03/02/2026 updated
RG
100 % available
Financial Mathematician & Data Scientist
caserta, Italy
Only remote
Master of Science in Data ScienceAlarm DevicesData AnalysisArtificial Neural NetworksCapital MarketsComputer ProgrammingDerivativesMathematical FinanceEconometricsEconomyFinancesForecastingR (Programming Language)Python (Programming Language)LaTeXMATLAB
Machine Learning & Data Science
Expertise in PyTorch, TensorFlow, Scikit-Learn, and Flower framework for federated learning with specialization in time series forecasting, ensemble methods, neural networks, and statistical modeling
Financial Mathematics & Quantitative Analysis
Advanced knowledge in Monte Carlo simulation, stochastic processes, derivatives pricing, GARCH models, and volatility modeling for financial markets
Programming & Software Development
Expert-level proficiency in Python, MATLAB, R, LaTeX, and Mathematica with additional skills in SQL, Git, Solidity, and Jupyter Notebooks
Econometrics & Time Series Analysis
Proficiency in ARIMA/SARIMAX models, MIDAS aggregation, delta-correction modeling, and regime diagnostics for economic forecasting
Blockchain & Cryptocurrency
Knowledge of DeFi systems, smart contracts, crypto-asset risk modeling, and blockchain platform analysis using Ethereum frameworks
Risk Management Systems
Experience with Bloomberg Terminal, risk management systems, and quantitative risk assessment methodologies
Statistical Modeling & Testing
Competency in RMSE evaluation, Diebold-Mariano test, Clark-West test, and stability diagnostics across volatility regimes
Alternative Data Analysis
Skills in processing Google Trends data, web signals, and alternative data sources for macro/market intelligence and early warning systems
Expertise in PyTorch, TensorFlow, Scikit-Learn, and Flower framework for federated learning with specialization in time series forecasting, ensemble methods, neural networks, and statistical modeling
Financial Mathematics & Quantitative Analysis
Advanced knowledge in Monte Carlo simulation, stochastic processes, derivatives pricing, GARCH models, and volatility modeling for financial markets
Programming & Software Development
Expert-level proficiency in Python, MATLAB, R, LaTeX, and Mathematica with additional skills in SQL, Git, Solidity, and Jupyter Notebooks
Econometrics & Time Series Analysis
Proficiency in ARIMA/SARIMAX models, MIDAS aggregation, delta-correction modeling, and regime diagnostics for economic forecasting
Blockchain & Cryptocurrency
Knowledge of DeFi systems, smart contracts, crypto-asset risk modeling, and blockchain platform analysis using Ethereum frameworks
Risk Management Systems
Experience with Bloomberg Terminal, risk management systems, and quantitative risk assessment methodologies
Statistical Modeling & Testing
Competency in RMSE evaluation, Diebold-Mariano test, Clark-West test, and stability diagnostics across volatility regimes
Alternative Data Analysis
Skills in processing Google Trends data, web signals, and alternative data sources for macro/market intelligence and early warning systems
Languages
EnglishFluentItalianBasic knowledge
Project history
Built reproducible framework for timely nowcasting with alternative data using Google Trends for Italian unemployment statistics. Developed operational blueprint for statistical agencies including stability diagnostics and early warning system for shock detection.
Applied quantitative models (ARIMA, Black-Scholes) for market analysis and portfolio optimization. Managed $3M portfolio achieving 10% risk reduction and 15% improvement in valuation accuracy.
Executed 500+ trades with $200M+ monthly volume. Applied GARCH models for price impact analysis on Iran Commodity Exchange. Managed settlements and credit assessments.