Orari di ricevimento
Remote or in Presence
By appointment via email.
Curriculum
--Professional Experience--
University of Rome, Sapienza [Sep 2022 - ]
City: Rome
Country: Italy
Title: Adjunct Professor / Research Fellow
Adjunct Professor for the following courses within the Faculty of Economics, Finance and Insurance CdL:
Econometrics for Financial markets (12CFU), Models for Risk and Forecasting (9CFU), Risk Management and Capital Requirements (9CFU) and Laboratory Python (3CFU).
Research Fellow in Generative AI Models for Dynamic Reasoning under Partial Knowledge to make Interpretable Decisions
HSBC Bank USA [ Jun 2018 – Jan 2021 ]
City: New York
Country: United States
Title: Senior Vice President, Global Markets, Credit Trading
Head of Credit Derivatives Trading for North America Investment Grade and High Yield Indices.
Machine Learning driven Market making, Risk Management and Pricing systems for credit derivatives
Paloma Partners Investment Management [ Mar 2017 – May 2018 ] / Bluecrest Capital Management [ Mar 2012 – Mar 2017 ]
City: New York, NY and Greenwich, CT
Country: United States
Title: Hedge Fund Portfolio Manager
Responsible machine-learning based investment strategy of credit and equity derivatives volatility arbitrage using indices, options and ETF
Deutsche Bank [ Jul 2009 – Mar 2012 ]
City: New York
Country: United States
Title: Director, Credit Derivatives Trader
Head of US and European Credit Correlation Trading. Managed a team between London and New York responsible for market making, risk management and system design of structured credit products.
Morgan Stanley [ May 2008 – Jul 2009 ]
City: New York
Country: United States
Title: Executive Director, Structured Credit Trader
Managed the exotic and complex risk credit book.Responsible for structuring, pricing and trading bespoke credit investment solutions for the Bank's institutional clients.
Merrill Lynch [ Sep 2003 – May 2008 ]
City: New York
Country: United States
Title: Director, Structured Credit Trader
Responsible for market making, risk management and system design of structured credit and ABS index products in North America