About Marco Marchioro

Marco Marchioro
Marco Marchioro presenting the Standard Risk Measure in Melbourne

Marco Marchioro is a quant with more than 15 years of experience in the industry of financial quantitative risk management. His areas of expertise range from quantitative risk modelling, derivative pricing, agile software development, and quantitative training. Currently Marco is the CEO of Quant Island, a Singapore-based consultancy firm specialised in quantitative risk models for asset management and fin-tech startups. Prior to moving to Singapore, Marco held various senior roles in StatPro covering the risk-management software development cycle. At StatPro, as the head of the quantitative-research team, he was responsible for creating the original risk models underlying Statpro analytics. The same models have been successfully implemented in an agile-software environment. From 2010 to 2014 Marco held the position of adjunct professor at the University of Milano-Bicocca, where he taught a highly-rated graduate class on complex derivatives. Earlier in his career Marco was a quantitative-software developer fluent in, among other programming languages, python and C++. As a founding partner of RiskMap, in the year 2000, Marco was among the original founders of QuantLib, a widely-used open-source library for financial modelling. Marco has an extensive experience in quantitative finance where he is well-versed in the end-to-end process of developing financial software.

Before switching to the dark-side of quantitative finance, Marco Marchioro was a scholar in the field of multi-phase fluid dynamics. Indeed, after a master degree in physics obtained in Italy, he moved to Baltimore to become a graduate at the Johns Hopkins University, where he studied under the mentorship of Andrea Prosperetti. He then joined the Andreas Acrivos team and became a post-doctoral fellow at the Levich Institute in New York City.

The full-size curriculum vitae of Marco Marchioro can be found at this permanent link.

For an update on the career of Marco Marchioro you can visit the linked-in page.