Resumes
Resumes
Head Of Enterprise Risk
View pageLocation:
4421 Fieldston Rd, Bronx, NY 10471
Industry:
Financial Services
Work:
Citadel Investment Group since Nov 2010
Global Equities Quantitative Research and Portfolio Construction
Axioma Inc. Nov 2009 - Nov 2010
Director, Professional Services
IBM Corp - Yorktown Heights Sep 2001 - Oct 2009
Researcher and Manager, Credit Risk Methodologies
IBM Research - Mathematical Sciences - Yorktown Heights 2001 - Oct 2009
Manager
Enron Broadband Services Jun 2000 - Sep 2000
Researcher, Pricing
Global Equities Quantitative Research and Portfolio Construction
Axioma Inc. Nov 2009 - Nov 2010
Director, Professional Services
IBM Corp - Yorktown Heights Sep 2001 - Oct 2009
Researcher and Manager, Credit Risk Methodologies
IBM Research - Mathematical Sciences - Yorktown Heights 2001 - Oct 2009
Manager
Enron Broadband Services Jun 2000 - Sep 2000
Researcher, Pricing
Education:
Stanford University 1997 - 2000
M.S., Statistics Stanford University 1995 - 2000
Ph.D, Management Science and Engineering Stanford University 1995 - 1996
M.S., Operations Research Università degli Studi di Roma 'La Sapienza' 1987 - 1992
Laurea (B.S.& M.S.), Physics
M.S., Statistics Stanford University 1995 - 2000
Ph.D, Management Science and Engineering Stanford University 1995 - 1996
M.S., Operations Research Università degli Studi di Roma 'La Sapienza' 1987 - 1992
Laurea (B.S.& M.S.), Physics
Skills:
Statistics
Portfolio Management
Risk Management
Equities
R
Sarcasm
Quantitative Analytics
Optimization
Hedge Funds
Data Mining
Machine Learning
Econometrics
Quantitative Finance
Derivatives
Financial Risk
Statistical Modeling
Data Analysis
Algorithms
Trading Systems
Credit Risk
Operations Research
Portfolio Optimization
Fixed Income
Options
Humor
Python
Mathematical Modeling
Market Risk
Economics
Skilled at Conjuring Skills
Predictive Analytics
Quantitative Research
Lisp
Predictive Modeling
Vba
High Performance Computing
Haskell
Portfolio Management
Risk Management
Equities
R
Sarcasm
Quantitative Analytics
Optimization
Hedge Funds
Data Mining
Machine Learning
Econometrics
Quantitative Finance
Derivatives
Financial Risk
Statistical Modeling
Data Analysis
Algorithms
Trading Systems
Credit Risk
Operations Research
Portfolio Optimization
Fixed Income
Options
Humor
Python
Mathematical Modeling
Market Risk
Economics
Skilled at Conjuring Skills
Predictive Analytics
Quantitative Research
Lisp
Predictive Modeling
Vba
High Performance Computing
Haskell
Interests:
Libertarianism
Computer Programming
Data Analysis
Hedge Fund Managers
R (Software)
New York City
Python (Programming Language)
Computer Science
Big Data
Machine Learning
Ibm
Data Science
Trading (Finance)
Data
Lisp (Programming Language)
Hedge Funds
Quantitative Finance
Statistics (Academic Discipline)
Computer Programming
Data Analysis
Hedge Fund Managers
R (Software)
New York City
Python (Programming Language)
Computer Science
Big Data
Machine Learning
Ibm
Data Science
Trading (Finance)
Data
Lisp (Programming Language)
Hedge Funds
Quantitative Finance
Statistics (Academic Discipline)
Languages:
Italian
English
English