Luca Capriotti Email & Phone Number
Managing Director - Global Markets Risk Analytics @ Bank of America
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Luca Capriotti Location
- New York, NY, US
Luca Capriotti Work
- Managing Director - Global Markets Risk Analytics @ (October 2025 - Present)
- Adjunct Professor @ (September 2024 - Present)
- Associate Editor - Quantitative Finance @ (November 2022 - Present)
- Adjunct Professor @ (July 2021 - Present)
- Managing Director - Head of Quantitative Strategies for Non Core and Legacy @ (October 2024 - September 2025)
- Managing Director - Head of Quantitative Strategies @ (January 2024 - September 2024)
- Managing Director - QAT - Head Quantitative Strategies Credit @ (August 2019 - January 2024)
- Managing Director - Head Quantitative Strategies Credit @ (November 2016 - August 2019)
- Managing Director - Head QS Global Credit Products EMEA - Head QS Treasury and Corporate Bank @ (January 2016 - November 2016)
- Director - Head QS Global Credit Products EMEA @ (August 2013 - December 2015)
- Director - US Head QS Global Credit Products @ (August 2004 - August 2013)
- Visiting Professor at the Department of Mathematics @ (May 2015 - May 2021)
- Adjunct Professor @ (December 2017 - June 2018)
- Research Fellow @ Kavli Institute for Theoretical Physics (November 2001 - June 2004)
- Research Fellow @ (November 2000 - November 2001)
Luca Capriotti Education
- Scuola Internazionale Superiore di Studi Avanzati di Trieste
PhD (Theoretical Condensed Matter Physics)
1996-2000 - Università degli Studi di Firenze
Master in Physics (Theoretical Physics)
1991-1996
Luca Capriotti Skills
- Monte Carlo Simulation
- Stochastic Calculus
- Options Pricing
- Credit Risk
- CVA
- Exotic Derivatives
- Credit Derivatives
- Numerical Analysis
- Risk Management
- Physics
- Quantitative Analysis
- Quantitative Finance
- Derivatives
- Quant
- Financial Engineering
- Fixed Income
- Counterparty Risk
- Credit
- Modeling
- Quantitative Analytics
- Volatility
- Market Risk
- Structured Products
- Commodity
- Quantitative Investing
- Options
- Financial Services
- EMEA
- Services
Luca Capriotti Summary
- Luca Capriotti, based in New York, NY, US, is currently a Managing Director - Global Markets Risk Analytics at Bank of America. Luca Capriotti brings experience from previous roles at Baruch College, Taylor & Francis Group, Columbia University in the City of New York and UBS. Luca Capriotti holds a 1996 - 2000 PhD in Theoretical Condensed Matter Physics @ Scuola Internazionale Superiore di Studi Avanzati di Trieste. With a robust skill set that includes Monte Carlo Simulation, Stochastic Calculus, Options Pricing, Credit Risk, CVA and more. Luca Capriotti has 4 emails and 1 mobile phone numbers on RocketReach.
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