GIULIO OCCHIONERO

Quantitative Finance Researcher and Developer

Financial chart on city scape with tall
 

ABOUT

Personal Profile

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

Work History

AL RAMZ

VICE PRESIDENT

HEAD OF ALGO DESK

Responsible for implementing a global algorithmic infrastructure for several divisions of the bank, ranging from quantitative strategies on the buy side, to automated market-making on the sell side.

June 2021 - Current

BLACKBOX (SHUAA)

SENIOR QUANT RESEARCHER

HEAD OF INFRASTRUCTURE

US equity quantitative strategy development, responsible for the automated-trading infrastructure. Modeling by stochastic processes, implemented automated investment framework, back-testing analytics and broker bridging. Technology stack based on C# with more quantitative—focused implementations done in F#.

2019 - 2021

CREDIT SUISSE

SENIOR QUANT DEVELOPER

Agile development in the data lake project, Luxembourg. C# coding, Oracle DB interfaces, interconnection of quant APIs from the bank, REST functions over ASP.Net Web API. F# for specific type parsing problems and quant matters, Tableau for data analysis.

2018

WESTLANDS SECURITIES

DIRECTOR

2017 - And earlier

Senior responsibilities. Designed mathematical models of the company and turned that into code, beginning from Excel VBA to C# over the years. Models based on stochastic processes governed by Boltzmann equations and other probabilistic approaches used for THE pricing and hedging of financial instruments, risk computations and market-predictive tools.

 
Sydney University

ACADEMICS

Nuclear Engineering, Theoretical Physics, Applied Mathematics

UNIVERSITY OF ROME - LA SAPIENZA

1996

Master of Science in Nuclear Engineering. Theoretical Physics and Higher Mathematical Methods in the Faculty of Physics, 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 and Technology Hybrid

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THE SCIENCES

Applied Mathematics, Theoretical Physics, Engineering and Finance

Shot of Corridor in Working Data Center

THE TECHNOLOGIES

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

 

CONTACT

Abu Dhabi, UAE

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Abu Dhabi Skyline at sunset, United Arab