Maria Valentina Carlucci
Lead Xva Model Risk Quant @Standard Chartered
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WORK HISTORY
Lead Xva Model Risk Quant @Standard Chartered
London, GB
EDUCATION
Università degli Studi di Bari
Master of Science (MS), Theoretical Physics
Liceo Scientifico "E. Fermi" - Bari
High School Diploma, Science
Technical University of Munich
Doctor of Philosophy (PhD), Theoretical Particle Physics
Università degli Studi di Bari
Bachelor of Science (BS), Physics
Conservatorio di Musica "N. Piccinni" di Bari
Bachelor of Music (B.Mus.), Piano Performance
SKILLS
ABOUT MARIA VALENTINA CARLUCCI
I am a senior quantitative finance professional with over a decade of experience in investment banking working in equites, interest rates and cross-asset, spanning the full spectrum from hands-on modelling to leadership of strategic initiatives. I have successfully worked in a variety of quant roles as front office quant, quant developer, project and people manager, with a track record of delivering results, pursuing innovation, fostering collaboration, engaging stakeholders.With an innate curiosity and drive to solve problems and understand the world, I enjoyed a brilliant academic journey with some years in scientific research up to a PhD in Theoretical Particle Physics. I started my career in quantitative finance as a highly skilled technical quant, but quickly grew passionate about strategic aspects of the job such as project management, team leadership, client and stakeholder interaction, end-to-end deliveries, regulatory requirements, model validation, effective communication. I now have a position of senior leader as Director, where beyond my technical and managerial responsibilities I like to contribute to several initiatives such as teaching to diverse audiences, training and mentoring junior colleagues, recruiting talents, coordinating internal and external outreach events, volunteering to empower young females to pursue STEM studies and careers.I am also a trained classical pianist and CEO of a family of four.Key skills:Modeling and pricing equity derivatives • Calibration of interest rate curves • Bond market • Financial mathematics • Partial differential equations • Advanced software development • End-to-end delivery • Front-office experience • Model validation • Regulatory frameworks • Project management • People management • Effective communication • Senior management and stakeholder engagement.
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