giulio

occhionero

Quantitative Finance Researcher and Developer

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ABOUT

Since university, the focus of my work has been the application of advanced mathematical frameworks to random processes. Starting from the study of the Boltzmann equation in neutron transport, I envisioned how this tool could be utilized in the evolution of probability densities, thus somewhat mirroring the wave-function approach of quantum mechanics. Over the years, I have studied phenomena where probability evolves under more complex laws than the diffusion processes still widely adopted in quantitative sciences.


I study, model and code the above.


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EXPERIENCE

  • Al Ramz, Abu Dhabi
  • Senior Vice President
  • Head of Quantitative Research and Development
  • Since 2021


  • BlackBox (Shuaa), Abu Dhabi
  • Senior Quant Researcher
  • Head of Infrastructure
  • 2019-2021


  • Credit Suisse, Luxembourg
  • Senior Quant Developer
  • 2018


  • Westlands Securities, Italy
  • Director
  • Till 2017


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education

University of Rome

La Sapienza


Master of Science in Nuclear Engineering.


Theoretical Physics and Higher Mathematical Methods in the Faculty of Physics, under a special program.


Thesis in Applied Mathematics: “Linear and Non-Linear Particle-Transport Problems in a Host Medium”, published by the Faculty of Engineering.

skills

science

Science Ethics

Applied Mathematics, Theoretical Physics, Engineering and Finance


technology

Abstract Internet Background Technology

Quant Development, Data Analysis, IT Systems Administration, Security and Cloud

research

talks

68th Euro Working Group for Commodity and Financial Modelling (EWGCFM)


  • Khalifa University
  • ADRIO Conference
  • December 6th, 2023
  • Abu Dhabi, UAE


videos

Some videos about the quantitative sciences and finance.

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windsurf

“When everything seems to be going against you, remember that the airplane takes off against the wind, not with it.”

Henry Ford