Experiences
• Overseeing Credimi's Data Team, including two data scientists and a data analyst
• Responsible for the delivery, tech lead and people management of the team
• Leader of cross-functional team for the setup of a new Customer Data Platform
• In charge of the integration of PDS2 data into Credimi's workflows (credit scoring, antifraud)
• Owner of Credimi's data lakehouse (Dremio) importing from DBs, Salesforce, Kafka, S3
• Ownership of Credimi's credit scoring model, pricing model and quant risk monitoring
• Design and implementation of the company's first data-driven credit scoring algorithm
• Design and development of a backtesting platform using first-party and third-party public data
• Automated Markov matrix analysis to monitor default trends and extrapolate future performances
• Introduction of a data orchestration tool (Dagster) and a data quality tool (Great Expectations)
• Fintech startup based in California, aimed at democratizing personalised asset-management
• Design and implementation of cloud solutions (Google Cloud Platform) involving Kubernetes and Kafka
• Creation of a systematic platform to generate portfolios based on customers' values (direct indexing)
• Remote management of a team of investment professionals and developers during COVID
• Design and management of an event-driven portfolio management system supporting fractional assets
• Automated ESG screening on a range of indices, a previously error-prone and labor intensive task
• Design of retail and institutional multi-asset funds worth €250M, paying on average 1.5% annual fees
• Data pipeline and automated execution for a suite of macro systematic machine-learning funds
• Scenario stress-tests, dimensionality analysis and risk hedging on multi-asset portfolios worth £200bn
• Maintenance of an ecosystem of microservices within a cloud environment (Azure)
• Design of Credimi’s Accounting Rating, estimating probability of defaults with ensembles of trees
• Systematic financial, anti-fraud and anti-money laundering analysis on small and medium enterprises
• Business analyst in the cross-functional project team in charge of implementing SAP
Education
• Awarded with the scholarship Best Freshmen of Academic Year 2015/2016