Description

Quantitative finance professional with experience in derivatives valuation across interest rates, FX, equities, and commodities.

My work focuses on understanding risk and uncertainty in financial markets, combining quantitative modelling, programming, and financial intuition.

I am particularly interested in developing frameworks that go beyond static metrics, incorporating probabilistic approaches to portfolio risk, scenario analysis, and investment decision-making.

I bring a strong analytical mindset with a focus on building tools and models that support clearer and more robust financial decisions. Trilingual: English, French, Italian

Industry field of expertise

Languages

Italian
Native or bilingual
English
Native or bilingual
French
Fluent
Spanish
Conversational
German
Basic

Workplace preferences

Can work on-site

Paris (up to 50km)

Freelancing
Quantitative Analyst
BANKING AND INSURANCE
April 2025 - Today (1 year and 2 months)
Paris, France
Developed a Python-based framework to support investment decision-making under uncertainty, combining portfolio risk diagnostics with probabilistic modelling.

Built a portfolio risk analysis module including:
•Drawdown analysis (historical and simulated)
•Correlation and diversification assessment
•Concentration risk metrics and exposure breakdown
•Scenario and stress testing

Designed a probabilistic modelling engine using Monte Carlo and bootstrapping techniques to simulate future price and rate distributions
Python Probabilités Portfolio Management Portfolio Strategy
European Investment Bank
Quantitative Analyst
BANKING AND INSURANCE
April 2021 - November 2024 (3 years and 7 months)
Luxembourg
• Implemented and tested Local Volatility Model in Numerix for long-dated FX options (PRDC), improving pricing robustness and reducing pricing discrepancies.

•Maintained/developed C# valuation library used for daily risk and portfolio analysis.
C# Microsoft Excel
Natixis
Risk Analyst
April 2019 - February 2021 (1 year and 10 months)
Paris, France
• Validated Sensitivity-Based Approach (FRTB) for VaR on Equity portfolio, ensuring regulatory compliance and enabling Natixis' internal model approval.
• Implemented stress testing for yield curves in a multi-curve framework.