Rome Area, Italy
PhD, Financial Engineer
Financial Services
Education
2000 — 2004
Ph.D., Physics
Sapienza Università di Roma 1992 — 1999
Laurea, Physics
University of Tübingen 1995 — 1996
Erasmus program, Faculty of Mathematics
Liceo Scientifico 1986 — 1991
Maturità
Emmaus High School 1989 — 1990
Diploma
Media
Experience
IBM June 2010 - Present
Algorithmics September 2008 - June 2010
Insightful June 2007 - August 2008
University of Fribourg September 2004 - June 2007
University of Fribourg October 2000 - September 2004
Skills
Stress Testing, Time Series Analysis, Algorithms, SAS, Research, Enterprise Risk..., Econometrics, Basel II, Numerical Analysis, R, Programming, High Performance..., Quantitative Analytics, Financial Engineering, Fortran, Financial Risk, Portfolio Optimization, VAR, Market Risk, Physics, Monte Carlo Simulation, Economic Capital, Quantitative Finance, Mathematica, LaTeX, Financial Modeling, Statistics, Data Mining, Risk, Matlab, Predictive Analytics, Statistical Modeling, Trading Systems, Recommender Systems, Simulations, Stochastic Calculus, Risk Management, Derivatives, Solvency II, Mathematical Modeling, Optimization, S-Plus, Machine Learning, Business Analytics, C, Modeling, VBA, ALM, Portfolio Management, Risk Analysis