Work Experience

AQR Capital Management

Previous Experience

  • Ph.D. in Management of Technology (SFI-SM) at EPFL.
    Sep. 2020 - June 2024 | Lausanne, Switzerland
    • MTE 2020-2022 Best Teaching Assistant Award.
    • Granted 36,000 GPU hours on “Piz Daint” by the Swiss National Supercomputing Centre.
    • EPFL-CDMT Research Day 2023 Runner-up.

  • Quant Engineer at Schlossberg&Co..
    June 2021 - Nov. 2023 | Zug, Switzerland
    • Implemented a fully automated portfolio management strategy with Interactive Brokers (IB) TWS.
    • Built the distributed system in Google Cloud (GC) exploiting Python, Docker, PostgreSQL, and Linux.
    • Restructured the company’s private dashboard using Google App Engine, Next.js, React, and Typescript.

  • Software Developer at Hercle.
    Apr. 2022 - June 2022 | Milan, Italy
    • Integrated FTX and Bitpanda APIs to Hercle’s high-frequency market-making algorithm in C-Sharp.
    • Managed user account information via REST endpoints.
    • Collected full-depth order book data and placed orders via Websocket and FIX API, respectively.

  • IT Consultant - Software Engineer at Science Quant Investments LLC.
    Nov. 2020 - Apr. 2022 | Lausanne, Switzerland
    • Created a fully automated Google Cloud live options mid-frequency trading strategy.
    • Used software: Python, Docker, Firebase Cloud Firestore (CF), Redis, Angular8, and Linux.
    • Analyzed and customized ad-hoc broker IB API using asynchronous socket message communications.

  • Software Engineer at EPFL.
    June 2019 - Sep. 2020 | Lausanne, Switzerland
    • Developed a Google Cloud production web application for retail option trading.
    • Built private mid-frequency options trading algorithm.
    • Led a group of three master students and coordinated their programming tasks.

  • Research Assistant at University of Luxembourg.
    May 2018 - Nov. 2018 | Luxembourg, Luxembourg
    • Implemented the protocol IEEE 802.1 Audio Video Bridging (AVB) & Time-Sensitive Networking (TSN).
    • Built a working test bed using an open-source C++ project compliant with AVB/TSN standards.

Education

Teaching

  • Financial Applications of Blockchains and Distributed Ledgers (FIN-413).
    Lecturer: Jiahua Xu. | Fall 2022

  • Corporate Strategy (MGT-400).
    Lecturer: Katherine Tatarinov. | 2020-2022

  • Data Driven Business Analytics (MGT-302).
    Lecturers: Semyon Malamud, Negar Kiyavash, and Jalal Etesami. | Spring 2021

Talks

  • EPFL - CDMT Research Day (2023).
    Deep Learning from Implied Volatility Surfaces.

  • University College London - Financial Computing (2022).
    Benign Autoencoders.

  • Complexity Science Hub Vienna (2022).
    A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols.

  • EPFL - CDMT Research Day (2022).
    A Simple Algorithm For Scaling Up Kernel Methods.

  • Financial Cryptography and Data Security 2022 - 2nd Workshop on Decentralized Finance (2022).
    A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols.

  • University of Luxembourg - SECAN Lab (2018).
    Poster: Performance Evaluation of an Open-Source AVB/TSN Testbed for Automotive Ethernet.

Awards

  • EPFL MTE 2020-2022 Best Teaching Assistant.
  • EPFL-CDMT Research Day 2023 Runner-up.
  • Granted 36,000 GPU hours on “Piz Daint” by the Swiss National Supercomputing Centre.
  • Sapienza Erasmus+ scholarship 2017-18.

Skills

Programming Languages: Python, Java, Javascript, C++, C-Sharp, Typescript.
Softwares: PostgreSQL, Docker, Redis, systemd, ufw, Nginx, gUnicorn, MongoDB, tmux, VSCode, Git, SLURM, Jenkins, ELK.
Libraries/Frameworks: Pytorch, Tensorflow, React, Angular, Next.js.

Languages

English fluent.
Italian native.
Spanish conversational.
French conversational.
Wenzhounese conversational.
Turkish currently learning.