ACADEMIC APPOINTMENTS AND TEACHING
University of Bologna | Italy | 2026 - present
Adjunct Professor, Department of Quantitative Finance
• Course: Machine Learning for Asset Management.
University of Bologna | Italy
Lecturer, Intensive Program in Financial Machine Learning
AIPB - Associazione Italiana Private Banking | Italy | 2021 - 2023
Lecturer, Master Course in Financial Data Science
• Teaching financial data science and financial machine learning topics.
University of Pavia - Department of Physics | Italy | 2022
Co-founder, Summer Camp on Financial Machine Learning
• Academic/professional initiative sponsored by the Department of Physics of the University of Pavia.
RESEARCH INTEREST
• Financial machine learning and artificial intelligence for trading and asset management
• Portfolio construction, asset allocation and quantitative investment strategies
• Nonlinear dynamics, computational chaos theory and state-space reconstruction
• Volatility modelling, time-series analysis and fractional differencing
• Bayesian learning and synthetic for financial datasets
PROFESSIONAL EXPERIENCE
Banca Aletti | Milan, Italy | 2019 - present
Senior Financial Data Scientist
• Development and maintenance of asset allocation models for portfolio construction and management via machine/deep/reinforcement learning
• Development and production deployment of machine learning solutions supporting bank product origination under MiFID II, including product testing, Value for Money, scoring, equivalence and Target Market analysis.
Banca Akros | Milan, Italy | 2011 - 2019
Quantitative Trader and Machine Learning Developer
• Development and maintenance of quantitative trading systems based on machine learning and reinforcement learning for futures, volatility futures and options.
• Quantitative management and hedging of exotic equity-index derivatives.
KBC Financial Products | London / Brussels | 2009 - 2011
Quantitative Trader and Machine Learning Developer
• Development of asset allocation and clustering models for Convertible, ABS and High Yield portfolios.
D. E. Shaw & Co. | London, UK | 2002 - 2009
Senior Data Scientist
• Research and development of trading and portfolio allocation strategies based on financial machine learning and computational chaos theory.
• Development of stress-testing and backtesting platforms and multi-level meta-labelling classifiers.
• Development of data-augmentation techniques for imbalanced credit datasets.
Credit Agricole Lazard FP | London, UK | 1999 - 2002
Equity Derivatives Trader and Structurer
• Valuation, trading and hedging of equity derivatives, including transactions involving large and illiquid underlying positions and block trades with optionality features.
EDUCATION
1995 - 1998 Doctorate in Mathematical and Computational Finance
University of Bergamo, Italy
Italian title: “Metodi Computazionali per le Previsioni e le Decisioni Economiche e Finanziarie”, XI Ciclo. Fellowship research activity at the University of Kent, University of Hong Kong and London School of Economics; advisor Prof. Howell Tong.
1998 - 1999 Master of Science (MSc) in Financial Econometrics
University of London, Queen Mary & Westfield College
Main research area: nonlinear signal processing applied to trading.
1991 - 1995 Bachelor Degree in Quantitative Economics & Finance
University of Pavia, Italy
Graduated with honours. Main research area: volatility modelling applied to trading and asset allocation.
