I am a Risk Analyst at the Italian Power Exchange (GME) and hold a Master’s degree in Physics from the University of Pavia.
During my master’s studies, I spent six months at the Technical University of Vienna (TU Wien), where I worked on my master’s thesis in quantum thermodynamics.
I have a strong interest in quantitative research, financial markets, and risk modelling.
In this GitHub profile, you will find a collection of personal projects developed in my free time, focusing on quantitative modelling, Monte Carlo simulations, machine learning, stochastic processes and time series analysis.
Please note: all projects in these repositories were developed outside of my academic thesis and professional role.
| Repository | Description | Topics |
|---|---|---|
| portfolio-parametric-var-es | Parametric Estimation of Value at Risk and Expected Shortfall for Multi-Asset Portfolios | Risk, Quantitative Modelling |
| italy-power-price-forecast | PUN index (GME) — Daily Forecasting with Terna Generation & Load data | Energy Markets, Linear Regression, Forecasting |
| implied_volatility_surface_USO | Implied volatility surface construction from US crude oil ETF option chains | Implied volatility, Black&Scholes, Newton-Rapson, Commodities |
| monte-carlo-gbm-european-call | Monte Carlo Simulation of Geometric Brownian Motion: AAPL Forecasting and European Call Pricing | Montecarlo simulation, Geometric Brownian Motion, Option pricing |