Luca Bosatta

Luca is Head of Multi-Asset Class Research and developed Axioma’s next generation fixed-income risk model. Much of his research is dedicated to working with complex data and deriving robust fixed-income curves. This innovative solution opens new avenues into factor-driven FI attribution and portfolio construction. Luca is co-founder of the award-winning UBS Delta portfolio risk management technology and joined Axioma in 2016. He holds a Master of Theoretical Physics from the University of Basel, Switzerland.