Professor of Mathematical Finance
University of Verona - Dep. of Economics
via Cantarane, 24
37129 Verona - Italy
I am an applied mathematician interested in probability, with a focus on mathematical finance, stochastic calculus and control, numerical methods. I am an experienced model developer in the context of FX and Interest Rates thanks to my experience as xVA front-office quant.
I offer a good combination of mathematical background and programming expertise, which allows me to manage projects in the domain of quantitative finance from the definition of a model up to its software implementation.
- 03.2018 - present: Associate Professor of Mathematical Finance - UniVr - Verona
- 09.2015 - 02.2018: Specialist Counterparty Credit Risk and CVA Trading - BayernLB - Munich
- 03.2012 - 08.2015: Post-Doc researcher at Mathematics Institute - LMU University - Munich
- 09.2011 - 02.2012: Junior Analyst Risk Management at Prometeia SpA - Bologna
- 03.2008 - 08.2008: Internship as Derivative Analyst - Fondiaria Sai SpA - Milano
- 06.2006 - 09.2006: Internship as Business Consultant - Studio System - Bassano del Grappa