World-leading Quants gather at Bocconi to explore the Future of Quantitative Finance

Bocconi University's Baffi Fintech Lab brings together some of the world's leading experts in quantitative finance for an international event celebrating scientific excellence and marking the launch of Bocconi's new PhD programme in Applied Mathematics: the workshop “Quantitative Finance @ Bocconi”, taking place at Bocconi University at 9.00 am-6.30 pm on 13 November 2026. 

The event highlights Bocconi's role in the world of ‘quants’ — the quantitative finance specialists who develop the sophisticated mathematical models used by Wall Street and global financial institutions to analyze markets, manage risks, price derivatives, and implement quantitative trading strategies.

The conference will celebrate the research contributions of Fabio Mercurio, formerly a faculty member of Bocconi's MAFINRISK programme and now Global Head of Quantitative Analytics at Bloomberg, internationally recognized for his expertise in interest-rate modelling and derivatives trading.

The event will feature an exceptional gathering of academic and industry leaders, including recipients of the prestigious Quant of the Year and Financial Engineer of the Year awards — often regarded as the Nobel Prizes of quantitative finance — alongside a former President of the Bachelier Finance Society and editors of leading scientific journals.

Discussions will focus on the future of quantitative finance, particularly the development of rigorous mathematical approaches to the controlled and reliable use of machine learning and artificial intelligence in financial markets.

The conference also marks the launch of Bocconi's new PhD in Applied Mathematics, reinforcing the University's commitment to advancing mathematical research at the frontier of finance and technological innovation. 

The complete program of the event can be found here.

Participation is free of charge, but registration is required at this link.