Luca Biscaro

I am currently doing my PhD at the Chair of Logistics and Supply Chain Management of the University of Mannheim, working on the topic of Stochastic and Robust Optimization in collaboration with an industrial partner.

In the 6 months as a Master student in the Operations Research department, I have developed a set of tools aimed at supporting and improving strategic market simulations. - Scientific literature review - Development of mathematical models to be used in the simulations - Implementation of the models with GAMS and MS Excel.

My main responsibility was to ensure that derivatives transactions were processed accurately and on time for our clients’ funds and that the clients’ instructions and accounts were reconciled with clearing broker statements. My duties included: - Direct contact with brokers and clients - Creation and maintenance of documents for audit purposes - Calculation of Variation Margins and Profit&Loss, and cash transfers processing.