Mario Dell'Era

Italy Italy

Senior Quant Risk Modeler

Education

Main skills: Quantum Mechanics, General Relativity(INFN) and Mathematical Finance (derivatives pricing and structuring, derivatives pricing models analysis, implementation, risk modeling; market risk and fixed income analytics). HFT-strategies. Specialties: Partial Differential Equations; Stochastic Differential Equations; Malliavin Calculus; Numerical Analysis: Monte Carlo method, Finite Difference method, Programming: Matlab, Maple, C, C++, Python , VBA, R, SPSS, SAS, Labview. DataBase: MySql Editing: LateX Derivatives Pricing Methods; Quantum Mecchanics and Quantum Computation; General Relativity; Neural Networks