Luigi Ballabio

Luigi Ballabio

Senior software developer / architect at StatPro Italia s.r.l.

Milan Area, Italy

Current
  • Co-founder, administrator, lead developer at QuantLib
  • Senior software developer/architect at StatPro
Past
  • Speaker at a few venues
  • Software Developer at Caboto Holding
Education
  • Uppsala universitet
  • Università degli Studi di Milano
Connections
76 connections
Industry
Financial Services
Websites

Luigi Ballabio’s Summary

Software developer and designer in the field of quantitative finance.
Co-founder of the open-source QuantLib project.

Luigi Ballabio’s Specialties:

Implementation of derivative models, C++, software design


Luigi Ballabio’s Experience

  • Co-founder, administrator, lead developer

    QuantLib

    (Non-Profit; Computer Software industry)

    September 2000Present (8 years 11 months)

    One of the co-founders and administrators of the QuantLib open-source project.

  • Senior software developer/architect

    StatPro

    (Public Company; 51-200 employees; Financial Services industry)

    May 2000Present (9 years 3 months)

    In charge of implementing the pricing models used in the StatPro Risk Management (SRM) application.

  • Speaker

    a few venues

    (Financial Services industry)

    20082008 (less than a year)

    In April 2008 I held a two-day seminar at Natixis, Paris for the quantitative-analysis group. The main topics were advanced C++ programming and the implementation of financial libraries.

    In January 2008 I held a half-day seminar at the École Polytechnique de Sophie-Antipholis, France. I lectured students of the IMAFA master degree on the implementation of QuantLib.

  • Software Developer

    Caboto Holding

    (Public Company; Investment Banking industry)

    November 1998April 2000 (1 year 6 months)

    Implementing derivative models for the interest-rate desk.


Luigi Ballabio’s Education

  • Uppsala universitet

    Ph.D. , Physics , 19952003

  • Università degli Studi di Milano

    B.Sc. , Physics , 19881995


Additional Information

Luigi Ballabio’s Websites:

Luigi Ballabio’s Interests:

Administrator and lead developer of the QuantLib project.

Luigi Ballabio’s Groups:

  •    Quant Finance
  •    QuantLib

Luigi Ballabio’s Contact Settings

Interested In:

  • job inquiries
  • reference requests
  • getting back in touch

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