Senior software developer / architect at StatPro Italia s.r.l.
Milan Area, Italy
- Current
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- Co-founder, administrator, lead developer at QuantLib
- Senior software developer/architect at StatPro
- Past
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- Speaker at a few venues
- Software Developer at Caboto Holding
- Education
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- Uppsala universitet
- Università degli Studi di Milano
- Connections
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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
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Co-founder, administrator, lead developer
QuantLib
(Non-Profit; Computer Software industry)
September 2000 — Present (8 years 11 months)
One of the co-founders and administrators of the QuantLib open-source project.
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Senior software developer/architect
StatPro
(Public Company; 51-200 employees; Financial Services industry)
May 2000 — Present (9 years 3 months)
In charge of implementing the pricing models used in the StatPro Risk Management (SRM) application.
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Speaker
a few venues
(Financial Services industry)
2008 — 2008 (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 1998 — April 2000 (1 year 6 months)
Implementing derivative models for the interest-rate desk.
Luigi Ballabio’s Education
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Uppsala universitet
Ph.D. , Physics , 1995 — 2003
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Università degli Studi di Milano
B.Sc. , Physics , 1988 — 1995
Additional Information
Luigi Ballabio’s Websites:
Luigi Ballabio’s Interests:
Administrator and lead developer of the QuantLib project.
Luigi Ballabio’s Groups:
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Quant Finance -
QuantLib
Luigi Ballabio’s Contact Settings
Interested In:
- job inquiries
- reference requests
- getting back in touch
