About me
I am a quantitative analyst with international academic experience (PhD and Post-Doc).
My main expertise is quantitative methods applied both to Finance and the Insurance, which I acquired working at ETH Zürich and the Banking and Finance Institute of University of Zürich. From a theoretical standpoint I have a deep knowledge of stochastic analysis applied in finance and insurance mathematics, theory of financial markets and probabilistic techniques. During my studies I learned several numerical methods applied in mathematical finance, such as Monte Carlo methods, Fourier methods and PDE methods, which I had the occasion to strengthen during my doctoral studies at ETH Zürich. During my experience at the Banking and Finance Institute I gained understanding of risk management and risk measures. I have excellent skills in Matlab and Mathematica as well as the necessary key competencies in OOP in C++, Java and in statistical computing with R. Coupled with this I have strong communication skills, gained from my experience as an academic from presenting complex, scientific ideas in front of an audience.
My main expertise is quantitative methods applied both to Finance and the Insurance, which I acquired working at ETH Zürich and the Banking and Finance Institute of University of Zürich. From a theoretical standpoint I have a deep knowledge of stochastic analysis applied in finance and insurance mathematics, theory of financial markets and probabilistic techniques. During my studies I learned several numerical methods applied in mathematical finance, such as Monte Carlo methods, Fourier methods and PDE methods, which I had the occasion to strengthen during my doctoral studies at ETH Zürich. During my experience at the Banking and Finance Institute I gained understanding of risk management and risk measures. I have excellent skills in Matlab and Mathematica as well as the necessary key competencies in OOP in C++, Java and in statistical computing with R. Coupled with this I have strong communication skills, gained from my experience as an academic from presenting complex, scientific ideas in front of an audience.