Luca Capriotti

Luca Capriotti is an Adjunct Associate Professor at Columbia University and a Visiting Professor at the Department of Mathematics, University College London. He has served as the Global Head of Quantitative Strategies (QS) Credit at Credit Suisse since 2004, with prior roles including global leadership in QS for Credit and Structured Notes, EMEA and US heads of QS Global Credit Products, and contributions to Commodities and cross-asset modeling R&D.

• Education: M.S. Physics (cum laude), University of Florence; M.Phil. and Ph.D. in Condensed Matter Theory (cum laude), International School for Advanced Studies, Trieste.

His research spans Credit Models, Computational Finance, and Machine Learning, focusing on efficient numerical techniques for derivatives pricing and risk management, including pioneering work on Adjoint Algorithmic Differentiation (AAD) with a US Patent. Prior academic research at the Kavli Institute for Theoretical Physics involved High-Temperature Superconductivity and Quantum Monte Carlo methods for Condensed Matter systems.

Scientific awards include the Director’s Fellowship (Los Alamos National Laboratory) and Wigner Fellowship (Oak Ridge National Laboratory), recognizing his interdisciplinary contributions to finance and physics.