Luca Menicali

About

PhD candidate in Applied and Computational Mathematics and Statistics at Notre Dame, developing cutting-edge spatiotemporal physics-informed machine learning models. My research translates complex systems in fluid dynamics, ecology, and limnology into high-impact predictive models. Background in actuarial consulting and risk management, bringing both theoretical depth and practical industry experience to data-driven problem-solving.

Experience

• Graduate Research Assistant at University of Notre Dame
  

  • Thesis: Physics-informed spatiotemporal neural networks with applications in fluid dynamics, ecology, and limnology. • 2026 Scientific AI Fellow: Cross-Attention Conditional Diffusion Model for Fluid Dynamics Forecasting Advisor: Dr. Stefano Castruccio

• Kolbe Research Fellow at Gettysburg College
  

  • Quantitatively measured the impact of refugee immigration in Italy on unemployment and wages from 2003 to 2016 • Cleaned and manipulated economic data from the Italian National Institute of Statistics in Excel • Conducted statistical analysis by leveraging STATA skills to assess the labor market’s response by industry • Traveled to Italy and interviewed refugees to understand the social implications of immigration Resident Assistant, Gettysburg College Residence Life Office. Gettysburg, PA August

• Credit & Global Market Risk Intern at State Street
  

  • Analyzed large data sets in Excel to compile intra-day currency exposure reports for FX traders • Conducted daily stress tests on the riskiest counterparties under different scenarios (CCAR, DFAST, VaR, Stress VaR) • Updated Macros using VBA to expedite the import of market data and the compilation of reports • Performed credit ratings and resized FX credit limits on low-risk funds with a NAV of $1 billion or less • Created a workflow in SharePoint to automate the review process of access permissions to sensitive documents

• Actuarial Consultant at Continuing Care Actuaries
  

  • Completed actuarial reports under ASOP 3 and AICPA guidelines for over 50 senior living communities. • Built a data pipeline in Python to analyze and project trends in resident mortality and morbidity. • Developed 30-year population growth projections for more than 15 startup at-home programs. • Analyzed balance sheets and income statements to develop 20-year actuarial cash flow projections. • Presented actuarial reports to clients to contextualize the results in relation to the senior living industry.

• Teaching Assistant at Gettysburg College
  

  • Conducted lectures and exam review sessions, taught labs, and graded homework for Econometrics, Business Statistics, Introduction to Macroeconomics, Calculus II Honors, and Calculus II