Ilir Roko
Partner, Senior consultant, Lusenti Partners
Ilir Roko is Senior Consultant at Lusenti Partners, where he is responsible for managing and developing client relationships, mostly pension funds. He has over 20 years’ experience in consulting for institutional investors and applied research in finance and econometric modelling. In his current role he supervises numerical and statistical operations and controlling and reporting. He is also involved in the selection process of mandate managers and investment products. As a quantitative specialist, he has developed during his career numerous institutional investment related applications and models, including asset and liability management studies, risk analysis and management, optimisation of tactical allocations, fat tail modelling, and the implementation of quantitative investment models. In addition, Roko teaches numerical methods applied to finance, about which he is the author of several published several scientific publications, at the University of Geneva. He holds a PhD in econometrics and statistics from the University of Geneva.
