
Senior software developer / architect at StatPro Italia s.r.l.
Milan Area, Italy

Senior software developer / architect at StatPro Italia s.r.l.
Milan Area, Italy
Software developer and designer in the field of quantitative finance.
Co-founder of the open-source QuantLib project.
Implementation of derivative models, C++, software design
(Non-Profit; Computer Software industry)
September 2000 — Present (7 years 9 months)
One of the co-founders and administrators of the QuantLib open-source project.
(Public Company; 51-200 employees; Financial Services industry)
May 2000 — Present (8 years 1 month)
In charge of implementing the pricing models used in the StatPro Risk Management (SRM) application.
(Public Company; Investment Banking industry)
November 1998 — April 2000 (1 year 6 months)
Implementing derivative models for the interest-rate desk.
Ph.D., Physics, 1995 — 2003
B.Sc., Physics, 1988 — 1995
Administrator and lead developer of the QuantLib project.