The writer in me views professional lives as stories—each with its own twists and turns. The quant in me sees them as time series, sequences of events unfolding over time. My own journey reflects a steady upward trend, with inevitable cycles of ups and downs, just like life.

It all began in 2004, when I started studying economics and finance at the University of Salerno. Eager to continue my education, I moved to Rome for graduate studies at LUISS Guido Carli. During those years, I discovered a passion for teaching, which led me to step away from an internship at Alitalia to pursue a PhD in finance at the University of Rome Tor Vergata in 2010.

After my first year and 28 grueling exams, I was invited to the Chicago Booth School of Business as a visiting scholar, where I truly began shaping my skills as a quant researcher. In 2013, after presenting my dissertation and earning my PhD, I returned to Chicago to work as a research professional in a post-doctoral role at the Fama-Miller Center. There, I focused on empirical asset pricing and arbitrage theory, sharpening the tools that would guide my future career.

In 2016, I made the leap into the financial industry, joining Two Sigma as a thematic researcher. I advised stakeholders on portfolio risks related to major events such as U.S. elections and Brexit. But my curiosity for the investment process led me to seek more hands-on roles in quantitative investing. In 2018, I joined AQR’s credit quant research team, where my investment knowledge began to deepen. Unfortunately, due to company-wide performance issues, I was part of their second round of layoffs—my first significant setback.

Soon after, I joined Kepos Capital, where I had the opportunity to build a systematic credit business from the ground up. Transitioning from a pure research background, I found myself managing every aspect of the investment process, from model construction to the portfolio management of two strategies: my own long/short single-name CDS strategy and an existing long/short European stock strategy. But once again, luck turned, and after more company performance challenges—unrelated to my credit strategy—I was let go. My second major setback.

I then joined the Financial Modelling Group at BlackRock, where I led the research efforts in fixed-income risk modeling. After a few years, I came to realize that I wanted to return to hands-on investment challenges—this time in a field unrelated to credit. I had taken that path as far as I wanted to go.

Today, I lead the quantitative effort for the event-driven pod at Centiva Capital. It’s a macro-focused role, working with macroeconomic data—a new and exciting challenge.