KPMG's Financial Risk Management Practice. Frank Häusler spent several years at the University of St. Gallen as a consultant in Operations Research. Mr. Häusler holds a M.Sc. in Mathematics from the Swiss Federal Institute of Technology in Zürich (ETH).
	Dr. Andrew L. Kumiega, is the co-author of "Quality Money Management: Process Engineering and Best Practices for Systematic Trading and Investment" along with multiple journal articles. Dr. Kumiega holds a Ph.D.in Industrial Engineering from the University of Illinois, Chicago and a M.Sc. Finance from Illinois Institute of Technology. Dr. Kumiega has applied his Ph.D. in Industrial Engineering to research positions in both the manufacturing and the financial industry over the last 20 years. He has held multiple Director level positions in financial trading firms responsible for front office financial engineering. He currently works for proprietary trading firm. Dr Kumiega is also an Adjunct Facility member at Illinois Institute of Technology.
	Massimo Scolari was born in Varese (Italy) on September 3th 1956. He graduated in Economics in 1982 at the Bocconi University in Milan with a dissertation Monetary control in Uk, tutored by the Prof. Mario Monti. The dissertation was granted by The Bank of Italy (Stringher-Mortara prize) in the 1984 edition. In the same year Mr. Scolari began his career in the Bank of Italy Research Department (in Turin). In 1987 he joined GestnordFondi, a domestic asset management company held by BancaSella Group, working as macroeconomic analyst. In 1990 Mr Scolari was appointed as general manager of GestnordFondi; he remained in the company until 2002. In 1998 Mr Scolari became the President of Luxembourg Sicav of the Sella Group (Sella Sicav Lux). He also helped the Sella Group in the start-up of the Irish insurance and asset management companies In 2003 was appointed Chairman of the Board of Compam Fund Sicav, a Luxembourg based fund advised by Compass Asset Management of Lugano (Switzerland). From 2003 until May 2006 he was the Ceo of Zenit Alternative Investments Sgr, an indipendent Italian asset management company focused on funds of hedge funds business.. In 2004 Mr. Scolari was appointed chairman of Lcm S.i.m., a new network of financial agents.. He is a member of the board of Pragma Alternative Sgr, a new Italian management company of Funds of Hedge Funds. Mr. Scolari is also Vice President of the Hedge Funds Permanent Commission of the Italian Private Banking Association.
	Dr. Gabriele Susinno is heading the Quantitative Research & Risk Control Group at the Hedge Funds department of Unigestion. Before joining Unigestion in 2007, he first worked as an experimental physicist at CERN. He then moved in finance in 1997 as a quantitative analyst at the London Business School Software House and subsequently joined INA (Italian Life Insurance) as Responsible for the Quantitative ALM Modeling. More recently he was Head of Market Risk Management at the BanqueCantonaleVaudoise in Lausanne. He holds a Master in Astrophysics and a Ph.D. in Particle Physics from the University of Geneva. Gabriele Susinno is author and co-author of more than a hundred articles published in specialized international peer reviewed journals.
	Roberto Violi is currently a Director in the Portfolio Management Department of the Bank of Italy. He has published extensively on economic and financial markets issues in scholar as well as central banking reviews and books. He has previously worked at the Research Department of the Bank of Italy (head of financial markets division) and was a Senior Economist at European Department of the IMF in Washington (DC). He is teaching (as an adjunct professor) Finance and Risk Management subjects in Graduate Master Programs at the University of Brescia and Rome (Tor-Vergata). He holds a DPHIL degree in Economics, Oxford University (UK).
	Paul Wilmott is a financial consultant, specializing in derivatives, risk management and quantitative finance. He has worked with many leading US and European financial institutions. Paul studied mathematics at St Catherine's College, Oxford, where he also received his D.Phil. He founded the Diploma in Mathematical Finance at Oxford University and the journal Applied Mathematical Finance. He is the author of Paul Wilmott Introduces Quantitative Finance (Wiley 2007), Paul Wilmott On Quantitative Finance (Wiley 2006), Frequently Asked Questions in Quantitative Finance (Wiley 2006) and other financial textbooks. He has written over 100 research articles on finance and mathematics.
	Greg Sterijevski held a PhD in Economics, awarded by the University of Illinois at Chicago. His thesis was an attempt to find a middle way of understanding the marginal propensity to consume in macro data. The thesis showed that there are reasons why economies composed of rational individuals might behave as shortsighted consumers. After the PhD, he worked for the SAS Institute, building and extending the SAS System's statistical packages. At SAS, he worked on many econometric techniques, but his concentration was panel estimation and entropy econometrics. He moved to the Options Clearing corporation where his team introduced the first Monte Carlo Collateral System in the United States. After the OCC, he has held a variety of position in high frequency trading firms. He has worked on vol modeling, building volatility systems, building and running high speed arbitrage engines and risk management. Greg Sterijevski is currently a Director at UBS O'Connor and Associates in Chicago.
	Marcello Minenna is the Head of the Quantitative Analysis Unit at CONSOB (the Italian Securities and Exchange Commission) where he develops quantitative models for surveillance and supports the enforcement and regulatory units in their activities. Marcello has been teaching in several Universities and holding courses for practitioners in the field of financial mathematics all around the world. He graduated at Bocconi University and received his PhD and MA in mathematics for finance from State University of Brescia and from Columbia University. He is the author of several publications including the best seller Risk-books “A Guide to Quantitative Finance and “A Quantitative Framework to Assess the Risk-Reward Profile of Non-Equity Products”.
	Dan McDermott is founder of Brighton House Associates (BHA) and CEO of Parker Point Capital, a wholly owned subsidiary of BHA and a registered broker-dealer. As an industry veteran, Dan saw a need to market hedge funds more effectively and efficiently. He launched BHA and pioneered the concept of matching alternative investors with fund managers based on investors' mandates. This was a significant departure from the marketing approach that was widely used at the time and had fund managers pursuing alternative investors indiscriminately. Dan also initiated the development of BHA's software platform that automates the matching of investors and fund managers. Prior to founding BHA, Dan was co-founder and Managing Director of Coastal Partners, a multidisciplinary alternative investment firm that specialized in marketing hedge fund vehicles to sophisticated clients in Europe, Asia, and the Americas.
	Matthew van der Weide is heading the Portfolio and Quantitative Analytics Group for Continental and Northern Europe. The group is responsible for developing and expanding within the financial industry FactSet’s Premium Products which include analytics for performance attribution, style and risk analysis, as well as historical modelling, back-testing, portfolio construction and optimization. Matthew has extensive experience with clients such as major asset managers pension and hedge funds. He has worked with them on implementing quantitative strategies, optimizer solutions, and risk & performance systems. Matthew holds a BSc in Electrical Engineering and a BSc and MSc in International Business.
	Gianluca Oricchio is Managing Director and Professor of Finance and Capital Markets at CBM University. Previously he was Group Credit Treasury Manager of the UniCredit Group and Head of Ratings and Capital Management in Finance, Products and Channels at Capitalia. Gianluca has gained extensive experience in Italy and abroad in the areas of origination, trading and management. He has written several books on financial markets, corporate finance and risk management. In 2011 he has published “Credit Treasury: A Credit Pricing Guide in Liquid and Non-Liquid Markets”, edited by MacMillan.
	Axel Lomholt, Managing Director, is a member of BlackRock's Global Client Group. He is head of the iShares EMEA Product Development & Management team and is responsible for developing new products, covering all asset classes, across our three ETF platforms; physical-based ETFs, derivative-replicating ETFs and physical-based ETCs. Mr. Lomholt's service with the firm dates back to 2006, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Mr. Lomholt is a member of the iShares EMEA Executive Committee as well as the iShares Global Product Development and Management Leadership Team. He is the Chairman of the iShares (DE) I InvAG Supervisory Board. Prior to moving into iShares Mr. Lomholt was part of PMG and responsible for Equity ETF Portfolio Management. Previously, he was Head of Equity Portfolio Management, and Equity Option Strategies, at GIB (UK) Ltd. Before joining GIB (UK) Ltd he was Head of Global Indexing at HSBC Global Asset Management. Mr. Lomholt earned degrees from Cass Business School and Reading University Graduate School of Business.
	Prof. Javier Estrada holds a B.A. in Economics from the National University of La Plata (Buenos Aires, Argentina), and both an M.S. in Finance and a Ph.D. in Economics from the University of Illinois at Urbana-Champaign (USA). Prof. Estrada held positions at both the Economics Department and the Business Department of the Carlos III University (Madrid, Spain). He is also a regular visiting professor at the Torcuato Di Tella University (Buenos Aires, Argentina), the University of Montevideo (Montevideo, Uruguay), and HANKEN (Helsinki, Finland), and has lectured to executives, graduates, and undergraduates around the world. Prof. Estrada has done extensive research on many issues in the area of portfolio management and investment strategies, as well as on many issues in the area of risk, both in general and with special focus on downside risk. Prof. Estrada is the founding editor of the Emerging Markets Review, the leading journal on emerging markets, was editor of the journal between inception in 2000 and the end of 2006, and currently remains an associate editor. Prof. Estrada is the author of Finance in a Nutshell, published by FT Prentice Hall in 2005, a second edition of this book was published in 2011 and is entitled The FT Guide to Understanding Finance. He is also the author of The Essential Financial Toolkit – Everything You Always Wanted To Know About Finance But Were Afraid To Ask, published by Palgrave Macmillan in 2011. His areas of specialization are portfolio management, wealth management, investments, equity markets, emerging markets, and law & economics.

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