Luca Spadafora
Managing Director, MRMC Head Of Algo, CCR And AI Transformation
Zurich, Zurich, Switzerland
Summary
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Senior🎓
Top SchoolLuca Spadafora is a Managing Director based in Zurich with nine years of experience leading model risk management for algorithmic trading, XVA and counterparty credit risk at UBS. He combines a PhD in Econophysics with deep hands-on validation expertise, having progressed from quant analyst and academic roles to head global teams that ensure robust model governance. Luca drives AI transformation across MRMC, translating cutting‑edge machine learning into auditable, operational solutions that align with strategic risk objectives. His background spans academia and industry—teaching mathematical finance while auditing and validating pricing and risk models at major European banks—which gives him a rare perspective on theory, implementation and control. Known for making “robots behave,” he balances innovation with rigorous validation to deploy AI responsibly in high-stakes trading and risk environments.
9 years of coding experience
15 years of employment as a software developer
University of MilanMaster of Science (M.Sc.) Theoretical Physics, Master of Science (M.Sc.) Theoretical Physics at Università Cattolica del Sacro CuoreGithub contributions (2)
sigmaquadro/VolatilityEstimator
Apr 2017 - May 2018
Contributions:7 commits, 6 pushes, 1 branch in 1 year 1 month
sigmaquadro/hello-world
Apr 2017 - Apr 2017
Contributions:2 PRs, 2 pushes, 3 branches in 1 day
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