Luca Barone

Luca Barone


Partner at Sator / Head of Capital Markets at Banca Profilo Professor at European School of Economics

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Luca Barone, Ph.D., is partner of Sator Group S.p.A., an independent financial group headquartered in Rome, and Deputy-Head of the capital market division at Banca Profilo, an affiliated banking group headquartered in Milan.

Prior to this position, he worked at Goldman Sachs International, London, as an Executive Director in the Fixed Income, Currency and Commodity division (October 2004 - June 2009), where he worked on Exotic Credit Trading, trading and risk managing credit derivatives on a $30 billion notional book. He had previously worked at Capitalia in the CEO’s technical staff (2003) and at Salomon Brothers International as summer analyst in the Investment Banking Division (2002).

Luca Barone has given lectures at the Accademia dei Lincei and at the London Business School. He has published academic articles in international journals of economics and finance.

Luca Barone received his Ph.D. in Finance in 2007, from Luiss Guido Carli University, his Master’s Degree in Financial Engineering in 2005 from the Haas School of Business at UC Berkeley, and his B.A./M.A. in Economics and Finance summa cum laude in 2003, from Luiss Guido Carli University.

Luca Barone, Ph.D., is partner of Sator Group S.p.A., an independent financial group headquartered in Rome, and Deputy-Head of the capital market division at Banca Profilo, an affiliated banking group headquartered in Milan.

Prior to this position, he worked at Goldman Sachs International, London, as an Executive Director in the Fixed Income, Currency and Commodity division (October 2004 - June 2009), where he worked on Exotic Credit Trading, trading and risk managing credit derivatives on a $30 billion notional book. He had previously worked at Capitalia in the CEO’s technical staff (2003) and at Salomon Brothers International as summer analyst in the Investment Banking Division (2002).

Luca Barone has given lectures at the Accademia dei Lincei and at the London Business School. He has published academic articles in international journals of economics and finance.

Luca Barone received his Ph.D. in Finance in 2007, from Luiss Guido Carli University, his Master’s Degree in Financial Engineering in 2005 from the Haas School of Business at UC Berkeley, and his B.A./M.A. in Economics and Finance summa cum laude in 2003, from Luiss Guido Carli University.

Luca Barone, Ph.D., is partner of Sator Group S.p.A., an independent financial group headquartered in Rome, and Deputy-Head of the capital market division at Banca Profilo, an affiliated banking group headquartered in Milan.

Prior to this position, he worked at Goldman Sachs International, London, as an Executive Director in the Fixed Income, Currency and Commodity division (October 2004 - June 2009), where he worked on Exotic Credit Trading, trading and risk managing credit derivatives on a $30 billion notional book. He had previously worked at Capitalia in the CEO’s technical staff (2003) and at Salomon Brothers International as summer analyst in the Investment Banking Division (2002).

Luca Barone has given lectures at the Accademia dei Lincei and at the London Business School. He has published academic articles in international journals of economics and finance.

Luca Barone received his Ph.D. in Finance in 2007, from Luiss Guido Carli University, his Master’s Degree in Financial Engineering in 2005 from the Haas School of Business at UC Berkeley, and his B.A./M.A. in Economics and Finance summa cum laude in 2003, from Luiss Guido Carli University.


Professor

European School of Economics

| settembre 2014 – presente (8 mesi) Milano, Italia

Financial Risk Management Course - 3rd year undergraduate program


Partner

Sator Spa

| giugno 2009 – presente (5 anni 11 mesi) Milan / Rome

Head of the Capital Markets Division at Banca Profilo Board Member of Sator GP Limited


Executive Director - Exotic Credit Correlation Trader

Goldman Sachs International

| maggio 2007 – giugno 2009 (2 anni 2 mesi)

Synthetic Loans and Emerging Markets Correlation Trading and Risk Management


Credit Derivatives Strategist

Goldman Sachs International

| ottobre 2004 – maggio 2007 (2 anni 8 mesi)

Structuring of Exotic Credit Derivatives Products: Zero-Coupon Tranches, Forward-Starting Tranches, CDO Squared, Options on Tranches, Hybrids New Product Development: Zero-Cost Portfolio Protection, Recovery Rebate CDOs, Capital Protected Excess Cash-Flow Equity, Bullet Maturity Synthetic Loan Tranches Pricing and Modeling: Pricing and hedging of bespoke tranches and exotic structures; Teaching: teach-in sessions for clients and internal management on Correlation Trading (Pricing and Risk Management of Synthetic CDOs).


CEO Technical Staff

Capitalia SpA

| novembre 2003 – febbraio 2004 (4 mesi)


Summer Analyst

Salomon Brothers International

| agosto 2002 – settembre 2002 (2 mesi)