I am a Vice President at Intesa Sanpaolo with a Ph.D. in Artificial Intelligence and over nine years of experience in quantitative finance, trading strategy development, and AI innovation. I specialize in developing systematic investment strategies powered by advanced machine learning techniques, including deep learning and reinforcement learning. As a CAIA charterholder, I combine hands-on trading experience with rigorous quantitative research to deliver institutional-grade trading systems that generate alpha while managing risk effectively.
My work bridges cutting-edge academic research with practical applications in quantitative finance, driving digital transformation and data-driven decision-making in financial institutions. My research spans AI research, as well as space economy research, reflecting a strategic approach to applying quantitative methods to complex economic systems.
Professional Experience
2025 - Present
Vice President, Cross Asset Systematic Trading — Intesa Sanpaolo IMICIB, Milan
- Scaling-up systematic FX strategies by upgrading strategies and improving execution
- Supervising build-up of systematic futures trading infrastructure
- Driving the firm's strategic engagement in AI in finance, contributing as author, reviewer and organizer for international conferences
2022 - 2025
Vice President, AI Investments — Intesa Sanpaolo IMICIB, Milan
- Conducting quantitative research and innovation on AI-driven FX and futures trading strategies
- Translating machine learning research into production-grade trading systems
- Supervising model implementation and performance oversight
2018 - 2022
Associate, XVA Management — Intesa Sanpaolo IMICIB, Milan
- Pricing the XVAs of derivatives and hedging the XVA book with macro trading tilt
- Conducting quantitative research and academic research as a doctoral student
- Job rotation 2020 - Epsilon SGR Asset Management: quantitative investing
- Job rotation 2019 - Intesa Sanpaolo: credit flow trading
2016 - 2018
Analyst, XVA Management — Banca IMI, Milan
- Pricing the XVAs of derivatives and hedging the XVA book
- Working closely with sales, trading, structuring and risk teams to structure derivatives for clients
Summer 2015
Intern — AMS (Alpha Magnetic Spectrometer), CERN, Geneva
- Analyzing data from AMS under the supervision of Nobel prize winner Samuel C. Ting
- Coordinated with NASA and research teams to ensure data integrity and mission continuity on the ISS
Education & Credentials
2024 - 2025
Scuola Politica - Vivere nella comunità
- Coordinator of the project work: Alfabetizzazione dei giovani in Italia, i nuovi progetti economico-finanziari
2018 - 2022
Ph.D. in Artificial Intelligence — Politecnico di Milano
- Focus on reinforcement learning, online planning, bandits, online convex optimization
- Applications: quantitative trading, optimal execution, market making, hedging, portfolio optimization
2017 - 2018
Executive Master in Finance — SDA Bocconi, Milan
- Specialized in advanced financial topics with a focus on banking transformation and leadership
2012 - 2016
Master of Science in Mathematics — Imperial College London, First Class Honours
- Nominated Secretary of the Erasmus Society and External Relations Officer of the Italian Society
- Selected for Microfinance Tanzania, Mash Foundation; volunteered by advising local businesses
2014 - 2015
Exchange Year — EPFL, Lausanne, Switzerland (Swiss-European Mobility Program)
- Engaged in Harvard World MUN (Model United Nations) debate, Seoul
Professional Credentials
- CAIA Charterholder — Chartered Alternative Investment Analyst
Research & Publications
My research has been applied in production trading systems and has contributed to the development of systematic trading strategies. I have published extensively in top-tier conferences and journals, with work spanning:
- Reinforcement learning for trading and hedging
- Market making and optimal execution strategies
- Online learning and optimization for portfolio management
- Space economy economic modeling and analysis
Connect
I welcome opportunities for collaboration, speaking engagements, and consulting. Feel free to reach out through any of the channels below.