I earned a Bachelor’s degree in Economics from the University of Siena and subsequently completed a Master of Science in Finance at the same institution. During my Master’s, I developed a strong interest in quantitative finance, focusing on derivative pricing, stochastic models, and computational methods. My thesis explored the pricing and hedging of structured interest rate derivatives, and I gained hands-on experience as a trading intern at BMPS during the final year of my Master’s program.

After graduation, I began my professional career as a Trader in interest rate derivatives. I then moved to Milan to work as a Quantitative Analyst. There, I contributed to the development of pricing and risk model libraries for interest rate and equity products, worked on xVA model validation, and was part of the FRTB-IMA development team that received the 2024 “Risk Manager of the Year” award from Risk.net at Intesa Sanpaolo.

I am currently an Equity Derivatives Trader at BMPS, where I focus on market making in structured and exotic products, volatility portfolio management, and hedging activities across global markets. Alongside my trading responsibilities, I design and develop quantitative tools, pricing libraries, and backtesting frameworks to support desk activities.

Throughout my academic and professional journey, I have remained closely connected to the University of Siena, where I serve as a lecturer in Advanced Financial Modeling, an institution that provided me with the analytical foundation and quantitative mindset that continue to guide my career.