Senior Data Engineer

TECHNICAL SKILLS: Python (Pandas, Numpy), SQL, Java, Apache Airflow, dbt, Bigquery, CI/CD, REST APIS, Jupyter, Zeppelin. Tableau, SuperSet, Power BI, AWS, Google Cloud, Docker, GraphQL, Git, Jenkins, GitLab, PubSub, C, C++, C#

EXPERIENCE:
HD.DIGITAL (METRO GROUP), DUESSELDORF, GERMANY
Senior Data Engineer
2018.07 - Present  

• Designed and implemented pipelines to gather data from a wide range of available sources.
• Defined and orchestrated data transformation layer bringing clean, reliable data for data scientists.
• Implemented deployment solutions within the CI/CD process to allow fast and cost-effective training of ML models.
• Automated data distribution to internal stakeholder
• Developed and implemented companywide KPI visualization concept.
• Managed and planned projects for Business Stakeholders.

INVENIAT CONSULTING GMBH, ZURICH, SWITZERLAND
Co-Founder, Owner
2015.07 – 2019.12  

• Designed and built Operational Risk Management software currently licensed and used at client financial institutions in Switzerland. Tech stack: Java, JSF, MySQL, Apache Tomcat, Amazon AWS.
• Created eLearning modules increasing operational risk awareness in banks.
• Managed team of software developers.
• Oversaw software sales activities, from presentation at Risk Conferences to demonstrations at prospective customers' site.

COMMERZBANK AG, LONDON, UK
Quantitative Developer
2017.01 – 2018.04

• Integrated pricing models into front office trading applications in C/C++, extended data-model (Oracle), implemented Web Services and user interfaces to stream market data into the pricing engine.
• Developed real-time reporting and risk management tool in Java.

WESTLB AG / PORTIGON AG, DÜSSELDORF, GERMANY
Quantitative Developer
2002.09 – 2016.03

• Developed extensions to the company's trading software.
• Integrated a risk engine into the bank's risk management system: gathered requirements from business users, connected the software solution, and expanded the database model to provide reporting capabilities.
• Integrated credit, interest rate, and equity derivatives in grid pricing applications, developing pricing algorithms in the valuation engine.

• Implemented extensions to the pricing engine to provide credit risk analysis results to external Counterparty Risk Engine. Implemented stress testing, back-testing, and sensitivity modules. Added reporting capabilities. 
• Managed and mentored junior developers.

  INTEGRAL DEVELOPMENT CORP. , PALO ALTO, CALIFORNIA
Software Engineer / Project Manager
1996.09 – 2002.07

• Led an international team responsible for integrating the company's trading software with financial institutions' systems, managed development activities and created demo implementations promoting sales.
• Expanded Integral's financial framework with novel new financial products (Bermudan options, total return swaps, etc).
• Bridged Integral's bank-side software and client systems.
• Created and spearheaded seminars for Integral's clients worldwide.
• Extended the client's risk calculation engines for complex derivatives.
• Implemented pricing and risk management of new financial products.
• Trained developers working on client projects.

EDUCATION:
SAN FRANCISCO STATE UNIVERSITY  – MASTER OF SCIENCE, FINANCE
Beta Gamma Sigma Honor Society
UNIVERSITY OF ROME LA SAPIENZA - BACHELOR OF ARTS, ECONOMICS
Graduated summa cum laude

LANGUAGES:
Fluent in English, Italian and French. Intermediate German

PUBLICATIONS: Galanti, S. and A. Jung. “Low Discrepancy sequences: Monte Carlo Simulation of Option Prices”, Journal of Derivatives