Aldo Nassigh
Physicist turned innovator | Making neutron simulation as easy as CAD
Since February 2023, I’ve returned to academia as a Research Fellow and Lecturer in the Department of Mathematics at Politecnico di Milano.
My main research interest lies in integrating Monte Carlo simulations—the gold standard for neutron transport analysis (and, interestingly, for pricing and risk-managing financial derivatives...)—into the numerical tools commonly used by engineers for design and virtual prototyping.
Before that, I spent 24 years (1998–2022) in quantitative finance within investment banking. Monte Carlo simulations again played a starring role. The highlight of this period was leading the complete overhaul of UniCredit’s simulation framework for managing the risk of its speculative portfolio—undertaken in the wake of the 2008 Lehman collapse.
Thanks to the dedication of a 25-person quant team, we rebuilt all core models from the ground up within just two years and, more importantly, secured approval from four European regulators.
My early academic background includes a PhD in Fusion Physics, earned jointly from Università degli Studi di Milano and the JET laboratory in the UK, where I had the rare privilege of working alongside some legendary figures in Tokamak research— J. G. Cordey and O. Pogutse.