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

Domaines d’expertise

Langues

Italien
Bilingue ou natif
Anglais
Bilingue ou natif
Français
Capacité professionnelle complète
Espagnol
Capacité professionnelle limitée
Allemand
Notions

Préférences en matière de lieu de travail

Accepte de travailler sur site

Paris (jusqu’à 50 km)

Freelancing
Quantitative Analyst
BANQUE & ASSURANCES
avril 2025 - Aujourd'hui (1 an et 2 mois)
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
BANQUE & ASSURANCES
avril 2021 - novembre 2024 (3 ans et 7 mois)
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
avril 2019 - février 2021 (1 an et 10 mois)
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.