Bio

I am Vice President at Intesa Sanpaolo, leading the Cross Asset Systematic Trading desk where I develop and deploy 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.

In my current role, I lead a team focused on developing alpha-generating strategies that leverage cutting-edge machine learning methodologies while maintaining strict risk management and regulatory compliance. My work spans multiple asset classes and trading frequencies, from high-frequency execution strategies to longer-term portfolio optimization frameworks.

Prior to my current position, I served as an XVA trader within Intesa Sanpaolo’s XVA Management desk, where I was responsible for pricing and hedging derivatives across asset classes. I contributed to quantitative research projects that informed strategic decision-making and risk management practices.

My academic background includes a Ph.D. in Reinforcement Learning for Algorithmic Trading from Politecnico di Milano (2022), an Executive Master in Finance from SDA Bocconi (2018), and a Master’s degree in Mathematics from Imperial College London (2016), where I graduated with First Class Honours. This combination of deep technical expertise and business acumen enables me to translate academic research into practical trading applications.

Curriculum

You can download my CV

Or check out my LinkedIn profile

Research

You can find my research on the following websites:

• My webpage
• Google scholar profile
• Research Gate
• ACM

Contacts

Send me an email