London, United Kingdom
Quant (algorithms development and quantitative research) in the hedge fund industry | Research assistant in Econophysics
Financial Services
Education
The London School of Economics and Political Science (LSE) 2013 — 2014
Master of Science (M.Sc) in Mathematical Finance
ESB Business School, Reutlingen University 2012 — 2012
Visiting Student
Università degli Studi di Siena 2010 — 2013
Bachelor of Science (B.Sc.) in Financial Markets
Liceo Scientifico Giacomo Torelli 2005 — 2010
Maturita' Scientifica - High School License
Experience
InTune Investor January 2015 - Present
RiskComplexity - London School of Economics and Political Science October 2014 - Present
Skills
Statistics, Stochastic Differential..., Mathematical Analysis, Microsoft Excel, Derivatives, Monte Carlo Simulation, C++, Financial Mathematics, Time Series Analysis, Financial Engineering, Volatility, Matplotlib, Stochastic Optimization, LaTeX, Analysis, English, Numerical Methods for..., Quantitative Research, SciPy, Cython, Interest Rate Modeling, C#, Simulated Annealing, Financial Modeling, Stochastic Calculus, Java, Quantitative Finance, Dev C++, Statistical Modeling, Haskell, Probabilistic Models, Exotic Derivatives, Visual Studio, Algorithm Development, Ordinary Differential..., F#, Algorithms, Curve Fitting, PowerPoint, FX Options, Microsoft Word, Italian, Python, Applied Mathematics, Computational..., Algorithmic Trading, Matlab, Fixed Income Analysis