Leonardo Ferro

Leonardo Ferro is an experienced professional in quantitative analysis, pricing, and demand forecasting, currently serving as the Head of Pricing and Demand Forecasting Models at Enel Group since October 2020. In this unique role, Leonardo leads both the trading and retail quantitative teams and specializes in modeling structured derivative contracts. Previously, Leonardo was with Morgan Stanley for over five years, holding positions such as Vice President in Algorithmic Trading and as a quantitative analyst, where significant contributions included alpha signal research, portfolio optimization, and leading a risk analytics team. Leonardo's academic credentials include a PhD in Physics from the University of Naples Federico II and a PhD in Mathematical Engineering from Universidad Carlos III de Madrid, as well as significant research experience as a postdoctoral fellow in the EQuaM Project.