I am an experienced Data Scientist with a background in mathematics and finance and a deep interest for machine learning. I am always passionate about learning and exploring new concepts and methods and I thrive when working in a cooperative environment.
I am currently working at Squarepoint Capital, where I develop systematic trading strategies using both traditional methods and Machine Learning. In my previous roles I have developed and prototyped machine learning models for algorithmic trading (high-frequency trading, with a focus on market micro-structure) and credit risk modeling. I have a strong academic background in mathematics and I am currently furthering my education with a Diploma of Advanced Studies (DAS) in data science at ETHZ, with main focuses on reinforcement learning and gaussian processes (but not only).
I have extensive programming experience in Python, including the main data analytics libraries (such as numpy, scipy, pandas, scikit-learn, PyTorch, ...) I also have beginner to intermediate knowledge of SQL, C++, Julia, Java, and Scala. I love collaborating with smart people and I have strong communication skills, especially in a scientific context. In additional to my mother tongues Italian and French, I am fluent in English and I speak German at an intermediate level.
I have in-depth practical experience in machine learning and data science, covering the whole lifecycle of data science applications: from the conception of a model, to stakeholder interactions, to bringing a model to production and maintaining it. I am a quick learner and I am always eager to experiment with new techniques and explore new ideas.
What motivates me in my professional life is the possibility to always learn new skills, test innovative methods, and be confronted with new problems.
I want to keep growing in my fields of expertise as well as into a wide variety of technological applications of machine learning.
In parallel to my professional activity, I am actively pursuing academical research in Algebraic Topology and in Machine Learning. I am author of several published papers in the first domain, with main focus on operad theory and rational homotopy theory.
Outside of my professional activity, I am a martial arts practitioner (judo, Brazilian ju-jitsu) and I enjoy bouldering and dancing Argentinian tango and Lindy Hop.
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