DERIVATIVE PRICING:PRACTICE. Stefano Galluccio is currently Head of Interest Rate and Credit Trading at BNP Paribas Fortis in Belgium. Prior to the current role, he held several positions in the investment banking industry, including : Deputy Head of Quantitative Research at BNP Paribas Europe and Head of Options Trading Europe at BNP Paribas in London. Dr. Galluccio holds a Ph.D. In mathematical physics from University of Fribourg (CH), a DEA in mathematical finance from University VI in Paris and a Master in mathematical physics from University of Rome I “La Sapienza”. Stefano Galluccio is the author of several academic publications in mathematical physics and mathematical finance, and he is an invited speaker at conferences and workshops worldwide.