Consultant specializing in quantitative finance, data analytics, visualisation and full stack technological solutions. CTO level services. Clients: Roche, OneMarket, BAML, CleverTech, BMLL Technologies, Citigroup, Investec Technologies: python, pandas, asyncio, javascript, node.js, d3.js, react, lua, c++, redis, sql, docker, git

Lead software engineer - Principal

A senior contract role centered on data gathering, analysis and modelling for IFRS9 and CCAR stress testing. Technologies: python, pandas, sql, latex, quartz platform.

Senior Quant Developer - Consultant

Chief Technology Officer at a Fintech startup. This was a contract position with the aim to build the development team and the technology product, a cloud based platform for limit order book (LOB) data and analytics. The dev team grew from four to ten engineers and a minimum viable product was on its way by the time a permanent CTO came on board. Technologies: python, asyncio, numpy, pytables, javascript, angularjs, d3js, redis, postgresql, aws, ansible

CTO - Lead software engineer - Consultant

Development of a web-based solution for quantitative analysis of interest rate options strategies. Working closely with the head of the exotic trading desk, the development started in April 2009 with a quantitative developer contract.

Quantitative Developer - Director

A contract position as a senior quantitative developer on the trading desk. Working closely with the quantitative analysts and the head of the exotic trading desk. Development of a web-based application for quantitative analysis of interest rate options strategies. Technologies: python, javascript, c++, redis

Senior Quantitative Developer - Consultant

Creating a new Quantitative Hedge Fund product within an established Asset management firm. I was part of a group of five where I was heading the technological and algorithmic part of the project. Technologies: python, r, javascript, postgresql

Fund Manager

Trading in currency and currency options at a start-up Hedge Fund in Switzerland. Technologies: c#, python

Option Trader

Investment Strategist in European Fixed Income and Currency volatility. Technologies: c#

Strategist

Quantitative analyst/trader in propriety trading group. Researching and trading in Fixed Income. Technologies: c++, vba, excel

Quantitative Analyst - Prop Trader

Fullstack javascript experience with node.js, express, react, redux d3.js, jest.
Can design and build web applications form the ground up.

Backend Python tech lead. Developed REST and WebSocket APIs using python 3 and relational and nosql data stores. Experience with CI and CD with docker, ansible and kubernetes.

I worked as quantitative analyst ad investment banks and hedge fund. Developed quantitative strategies analysing large time series data and unstructured datasets.

Personal details

Luca S.

Summary

Technical skills

Work Experience