CV
EMPLOYMENT
May 2011- present Independent retail trader.
Nov 2010 - April 2011 Quant analyist and trading systems in a Hedge Fund
2007- Oct 2010 Consultant, Financial and Statistical Modeling,
Noustat S.r.l Milano
2003-2006 Marie Curie Postdoctoral Fellow, The Hebrew University of
Jerusalem, Israel
2001-2003 Postdoctoral Fellow, Utrecht University, The Netherlands
EDUCATION
1997-2001 Ph.D. in High Energy Physics (Elementary Particles) , Torino.
1992-1997 Laurea in Theoretical Physics, 110/110 Cum Laude, Milano.
1987-1992 Liceo-Ginnasio Classico , Como [Marks: 60/60].
HONORS
Marie Curie Intra-European Fellowship of the Human Resources and Mobility Activities European Community, 2004 and 2005.
Lady Davies Fellowship, The Hebrew University, 2004.
Golda Meir Fellowship, The Hebrew University, 2006.
SKILLS
Finance
Design and implementation of automated TRADING SYSTEMS: stocks, vanilla options, ETF.
Risk Management: market VaR (RiskMetrics), CreditVaR ( KMV, CreditMetrics, CreditRisk+)
Monte Carlo, finite difference methods, matrix models for pricing of derivatives
For each of the topics above : development of extract, transform, load (ETL) development tools from/to databases.
Data Mining and forecast
Forecast models (linear and non linear models: autoregressive, moving average, ARIMA, GARCH models, kernel regression, neural networks, ).
Neural networks, wavelet filters, clustering, decision trees, association rules, Bayesian models, multi agent models.
Hardware and Software
Languages: Basic, Java, C, C++, C#
DB: Access, Oracle, Sql Server (Reporting Services , Business Intelligence (MDX) , Integration Services and DataMining (MDX)), ADO.NET, LINQ
Functional Programming: F#, R, Matlab, Mathematica, Maple.
Web: ASP.NET, JavaScript, HTML, XML.
Hardware: Construction of Micro Controllers (Arduino), Lego NXT Robots
Graphics: Processing, openFrame.
Varia: parallel C#.
This resume was last updated: August 2011