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Giacomo Le Pera has extensive work experience in the field of risk analytics and quantitative analytics. Giacomo is currently the Managing Director and Head of Risk Analytics at illimity, where they lead a team of data scientists, developers, and data engineers. In this role, they have spearheaded the establishment of "illimityAI," positioning the company as leaders in AI model development within the bank.

Prior to their current role, Le Pera worked as the Director of Model Validation at Banca Carige spa, where they focused on pricing derivatives securities, securitization, and mortgage prepayment rate modeling. Giacomo also held the position of Director of Market Risk Model Validation at Banco Popolare.

Le Pera's experience also includes working as an Independent Consultant, providing quantitative analytics solutions. Giacomo served as the Head of Quantitative Analytics at Duff & Phelps, leading a team of analysts focused on credit derivatives pricing and valuations of exotic equity and interest rate derivatives. Additionally, they worked as an Associate Director at Fitch Solutions, specializing in credit derivatives modeling.

Le Pera started their career as a Teaching Assistant at the University of Rome "La Sapienza," where they taught financial mathematics courses. Giacomo also worked as a Quantitative Analyst at Credaris and BCC Banca Iccrea, focusing on credit pricing models and modeling loss distribution for CDO and correlation products.

Overall, Le Pera has a strong background in risk analytics, quantitative analytics, and financial mathematics, with a demonstrated track record of leadership and innovation in AI model development.

Giacomo Le Pera completed their Bachelor of Science in Physics at Sapienza Università di Roma. Giacomo then pursued their Master of Science in Quantitative Finance at Università Bocconi. After a few years, they further enhanced their knowledge in Quantitative Finance through a program at CQF.