Elena Ferri

Data Science and Advanced Analytics Lead at Federal Reserve Bank of New York

Elena Ferri is the head of the Data Science Center of Excellence at the Federal Reserve Bank of New York. Elena works closely with the businesses in support of the Bank’s mission on U.S. monetary and supervisory policy and financial stability. She applies data science across a diverse portfolio supporting financial firm supervision, public response to central bank communications, and management of the Treasury/ Money Markets marketplaces. Elena and her team have improved the Bank’s ability to identify risks, to interact more effectively with data and to create capacity by delivering two broad data science capabilities, Anomaly Detection and Narrative Surveillance, and several ML-based tools to monitor FOMC communications, treasury market liquidity, and regulatory filing data of supervised firms. Additionally, she serves as a key advisor and regular contributor to FRBNY Climate Priority Leadership team, Bank of International Settlements’ Innovation Hub and DE&I Council.

Prior to the Federal Reserve Bank of New York, Elena worked in the private sector, first at Goldman Sachs and then at Deutsche Bank. At Goldman Sachs, as part of the strategist / quant team, she built and led advanced analytics for sales, trading, and institutional clients across diverse assets types including fixed income, currencies, and equities. At Deutsche Bank, she led a global analytics product development team focused on delivering analytics products to improve monitoring and profitability for the Securities division.

Elena holds a Laurea in Mathematics from the University of Florence, Italy. She began her career at IBM, T.J. Watson Research Center, as an Honors Fellow, leading joint R&D projects with IBM Italy.