I am a mathematician graduated in 2005 from Roma Tre University of Rome.

I further expanded my studies by completing a two years MSc in pure mathematics with a focus on algebraic geometry offered by the same university. During 2008 I relocated to the UK and turned my attention to applied mathematics.

In 2009 I was awarded an MSc in Mathematics and Finance with distinction at Imperial College London. The following year I moved to King’s College London and started, under the supervision of Professor William T. Shaw, my PhD in applied mathematics which I completed in March 2016 at University College London. The dissertation title was: “Modeling of volatility-linked financial products”.

Since November 2012 till April 2016 I worked at the Italian pension funds regulatory agency (COVIP) as a risk and data analyst. Then I moved to Ludwig-Maximilians-Universität (LMU) in München and joined the Department of Mathematics – Workgroup Financial and Insurance Mathematics as a postdoctoral fellow. Here, while continuing my research activity, I lead exercises classes in subjects related to Numerical Methods for Financial Mathematics and teach Computational Finance (implementations in Java, Octave/Matlab, R).

Here is my personal page.

Besides mathematics, my personal interests are music, cinema and literature. I am a good chess amateur, play guitar, and I am an accomplished basketball player.