1. .
Curriculum Vitæ et Studiorum
FRANCESCO CONTI
PERSONAL INFORMATION
Name: Francesco
Surname: Conti
Date of birth: February 10, 1982
Place of birth: Pavia (PV), Italy
Citizenship: italian
Tax Code: CNTFNC82B10G388S
Place of residence: via S. Giovannino 1, 27100 Pavia (PV), Italy
Oce: Piazza Gae Aulenti, 3 - Milano (MI) - Italy
Phone numbers
residence: +39-0382-575169
mobile: +39-333-4128179
oce: +39-02-88625626
E-mail
work: francesco.conti2@unicredit.eu,
private: conti.francesco82@gmail.com
PRESENT POSITION
• Start date: September 14, 2015
Position: Quantitative Risk Analyst
UniCredit Group, Milan
Activity: Validation of front oce pricing models and development of nancial market risk /
counterparty credit risk methodologies. Development and maintenance of a C++ pricing library
to replicate, validate and stress front oce pricing models for complex derivatives across asset
classes, as well as to provide modelling alternatives. Development and maintenance of a Python
architecture to prototype and test risk methodologies, in particular concerning scenario genera-
tion and portfolio revaluation/aggregation for VaR, IRC measures and CCR exposures. Research
activity on Initial Margin modelling (nested MonteCarlo + machine learning techniques), local
stochastic volatility models (equity, FX, rates), time series estimation (heteroskedasticity, dy-
namic conditional correlations), negative interest rates.
Research elds and Topics: Quantitative nance, pricing models, risk methodologies.
1

2. POST-LAUREAM ACTIVITIES
• Start date: July 1, 2010
End date: September 11, 2015
Position: Financial engineer
LIST Group S.p.A, Voghera/Milan
Activity: Study and implementation, both within C++ dedicated libraries and through high-
level software (Mathematica, MatLab, Excel/VBA) prototyping, of pricing models and sensitivity
analysis for nancial securities (equity and rate derivatives, xed income standard and equity-
linked instruments, convertibles). VaR methodologies within stochastic volatility models, for
both linear and non-linear portfolios; data-driven risk factors' re-mapping. Development of a
volatility server, aimed at providing real-time tting capabilities to build up volatility surfaces,
through the use of GPU parallel programming. Implementation of stochastic and local volatility
models, through numerical as well as analytical techniques.
Research elds and Topics: Quantitative nance, risk management, parallel computing.
• Start date: April 1, 2010
End date: June 30, 2011
Position: Business intelligence consultant
System Evolution Inc., Milan
Activity: Information technology consulting, within the framework of nancial and credit risk
management and on using SAS softwares and programming language. Development of prototypes
for risk models, and related implementation and optimization. Design and realization of web
reporting, through the use of OLAP structures.
Research elds and Topics: ETL ows, risk management, web reporting.
• Start date: June 1, 2010
End date: March 31, 2011
Position: Post-doctoral researcher
I.N.F.N. (National Institute for Nuclear Physics), Turin
Activity: research activity on the theme Study of the nucleon transverse structure: theoretical
aspects. Development and application of QCD-inspired models aimed at the understanding of
the rich phenomenology of hadronic spin physics. Application of neural networks, genetic algo-
rithms and Monte-Carlo data analysis/modeling techniques to perform global ts of experimental
data.
Research elds and Topics: theoretical physics, non-perturbative QCD and nucleon spin
structure, hadronic collisions.
• Start date: January 15, 2010
End date: May 31, 2010
Position: Masterclass student / Stageur
SAS S.p.A / Accenture S.p.A, Milan
Activity: SAS Masterclass 2010 in business intelligence and data analysis (SAS and SQL data-
oriented languages, ETL processes, data warehousing techniques, reporting and data quality
2

3. topics; certication: SAS Base Programming for SAS 9). Use of SAS softwares in the framework
of a risk management project (Basel II) for the rst italian bank. Development of probability
of default models. Collaboration to modeling and statistical analysis activities for credit scoring
issues.
Research elds and Topics: Data mining, data manipulation, statistical models for risk
management.
• Start date: November 1, 2006
End date: October 31, 2009
Position: Ph.D. student in theoretical and mathematical physics
University of Pavia, Department of nuclear and theoretical physics
Tutor: Prof. Franco Davide Pacati
Activity: Theoretical research activity on nuclear and hadronic physics topics: nucleon spin
structure, transverse-momentum-dependent parton distribution functions, hadronic colliders phe-
nomenology, single spin asymmetries, non-mesonic weak decay of Λ-hypernuclei, relativistic treat-
ment of baryon-baryon correlations inside nuclear systems. Development of theoretical models
and dedicated software (multi-dimensional MonteCarlo, computational techniques and numeri-
cal methods). Exercises classes for students of physics and mathematics (analytical mechanics,
introduction to modern and nuclear physics). Collaboration in the management of a Beowulf
multi-computer cluster for parallel computation.
Thesis: A relativistic model for the non-mesonic weak decay of the
12
Λ C hypernucleus
External referee: Prof.sa Wanda Maria Alberico, University of Turin
Research elds and Topics: Theoretical physics, electro-weak interactions, spin and strangeness
in nuclear phenomena, relativistic eects and correlations.
• Start date: May 1, 2006
End date: October 31, 2006
Position: Winner of a I.N.F.N. (National Institute for Nuclear Physics) six-months
scholarship for graduate students, University of Pavia
Activity: Continuation of the work started during the Master Degree thesis: theoretical studies
on the 3D proton tomography and on proton spin structure, with focus on time-odd eects.
Research elds and Topics: Theoretical physics, non-perturbative QCD, quark models.
EDUCATION
• Title: Master Degree
University of Pavia
Date: March 31, 2006 (A.A. 2004/2005)
Degree course: Nuclear and subnuclear physics
Final grade: 110/110 cum laude
Supervisors: Dr. Marco Radici, Dr. Alessandro Bacchetta
3

4. Thesis: The Sivers function in a spectator diquark model
Research elds and Topics: Theoretical hadronic physics, proton structure, single spin asym-
metries.
• Title: First-Class Degree
University of Pavia
Date: October 31, 2003 (A.A. 2002/2003)
Degree course: Physics
Final grade: 110/110 cum laude
Supervisor: Prof. Franco Davide Pacati
Thesis: The physics of hypernuclei
Research elds and Topics: Theoretical hypernuclear physics, strangeness, electro-weak
baryon-baryon interactions.
• Title: Scientic High School Degree
Niccolò Copernico scientic high school, Pavia, Italy
Date: July 15, 2000
Final grade: 100/100
AWARDS
Winner of the Ing. Mario Adinol e dott.ssa Iginia Adinol Award for the best Master Degree the-
sis on a scientic-technical topic (engineering-physics-mathematics) in the year 2006, given by Rotary
club Pavia Ticinum.
FOREIGN LANGUAGES
• Italian: mother tongue
• English: writing, reading and speaking: uent
• French: reading and speaking: intermediate; writing: basic knowledge
INFORMATION TECHNOLOGY SKILLS
• Operating systems:
Linux
Windows XP/Vista
Mac Os X
4

5. • Programming languages:
Fortran77/90 (good knowledge and experience)
C++ (excellent knowledge and experience)
VBA (good knowledge and experience)
SQL (good knowledge and experience)
Java (basic knowledge)
• Techniques and algorithms:
object-oriented programming (excellent knowledge)
data-oriented programming (good knowledge)
numerical-computational and statistical methods, Monte-Carlo integration/simulation tech-
niques (excellent knowledge and experience)
standard/advanced computational tools for mathematical nance (derivative pricing within
lattice/simulation frameworks, portfolio management, risk management, optimal execution)
(good knowledge and experience)
• Softwares:
C++ programming with Microsoft VisualStudio (excellent knowledge and experience)
numerical and symbolic programming with Mathematica (excellent knowledge and experi-
ence)
general purpose programming with Python (excellent knowledge and experience)
VBA programming for Excel prototyping (good knowledge and experience)
numerical programming with MatLab (good knowledge and experience)
RDBMS management with SAS suite and Oracle SQL Developer (good knowledge and ex-
perience)
statistical analysis and data mining with SAS suite (excellent knowledge and experience)
statistical analysis and data mining with R (basic knowledge)
LaTeX typesetting language (excellent knowledge and experience)
Microsoft Oce (good knowledge)
PUBLICATIONS
• M. Radici, F. Conti, A. Bacchetta, A. Bianconi, Nucleon Spin Structure with hadronic colli-
sions at COMPASS , arXiv:0708.0232 [hep-ph]. Contribution presented at the International
Workshop on Structure and Spectroscopy, Freiburg, March 19-21, 2007
• A. Bacchetta, F. Conti, M. Radici, Transverse-momentum distributions in a diquark spectator
model, arXiv:0807.0323 [hep-ph]; journal-ref: Phys. Rev. D78, 074010 (2008).
About 150 citations: http://inspirehep.net/record/789754/citations?ln=it.
5

6. • F. Conti, A. Bacchetta, M. Radici, Transverse-momentum-dependent parton distributions in a
spectator diquark model; on-line publication:
http://www.iop.org/EJ/toc/1742-6596/168/1; journal-ref: J. Phys: Conf. Ser. 168 012020
(2009). Contribution presented at the XXII Convegno su problemi di sica nucleare teorica
(XXII Workshop on problems in theoretical nuclear physics), Cortona, October 8-10, 2008
• F. Conti, M. Radici, Spectator model for TMDs; on-line publication:
http://www.sciwipub.com/10.3360/dis.2009.213. Proceedings of the XVII International Work-
shop on Deep-Inelastic-Scattering and Related Subjects (DIS 2009), Madrid, April 26-30, 2009
• A. Bacchetta, M. Radici, F. Conti, M. Guagnelli, Weighted azimuthal asymmetries in a diquark
spectator model, arXiv:1003.1328 [hep-ph]; journal-ref: Eur. Phys. J. A45, 373 (2010)
• F. Conti, A. Meucci, C. Giusti, F. Pacati, A relativistic model for the non-mesonic weak decay
of the
12
Λ C hypernucleus, arXiv:0912.3630 [nucl-th]; submitted to Phys. Rev. C
• F. Conti, A relativistic model for the non-mesonic weak decay of the
12
Λ C hypernucleus, PhD
Thesis, XXII cycle, University of Pavia
• F. Conti, A. Bacchetta, M. Radici, Modeling sea-quarks distributions in a spectator diquark-
tetraquark model, in preparation
• F. Conti, A. Bacchetta, M. Guagnelli, M. Radici, A neural networks Monte-Carlo approach to
electromagnetic nucleon form factors, in preparation
SOFT SKILLS AND INTERESTS
• Positive attitude and very good communication skills
• Problem-solving skills, both innate and matured through my academic career
• Well balanced between self-condence and ability to accept and learn from criticism
• Flexibility to new situations and challanges
• Fifteen-years martial arts' practice (Aikido)
• Latin-american dance performer
6