About Federico
- Design & development of data pipelines in Python and SQL
- Scalable cloud architectures (Azure, Databricks) or on-premise solutions
- Data modeling and transformation for analytics and ML
- BI reporting and dashboard creation in Power BI
- Integration of ML models and automation workflows
- Azure cloud platform with MongoDB model for recommendation engine
- Sentiment analysis and anomaly detection in capital markets
- ML algorithms for UTP/NPL portfolio optimization
- Generative models for market risk simulation
- GANs for financial portfolio generation (R&D)
English
Native or bilingual
Experience
- CoesiaData EngineerMay 2025 - Today (1 year and 1 month)Bologna, ItalyI contribute to the Coesia Group's data-driven transformation, designing and developing end-to-end solutions on Microsoft Fabric and Azure, from data ingestion to creating interactive dashboards in Power BI.I am responsible for:➢ Define data architecture and manage migration from SAP systems to Microsoft Fabric➢ Build scalable pipelines and data models for analytics and AI use cases➢ Integrate, transform and visualise business data with SQL, Python, ADF and Power BII work closely with business departments to deliver agile, reliable and operationally efficient solutions
- REPLYData Engineer & Scientist Data Engineer & ScientistCONSULTING AND AUDITSJune 2021 - May 2025 (3 years and 11 months)Milan, ItalyEngaged in projects as Data Engineer and Data Scientist at the Investment Bank and Risk Management area of the largest Italian banks. Here are the main projects in which I was involved:➢ Data Engigeering area: development and management of a data platform in the Azure cloud ecosystem➢ Capital market area: development of the data model in MongoDB for a recommendation system,sentiment analysis for trading strategies and outliers detection for financial time series➢ Credit management area: development of machine learning ecosystem and optimisation algorithms topredict the best possible management of UTP and NPL portfolios in Azure Cloud environment➢ Market risk area: development of a generative algorithm for possible new listed derivatives➢ Research and development: development of a Generative Adversarial Network (GAN) for the purposeof a Portfolio Management algorithmTechnologies used: Spark, Python (Pandas, Numpy, Sklearn, XGBoost, Scipy, Pymongo), SQL, Excel
- intea sanpaoloData ScientistBANKING AND INSURANCEJanuary 2021 - June 2021 (5 months)Milan, ItalyEngaged to analyse the "AlgoTrading" platforms, constantly monitoring performance and introducing/changing risk measures on individual investment to reflect market trends. In particular, the main activities I performed were:➢ Statistical analysis for the pre/post trading risk thresholds➢ Development of reports on the performance of algorithmic trading platforms➢ Support on the integration of the FRTB for the internal market risk modelingTechnologies used: Python, SQL, Bloomberg, Excel
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Education
- Statisticsuniversità di Bologna2020Understanding, analyzing, developing mathematical and statistical models applied to the field of Pricing, Market Risk and Credit Risk. All the models seen have been implemented through programming languages (Python) to have both a theoretical and practical view of the disciplines covered. Quantitative Finance is among the best programmes in quantitative finance in the world. Indeed, the course makes its third appearance in Risk.net Quant Guide. Thesis: Innovative market-approach for deep learning on cap & floor options
- Economicsuniversità di Bologna2018Knowledge of economics and the analytical tools needed to understand the functioning of markets, the role of the public operator and the strategies of economic and financial institutions. The learning path combined the rigour of mathematical and statistical tools with sensitivity to political and social dynamics. Thesis: Market research, financial evaluation and feasibility analysis of projects in the micrology sector