LUCA MASTROLORENZO
Geneva,GE
Summary
Senior Data Scientist with over 14 years of experience spanning the banking and finance sector, consulting engagements, and high-energy physics research. Specialized in trade surveillance and compliance analytics at UBS and Credit Suisse, with a focus on detecting market abuse and manipulation. Former researcher at CERN with deep expertise in large-scale data analysis, machine learning, and statistical modeling. Proven leadership and communication skills, currently seeking a new challenge with opportunities for growth and increased responsibility.
Overview
13
13
years of professional experience
Work History
Associate Director, Senior Data Scientist
UBS
06.2024 - Current
- Developed data-driven trade surveillance applications for multiple asset classes (equities, bonds, derivatives, commodities) in investment banking and wealth management at UBS.
- Designed innovative, statistically based techniques for scenario calibration in line with evolving regulatory standards.
- Partnered with business stakeholders to align model logic with trading activity and compliance objectives.
AVP, Senior Data Scientist
Credit Suisse Group
08.2022 - 05.2024
- Worked in the Data & Digital Lab within the Compliance function at Credit Suisse, focusing on the investment banking division.
- Specialized in scenario modeling for trade surveillance of fixed income instruments (listed and OTC) to meet regulatory requirements.
Applied Physicist
RWTH Aachen University
11.2017 - 08.2022
- Lead and managed analysis group for first Standard Model Higgs → charm quark pair search, CMS detector, CERN LHC
- Key contributor to CMS discovery of Higgs → bottom quark-antiquark decay (2018)
- Developed advanced AI-based jet-flavour tagger algorithm for Lorentz-boosted resonances
Associated Member of the Personnel
CERN - European Organization For Nuclear Research
11.2012 - 08.2022
- Research activities spanning several topics of experimental high energy physics, working on the CMS experiment at the CERN LHC on behalf of different European research institutes since 2012. Fully based in Geneva between 2018 and 2022.
Data Scientist Consultant
Premoneo S.r.l.
01.2020 - 07.2022
- Development of machine learning models for dynamic pricing (LSTM) in Python
- Performed clients income forecasting using analytical techniques (e.g. Polynomial regression, GLMs)
- Usage of deep-learning approach increases clients revenue in range 5-10%
- Conducted thorough exploratory data analyses for robust model building.
Applied Physicist
Imperial College London
11.2012 - 10.2015
- Developed the clustering algorithm for the trigger primitive hardware generator of the new calorimeter detector of the CMS experiment at the CERN LHC
- Responsible for several College teaching activities as assistant in the experimental physics laboratory course
Education
Ph.D. - Particle Physics
École Polytechnique
10-2015
Master of Science - Physics
Universita' Degli Studi Milano-Bicocca
10-2012
Bachelor of Science - Physics
Università Degli Studi Milano-Bicocca
09-2010
Skills
- Statistical analysis and mathematical modeling
- AI/ML prototyping
- Large Language Models (LLMs) and NLP techniques for unstructured data analysis
- Big data analytics and large-scale dataset processing
- Programming: Python, C, ROOT, TensorFlow, Scikit-learn, SQL, Bash scripting
- Tools: Linux, Jupyter, Foundry, Git, Microsoft Azure and Office,
- Team management and cross-functional collaboration
- Strong problem-solving, adaptability, and critical thinking
- Excellent communication skills
- Lead under pressure and drive results in high-stakes contexts
Languages
Italian
Bilingual or Proficient (C2)
English
Advanced (C1)
French
Advanced (C1)
Timeline
Associate Director, Senior Data Scientist
UBS
06.2024 - Current
AVP, Senior Data Scientist
Credit Suisse Group
08.2022 - 05.2024
Data Scientist Consultant
Premoneo S.r.l.
01.2020 - 07.2022
Applied Physicist
RWTH Aachen University
11.2017 - 08.2022
Associated Member of the Personnel
CERN - European Organization For Nuclear Research
11.2012 - 08.2022
Applied Physicist
Imperial College London
11.2012 - 10.2015
Ph.D. - Particle Physics
École Polytechnique
Master of Science - Physics
Universita' Degli Studi Milano-Bicocca
Bachelor of Science - Physics
Università Degli Studi Milano-Bicocca
Similar Profiles
Ashish TiwariAshish Tiwari
Authorized Officer at UBSAuthorized Officer at UBS
Amanda Hsin Ying ChuaAmanda Hsin Ying Chua
Periodic Review Specialist at UBSPeriodic Review Specialist at UBS
GINNY SHARMAGINNY SHARMA
HR Payroll Specialist at UBSHR Payroll Specialist at UBS
Paul Georges-PicotPaul Georges-Picot
Intern at Pictet GroupIntern at Pictet Group
Tomaso Rossano Della Valle CorsanoTomaso Rossano Della Valle Corsano
Director of Sales at MDV & Ross JewelsDirector of Sales at MDV & Ross Jewels