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.
Mathematics Tutor - Private Tutor
2016
Rathbone Investment Management - Internship
2014
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
- 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
Harvard University, 2016
- Quantitative Methods in Economics
Summer Semester
- 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.
