Description

Quantitative leader with 5+ years in derivatives innovation at top-tier platforms (Binance, Euronext, BlackRock). I solve complex trading and risk challenges through Python-driven ML systems, crypto-native analytics, and regulatory-compliant frameworks. Expert in options pricing, volatility modeling, and building scalable quant infrastructure. Proven in developing AI trading signals, automated risk controls, and data-driven pricing engines for leading crypto/traditional exchanges. CFA Level 1 | EDHEC Financial Engineering (#1 Global MSc).

Languages

English
Native or bilingual
Italian
Native or bilingual

Workplace preferences

Remote only

Primarily works remotely

Quant PM
Binance
September 2022 - Today (3 years and 9 months)
• Engineered AI (LLM) trading products (Market Insights).
• Developed quantitative frameworks to ensure rigorous adherence to Derivatives EU regulation.
• Crafted Option Selling Logic using statistical models to optimize liquidity profiles.
• Designed an Option Order Price Limits system (Fat Finger Protection) with data-driven thresholds.
• Constructed a Volatility Skew Analytic System employing SVI models to enhance pricing accuracy.
• Developed advanced Options Volatility Modelling techniques for precise pricing.
• Researched and designed Option Liquidation systems for optimal risk management.
• Constructed an Option Margin System (Option Liquidation Price) based on quantitative risk
• Pioneered Crypto Derivative Index (BVOL) development through rigorous market analytics.
• Architected systematic Strategy Service models based on FR Arbitrage, Grid, and CTA methodologies.
• Researched Market Maker Spread Monitoring and Reward mechanisms
• Deployed a systematic Binance strategy Service DCA Bot for consistent futures and spot trading.
• Integrated Tokenized Lending Logic through quantitative risk assessment models.
• Undertook targeted quantitative research on DEX mechanisms (Perp, Options) to inform strategy innovation.
• Analyzed tokenomics data across multiple projects to drive systematic product enhancements. Skills Used: Python, Derivatives Pricing, Quantitative Finance, Machine Learning, Cloud
Euronext,
Derivatives Pricing PM
July 2021 - August 2022 (1 year and 1 month)
• Monitoring of all the Derivatives Products traded on Euronext (Paris, Amsterdam, Brussels, Dublin, Lisbon, Milan) spanning from Equity Options and Futures to Index Derivatives and Commodities traded on the MATIF segment
• Coded multiple automation tools to streamline and improve the monitoring efficiency
• Developed the new Derivatives Pricing software (coding the volatility fitting system and pricing system) applying my Machine Learning (Vol Fitting) and Derivatives (Option Pricing) knowledge
• Daily settlement of the derivatives products ensuring a their correct pricing and communication to the clearing house
• Maintenance of the the correct derivatives pricing throughout the trading day Used
BlackRock,
Investment Product Manager
June 2019 - July 2021 (2 years and 1 month)
Developed a product set wide Assessment Tool from scratch, leveraging my Python, SQL and Data Analysis knowledge. Responsible for the assessment of the global product set health, as well as analysis of future product launch opportunities. I am the main contributor in the creation of a model for the whole product platform evaluation. I personally developed the model automation capabilities. As a Product Manager, I'm involved in several product specific assessments, which are shared with a global audience. This crucial and exclusive side of my role, allowed me to actively display my presentation skills.