Banking Crisis from Silicon Valley Bank to Credit Suisse and Beyond

Massimo Cutuli Talk

A Conversation with Massimo Cutuli: Chief Risk Officer, Optiver

March 30, 2023
Gross Hall, Room 103
1:30- 3:00 pm


Massimo Cutuli, Chief Risk Officer, OptiverMassimo Cutuli
Massimo has 25+ years of experience in Financial Services and Management Consulting. He is currently Chief Risk Officer at Optiver US, a derivatives market maker. Previously, he held the Head of Risk position for Citadel Securities; worked in banking at JP Morgan and Goldman Sachs; spent some time with PWC’s Finance and Risk Advisory practice and was a quantitative developer for Bloomberg LP. Massimo served as a member of the Chicago Mercantile Exchange and London Clearinghouse risk committees and currently serves on the Board of Trustees of the Astronaut Scholarship Foundation. He received a BS in Aerospace Engineering and an MS in Space Science (University of London), an MS in Aerospace Engineering (Cornell University) and MS in Operations Research (Columbia University).


David Ye, Executive in Residence, Department of Mathematics and Master in Interdisciplinary Studies (MIDS)David Ye
David has been an Executive in Residence at Duke since the Spring of 2021. In that capacity, he uses his extensive industry experiences and connections to advise the department in its curriculum, teaching, and research, particularly as it relates quantitative finance field. Prior to Duke, David had been Chief Risk Officer in several firms including Nomura Holding America, State Street Global Markets, and Guardian Life Insurance. He designed and has been teaching Math 585 – Algorithmic Trading since Spring 2021. David finds great satisfactions and intellectual stimulations in teaching and mentoring students. Beyond Math Department, David has been actively involved in supporting Duke in his capacity as a member of Board of Visitors of Graduate School from 2017 to 2023.


Department of Mathematics and Master in Interdisciplinary Studies (MIDS)