05-2017 - NowAccounting / Management controlI make data analysis and automatize report process. The most important task is the analysis and the computation of sensitivities for a synthetic portfolio composed by fix/float loans. I write programs using Python and R
Education & training
Universita di Bologna
2016 - 2017 Италија, Општина ЦентарAccounting / Management control, Studies / Statistics / DataI studied the main principles of Finance and Pricing. With other students I' ve implemented pricing function for exotic derivatives using Montecarlo simulation and finite differences for PDEs. I also worked on hedging for self financing portfolio. The scripts have been written in Matlab.
Université Paris-Saclay
2015 - 2016 Orsay, EssonneStudies / Statistics / DataMaster M2 ""Analyse et Modelisation". I studied calculus of variation and PDE theory. In particular I worked on dispersive equation like Schrodinger equation and Klein-Gordon equation.