Experiences

Head of Data
Data Team, Credimi SpA
Oct. 2022 - Today

• 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

Machine Learning Engineer
Data Team, Credimi SpA
Jan. 2022 - Oct. 2022

• 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)

Investment Director
Ethos & Portfolio Management, Prometheus Technologies Inc
Aug. 2020 - Jan. 2022

• 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

Investment Analyst
Multi-Asset Solutions, Aberdeen Standard Investments
June 2018 - Aug. 2020

• 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)

Business Intern
Lending Team, Credimi
Feb. 2018 - May 2018

• 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

Tech Intern
ERP Project, MIP Politecnico di Milano
Jan. 2017 - July 2017

• Business analyst in the cross-functional project team in charge of implementing SAP

Education

University of Edinburgh
Master of Science, with Distinction, Artificial Intelligence
Sept. 2019 - Aug. 2021
GPA: 81/100

• Fully sponsored, obtained while working full-time

• Worked on various machine learning solutions involving Python, TensorFlow and PyTorch

• Thesis: modelling latent variables related to behaviour in neural populations (PDF | GitHub)

Tsinghua University, Beijing
Exchange Student, Economics and Management
Sept. 2017 - Feb. 2018
GPA: 3.9/4
Politecnico di Milano
Bachelor of Science, Industrial Engineering
Sept. 2015 - July 2018
110 cum laude/110

• Awarded with the scholarship Best Freshmen of Academic Year 2015/2016

Certifications

Investment Management Certificate (IMC)
Chartered Financial Analyst Institute UK | Verify
Create and Manage Cloud Resources
Google Cloud & Qwiklabs | Verify
Deploying with Netlify and Heroku
Codecademy | Verify
IELTS Academic (band score: 8.0)
IELTS | ID: 1900002943FACA814A | Download

Skills & Competences

Data Product Management

Numeric & ML Python

Project Coordination

Full Stack Python

SQL, Mongo, Redis, Neo4j

Data Management Tools

Quant Risk

Docker, Kubernetes, Kafka

Terraform, AWS, GCP

Reliability Under Stress

JavaScript, R, Matlab

Microsoft Office