Giuseppe Nuti

Managing Director, Global Head of the Central Risk Book and Data Analysis UBS

Giuseppe Nuti is the head of the Central Risk Book and Data Analysis at UBS's FRC division(FX, Rates & Commodities.) The CRB team is focused on building high-availability systems for optimal execution on behalf of UBS's clients and traders with particular attention to market micro-structure and alternative liquidity sources. The Data Science team attempts to explore novel uses of trading data, such as recommendations systems to match clients with specific UBS's trading axes and anomaly detection for high-throughput, noisy systems. Prior to this role, Giuseppe was an algorithmic trader at UBS New York and specialized in fixed income and foreign exchange. He has worked as a trader for over eighteen years, initially in the interest-rates options and swaps market and, since 2006, in the European and US Government bond markets. He has experience working both within the primary dealer community and in the high-frequency environment (at KCG and Citadel.) At UBS, he has run the U.S. Rates Trading desk within FRC, with particular focus on electronic market-making. Giuseppe holds a Ph.D. in Computer Science with particular focus on Markov Decision Processes applied to finance from University College London and an MSc in financial mathematics from City University, London. He has taught various courses, including Financial Computing at UCL and has supervised a number of Ph.D. students both at UCL and CASS Business School. His research interests are in algorithmic trading and Bayesian formulation of standard Machine Learning techniques. Giuseppe currently lives in Hurden (Switzerland) where he spends most of his free time enjoying his young family and dog.