Mario Dell’Era holds an M.Sc. in Theoretical Physics and a PhD in Applied Mathematics from the University of Pisa, visiting PhD at Finance Institute of Lugano and he also obtained a Master in Data Science&Artificial Intelligence at Cambridge Spark UK. He taught International Corporate Finance at Pisa University, for whom is yet External Professor, and Quantitative Finance and Stochastic Processes at Scuola Superiore Sant’Anna, for PhD students. His research spans PDEs methods in Finance, Stochastic Calculus and AI. Author of books on Quantitative Finance, reviewer and Editorial Board Member for international reviews of Finance.. Actually he holds the position of Quantitative Market Risk Sr. Group Manager, Team Quant Model Validation Commodities and FX at Citigroup.