Traditional development of goal-oriented conversational agents typically require a lot of domain-specific handcrafting, which precludes scaling up to different domains; end-to-end systems would escape this limitation because they can be trained directly from dialogues. The very promising success recently obtained in end-to-end chatbots development could carry over to goal-oriented settings: applying deep learning models for building robust and scalable goal-oriented dialog systems directly from corpora of conversations is a challenging task and an open research area. For this reason, I decided that it would have been more relevant in the context of a master's thesis to experiment and get acquainted with these new promising methodologies - although not yet ready for production - rather than investing time in hand-crafting dialogue rules for a domain-specific solution. My thesis work had the following macro objectives: investigate the latest research works concerning goal-oriented conversational agents development; (ii) choose a reference study, understand it and implement it with an appropriate technology; (iii) apply what learnt to a particular domain of interest. As a reference framework I chose the end-to-end memory networks (MemN2N) (Sukhbaatar et al., 2015) because it has proven to be particularly promising and has been used as a baseline for many recent works. Not having real dialogues available for training though, I took care of synthetically generating a corpora of conversations, taking a cue from the Dialog bAbI dataset for restaurant reservations (Bordes et al., 2016) and adapting it to the new domain of interest of risk awareness. Finally, I built a simple prototype which exploited the pre-trained dialog model in order to advise users about risk through an anthropomorphic talking avatar interface.