About

Scuola Normale Superiore

PhD student in Computational Methods and Mathematical Models for Sciences and Finance · Pisa, Italy

• Incoming.

Università Bocconi

Specialized Master Program in Quantitative Finance and Risk Management · Milan, Italy

• Final grade: 110 cum laude (equivalent to 4.0/4.0 GPA).
• Relevant coursework: Derivatives, Fixed Income, Credit and Market Risk, Computational Methods, Machine Learning, Data Driven Investments, Time Series Econometrics, Financial Statement Analysis and Accounting, Mathematical Finance, Probability and Stochastic Calculus, Market Microstructure, Practice of FX Markets, Structured Products.
• Final project: internship report on algorithmic market making on Italian government bonds.
• Class representative in charge of communication with programme directors, administrators, and the student body. Valedictorian.

Ludwig-Maximilians-Universität

MSc in Physics · Munich, Germany

• Final grade: 1.10/1.00 (equivalent to 3.9/4.0 GPA).
• Thesis: Hamiltonian Formulation of Gauge Theories of the Higher-Dimensional Lorentz Group (advisor: Prof. V. Mukhanov, Chair of Cosmology).
• Relevant coursework: High Energy Physics (QFT, Standard Model, GUT), Cosmology, General Relativity, Advanced Statistical Physics.

Università Federico II

Bachelor in Physics · Naples, Italy

• Final grade: 110 cum laude (equivalent to 4.0/4.0 GPA).
• Thesis: Inönü-Wigner contractions of the Lorentz group towards the Galilei and Carroll groups.
• Relevant coursework: Calculus (including PDE, Complex Calculus, Distributions, Functional Analysis), Differential Geometry, Dynamical Systems, Quantum Mechanics, Statistics.
• Scholarship recipient.

Mediobanca

Algo Trader Intern · Milan, Italy

• Automated P&L attribution system for the Italian government bond trading desk using Python, integrating market data (in Parquet format), repo financing costs, drift-to-par calculations, and accrued interest adjustments across multiple bond types.
• Quantitatively analysed the market microstructure, combining econometric methods and machine learning (random forests) to identify bid-ask spread drivers and diagnose algorithmic market-making performance, directly refining trading strategy.
• Built a latency-measurement framework for algorithmic quoting, reconciling quote sequences against market data and characterising the full latency distribution to calibrate the strategy simulator.
• Analysed yield curve dynamics and bid-ask spread behaviour using regression models and machine learning techniques (including calibrated random forests), uncovering key drivers related to DV01, time-to-maturity, and other bond characteristics.
• Designed duration-neutral relative-value strategies on the Italian government bond curve, from signal construction to entry/exit rules and transaction-cost modelling.

Theoretical Mechanics

Teaching Assistant · LMU Munich

• Taught analytical mechanics (Lagrangian and Hamiltonian formalisms) to Bachelor's students, every other week, with a hands-on approach on problem sets.

Advanced Quantum Mechanics

Teaching Assistant · LMU Munich

• Taught quantum mechanics (including advanced topics such as path integrals and the many-worlds interpretation) to first-year Master's students, every week, combining theoretical lectures with the discussion of problem sets.

Future of Finance

Bloomberg · Milan

• On the current and future economic situation in Italy.

The Quantitative Research Data Landscape (Annual Seminar)

Bloomberg · Milan

• On research data and real-time automation on the platform.

Tracking Global Macro Trends and Market Reaction

Bloomberg · Milan

Academy Euronext Group

Hosted by Borsa Italiana, Palazzo Mezzanotte · Milan

• Sessions with Professors Quillico (Corporate Finance, 17 July), De Giorgio (Credit Markets and Debt Instruments, 22 July), and Barillaro (Options and Derivatives, 24 July).

The Quantum Gravity Swampland and its consequences for the observable world

Arnold Sommerfeld School, Ludwig-Maximilians-Universität · Munich