Professional Summary
I am a Quantitative Researcher and Applied Mathematician with a Ph.D. from École des Ponts ParisTech and University of Roma Tor Vergata. My expertise lies at the intersection of stochastic calculus, high-performance computing, and numerical methods. I specialize in modeling complex stochastic dynamics and building high-performance numerical solutions in C++ and Python, transforming advanced mathematical theory into fast, accurate pricing and risk infrastructure. With prior industry experience as a Quantitative Analyst at Enel and Risk Analyst at AXA, I am passionate about applying advanced mathematical techniques, Monte Carlo simulations, and data-driven methods to solve complex pricing, risk, and alpha-generation problems in financial markets.
Education
Ph.D. Applied Mathematics
2020-11-01
2025-01-22
École nationale des ponts et chaussées - Università degli Studi di Roma Tor Vergata
M.Sc. Mathematics for Finance and Data
2018-09-18
2019-09-17
École nationale des ponts et chaussées
M.Sc. in Pure and Applied Mathematics
2015-10-01
2018-07-25
University of Rome Tor Vergata
Interests
Volatility Modelling
Discretizations of Stochastic Processes
Machine learning
Quantitative trading
High Performance computing
Algorithmic Optimization