MSc Finance @ Università Cattolica | Financial Analysis & Python
MSc Finance candidate passionate about financial markets, with a clear long-term goal: building a career as a trader. I am especially interested in derivatives, volatility, execution, and market microstructure.
Python is the tool I use to turn market questions into testable analysis - from options and implied-volatility surfaces to futures strategies, execution costs, and robust backtesting.
Based in Milan, Italy · Open to opportunities in Markets, Trading and Sales & Trading.
- Futures and options
- Derivatives pricing, implied volatility and risk-neutral densities
- Trading strategy analysis, execution and slippage
- Python for financial data analysis and backtesting
Replication and validation of an intraday momentum strategy across SPY and ES futures using two independent market-data sources, including execution costs, walk-forward testing and robustness analysis.
Ten-year study of an opening-range breakout on Nasdaq-100 futures. The simulator models daily mark-to-market, overnight stops, gap-aware fills, position sizing, margin constraints and trading costs.
- MSc in Finance, Università Cattolica del Sacro Cuore - GPA 30/30
- Coursework in Derivatives, Advanced Derivatives, Econometrics and Quantitative Methods for Finance
- Exchange semester at Butler University - GPA 4.0/4.0
- Python: pandas, NumPy, SciPy, statsmodels, Jupyter