Experience

Amsterdam Capital Trading - Quantitative Trader

2018 - Present

  • I started as an intern on the energy commodity trading desk.
  • From late-2018 I started full-time as a Quantitative Analyst. During this time I developed combinatorial optimization algorithms in C++ for OTC products among other projects in derivative pricing and portfolio management.
  • As of late-2020 I've been working as a Quant Trader where I've been backtesting and implementing latency-sensitive and quasi-arbitrage strategies for exchange-traded derivatives.

Education

MSc Quantitative Finance

University of Bologna, 2016 - 2019

  • Thesis: Quantum Annealing for Cardinality Constrained Portfolio Optimization
  • Supervisors: Prof. M. Gaspari, Prof. E. Bernardi
  • Final grade: 105/110

Quant Bootcamp

Advanced Risk and Portfolio Management, 2017

  • Awarded a scholarship provided for by Eurizon Capital.
  • Project: Applications of Random Matrix Theory to Equity Indices
  • Topics included data science and machine learning; classical/Bayesian multivariate statistics and econometrics; financial analytics, market, credit & liquidity risk management; estimation error and model risk; factor modeling, alpha-beta signals, portfolio construction and optimization; algorithmic trading, systematic strategies, portfolio insurance, drawdown control; and optimal trade execution.

Summer Semester

Copenhagen Business School, 2015

  • Awarded a scholarship to study International Financial Management & Hedging and Financial Modelling.

Tech Stack

Please take these completely subjective ratings with a grain of salt.

MATLAB
5 / 5
QuantLib
4 / 5
Python
4 / 5
R
4 / 5
SQLAlchemy
4 / 5
Jupyter
4 / 5
NumPy
4 / 5
Pandas
4 / 5
Git
3 / 5
Cython
3 / 5
Flask
3 / 5
HTML + SASS/SCSS/CSS
3 / 5
MongoDB
3 / 5
PostgreSQL/SQLite/SQL
3 / 5
Scikit-Learn
3 / 5
Docker
2 / 5
Boost
2 / 5
ØMQ
2 / 5
C++
2 / 5
Mathematica
2 / 5
Django
2 / 5
Tensorflow
2 / 5