Functional Skills

Product Design
Accounting
Data Management
Leadership Development
Finance Transformation
Communications
Interaction Design

Software Skills

JavaScript
MATLAB
Microsoft Access
Python
MySQL
C
Multithreading
C++

Sector Experience

Financial Services

Languages

English
Italian
Case Study
Delete

Note: After you save your new Case Study, you'll be able to upload / attach work deliverable files by editing it!

Case Studies

research
Algorithmic Model with Real Options Logic (Value-Based)
Financial Services Quantitative Research
research
Intraday Algorithmic Trading Model (Fractal-Based)
Financial Services Quantitative Research
research
Automation of Specialist Trading (MTA & IDEM)
Financial Services Quantitative Research
research
Pricing Engine su OTC Bonds
Financial Services Quantitative Research
research
Development of a Multiday Market-Neutral Strategy
Financial Services Quantitative Research
research
Full Automation of Basket Trading
Financial Services Quantitative Research

Notable Clients

ATS Advanced Technology Solutions

Experience

Sparkling Rocks Finance
Chief Executive Officer & Founder
1/2018 - Present
• Founded and currently lead a fintech company specialized in building next-generation algorithmic trading and investment orchestration platforms.
• Designed and developed Jagged Island, a fully automated quant trading platform enabling model development, testing, and deployment in a modular SaaS architecture.
• Integrated cutting-edge AI technologies and third-party services to provide end-to-end orchestration and scalability for institutional clients.
• Responsible for strategic direction, product design, partner relationships, and technological innovation.

Lending Investment Bank Finance
Financial Engineer
1/2018 - 1/2023
Designed and implemented quantitative models for proprietary trading strategies.
Developed and led an automated algorithmic system for basket trading, optimizing execution and efficiency for the equity trading desk of a leading investment bank.

Banca Aletti Finance
Equity Proprietary Trader / Quant Developer
1/2004 - 1/2018
• Algorithmic trading on equities using long/short, relative value, directional and delta neutral strategies.
• Market making on MTA and IDEM (single stock futures).
• Developed several proprietary black-box platforms: ✓ XYZ Project: Intraday trading system for 10,000+ instruments, real-time portfolio management, and VAR analytics. ✓ CNZ Project: Multi-day delta-neutral trading strategy applied across 6–8 equity markets with ~10% annual return. ✓ Demetra: Automated platform for market data processing, portfolio control, and order execution.
• Built and maintained a full modular trading framework (C++, MFC, multithreading) integrating Bloomberg, Reuters, TRADEBOOK, EMSX, EXP(ATS).
• Real-time arbitrage systems, specialist automation on MTA, and corporate action analysis tools.

Banca Aletti Finance
Fixed Income Quant Developer
1/2004 - 1/2006
• Created the "8London" Project, a pricing engine for OTC bonds and fixed income instruments traded on the newly formed HI-MTF market.
• System handled real-time data for 500+ instruments in a client-server architecture (C++, WinAPI, COM, Bloomberg API).

Uteco North America Inc. Accounting
Accounting Intern
1/2003 - 3/2003
• Internship in the accounting department during university studies.