I have 10+ years of experience in applied quantitative research in financial markets. Currently, I serve as a Senior Quant Researcher at Centiva Capital, focusing of macro trading strategies.
Before joining Centiva Capital, I worked in the hedge fund industry as both a quantitative researcher and portfolio manager. My strengths, however, lie in quantitative research, where I enjoy tackling challenging modeling problems—from testing hypotheses and managing data to building alpha signals and developing robust models.
Over the years, I’ve contributed to a wide range of projects, including:
- Developing trading systems for systematic credit and equity strategies
- Alpha and risk modeling, involving “traditional” statistics as well as machine learning
- Portfolio construction, implementation, and management
- Conducting macro-level market analyses
At the core of my work lies data. Whether through statistics, machine learning, or econometrics, I leverage any tool necessary to explore it and extract insights.
I have been fortunate to work with some of the world’s leading hedge funds, including Kepos Capital, AQR Capital Management, and Two Sigma Investments, and recently at BlackRock. My career in financial research began in 2012 at the University of Chicago Booth School of Business, where I was initially invited to work as a visiting scholar and later as a post-doctoral fellow (professional researcher) at the Fama-Miller Center for Research in Finance.
My research interests cover asset pricing, machine learning, and related fields. I’ve been honored with several academic awards, including: Jack Treynor Prize (2016), UniCredit & Universities Best Ph.D. Thesis Award (2014), John A. Doukas Best Ph.D. Paper Award (2014), Orazio Ruggeri Best Master Thesis Award (2011)
I earned my Ph.D. in Finance from the University of Rome ‘Tor Vergata’ in 2013. I also hold a master’s degree with summa cum laude and special mention (“dignità di stampa”) in economics and finance from LUISS ‘Guido Carli’ University (2010). My undergraduate studies in economics and finance were completed at the University of Salerno in 2007.