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Italy Italy
Occupation
Senior Quant Risk Modeler
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About
Main skills: Quantum Mechanics, General Relativity(INFN) and Mathematical Finance (derivatives pricing and structuring, derivatives pricing models analysis, implementation, risk modeling; market risk and fixed income analytics).
HFT-strategies.
Specialties: Partial Differential Equations;
Stochastic Differential Equations;
Malliavin Calculus;
Numerical Analysis: Monte Carlo method, Finite Difference method,
Programming: Matlab, Maple, C, C++, Python , VBA, R, SPSS, SAS, Labview.
DataBase: MySql
Editing: LateX
Derivatives Pricing Methods;
Quantum Mecchanics and Quantum Computation;
General Relativity;
Neural Networks
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