Giancarlo Pfeifer

Current

• Research analyst at Citi

Past

• Quantitative analyst at ICAP
• Senior Analyst Programmer at Salomon Smith Barney
• Consultant at Strategic Thought Limited

see less...

Education

• Birkbeck, U. of London
• Università degli Studi di Milano
• University of East Anglia

see less...

Recommended

1 person has recommended Giancarlo

Connections

73 connections

Industry

Banking

Giancarlo Pfeifer’s Summary

Strong development skills.
Core programming languages:C++,C,Visual Basic (and VBA)
Database programming: Sybase,Microsoft SQL Server
Operating Systems: Linux (Debian),Windows XP,Solaris Unix

Quantitative methods for finance
Numerical Analysis, Probability and measure theory, stochastic Calculus

Financial knowledge
Dealing with a wide range of interest rate products (swaptions, caps, floors, CMS swaps, CMS caps/floors, CMS Spread options,Quantos) and inflation derivatives (IL Bonds, Inflation Swaps, Inflation Caps/floors)

Giancarlo Pfeifer’s Experience

• Research analyst

  Citi

  (Public Company; 10,001 or more employees; C; Banking industry)

  August 2007 — Present (2 years 5 months)

  Developing quantitative tools for relative value trading. Areas: interest rates and inflation derivatives

• Quantitative analyst

  ICAP

  (Public Company; 5001-10,000 employees; IAP; Banking industry)

  August 2002 — August 2007 (5 years 1 month)

  Development and implementation of quantitative methods for finance. Specializing in interest rate options (vanilla and exotics) and inflation derivatives

• Senior Analyst Programmer

  Salomon Smith Barney

  (Public Company; 5001-10,000 employees; C; Banking industry)

  May 2000 — August 2002 (2 years 4 months)

  Working for Data Services Group in Salomon Smith Barney, responsible for and development of the global distribution system for trade, accounts and security information. The distribution system covers all aspects of trading, from trade origination to settlement, risk management.

• Consultant

  Strategic Thought Limited

  (Public Company; 51-200 employees; Information Technology and Services industry)

  September 1997 — March 2000 (2 years 7 months)

  IT Consulting. Clients included:
  
  Software Houses: Computer Associates (software development for TNG Unicenter, Jasmine ODBMS)
  Telecoms: SEMA Telecoms, Vodafone
  Finance: Herzog Securities, WorldWide Settlement
  Others: Chancellors Estate Agents

Giancarlo Pfeifer’s Education

• Birkbeck, U. of London

  MSc , Finance , 2001 — 2003

• Università degli Studi di Milano

  Maths , Group theory , 1992 — 1997

• University of East Anglia

  Exchange program Erasmus , Maths , 1994 — 1995

Additional Information

Giancarlo Pfeifer’s Groups:

•    Citi Global Alumni Network (Citi Network)
•    Salomon Brothers Alumni Group
•    Algorithmic Trading
•    C++ professionals group
•    Random Walkers
•    Quant Finance
•    C++ Professionals
•    The QUANTS Network
•    Università degli Studi di Milano
•    University of East Anglia (UEA) Alumni
•    Here Is The City
•    Finance Club
•    Finance Club London

Giancarlo Pfeifer’s Contact Settings

Interested In:

• career opportunities
• new ventures
• expertise requests
• business deals
• reference requests
• getting back in touch