Niccolò Dalmasso is an AI research lead and Vice President at J.P. Morgan Chase with a Ph.D. in Statistics from Carnegie Mellon and a decade of experience applying statistical machine learning to finance. He designs and deploys advanced models—ranging from deep generative models and temporal point processes to uncertainty quantification and fairness-aware algorithms—to tackle real-world financial problems and publishes regularly at top AI venues. Comfortable bridging research and production, he has a strong background in time series, optimization, and LLMs, with prior internships at IBM Research and hands-on R&D as a summer associate at J.P. Morgan. His teaching pedigree includes leading graduate and undergraduate courses at Carnegie Mellon, reflecting a talent for explaining complex methods to diverse audiences. Based in New York, he combines rigorous academic training with practical product impact, often focusing on reproducible synthetic data and high-fidelity modeling that quietly underpin safer, more auditable financial systems.
10 years of coding experience
4 years of employment as a software developer
Master of Science (MS) Statistics, Master of Science (MS) Statistics at Imperial College London
Scientific High School "Giuseppe Peano", Cuneo
Bachelor of Science (BS) Mathematics, Bachelor of Science (BS) Mathematics at Università degli Studi di Torino
Certificate of High Qualification Government and Human Sciences, Certificate of High Qualification Government and Human Sciences at Scuola di Studi Superiori di Torino
Doctor of Philosophy (Ph.D.) Statistics, Doctor of Philosophy (Ph.D.) Statistics at Carnegie Mellon University
Contributions:73 pushes, 1 branch in 5 years 9 months
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