Davide Floriello Email and Phone Number
I'm an experienced data scientist, with a PhD in Machine Learning, with 10 years' of experience in many different fields, the most notable ones being Banking, Finance, Payments and Risk. I built many algorithms helping scale and improve business performances, like the customers' behaviours prediction models I developed while at Unicredit, improving the older methods by over 20%. I often had to manage and program projects from scratch to deployment, thus learning skills in project and people management as well. In Keyrock, I developed models to monitor and predict several metrics like risk and exposure and dashboards to follow and monitor options performances.In 2019 one of the projects I was involved while working at Eni won the prestigious Eni Award.My career goal is helping business becoming more and more innovative and profitable thanks to data science.
Keyrock
View- Website:
- keyrock.eu
- Employees:
- 39
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Data ScientistKeyrock Apr 2023 - PresentBrussels, Brussels Region, Belgium- I developed a machine learning method to estimate the risk and exposure in some short-term trading strategies.- I lead optimisations for trading strategies.- I built a backtester for option hedging strategies.- I built dashboards for option related metrics, like volatility capture and option greeks estimation.- I built a dashboard for option performances.- I built a reinforcement learning model for a trading strategy.- I built an algorithm to detect lead-lag relationships between time series. -
Data Science ManagerCrif May 2022 - Mar 2023Milan, Lombardy, Italy- I managed a group of data scientists involved in the delivery of ESG risk estimation.- I helped tailoring the ESG estimation method to define a stock index in the Italian Stock Exchange.- I lead a project aiming at estimating the carbon footprint for financial transactions in Europe. -
Senior Data Scientist - Issuing & AcquiringUnicredit Jan 2019 - Apr 2022Milano, Italia- I developed model for the automatic approval of loans for Small Business.- I used Latent Dirichlet Allocation methods to understand navigation patterns of customers.- I built several Machine Learning for Issuing and Acquiring.- Customer Journey analysis in Issuing and Acquiring.- Data analysis in Issuing and Acquiring.- Real - time data applications for payments data.- Data analysis in insurance and investments. -
Project Manager & Data ScientistEni Dec 2017 - Jan 2019San Donato Milanese- I Managed and implemented Big Data projects in Upstream- I Managed project teams- Analysis of Big Data coming from different sources -
Data AnalystAxopower S.P.A. Apr 2016 - Dec 2017Milano- I built forecasting models for energy and gas consumption and price.- I coded and automated trading strategies.- I automated data management processes.- I built databases for the company. -
Data ScientistSmartstat S.R.L. Sep 2015 - Mar 2016Milano, Italia- I designed algorithms to predict click propensity.- I Developed algorithms for a churn project.
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Phd StudentUniversity Of Canterbury Jun 2012 - Jul 2015ChristchurchDealing with Statistical Modelling, Learning and Inference of complex structured objects. My research is applied to the vision system of a robot. -
Consultant - Quantitative Analyst180 Degrees Consulting Jan 2015 - Jun 2015ChristchurchQuantitative consultant in my project "Addington.net", for the not-for-profit organisation 180 Degrees Consulting -
StatisticianEuropean Institute Of Oncology Oct 2011 - Jun 2012MilanThe aim of my job was to build statistical classifiers in order to identify the presence of a lung cancer using only a blood test
Davide Floriello Education Details
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Machine Learning -
Applied Mathematics -
Enpc Ecole Des Ponts Paristech -
Applied Mathematics -
Liceo Scientifico Statale Paolo FrisiLiceo Scientifico
Frequently Asked Questions about Davide Floriello
What company does Davide Floriello work for?
Davide Floriello works for Keyrock
What is Davide Floriello's role at the current company?
Davide Floriello's current role is Senior Data Scientist | Senior Data Intelligence | Financial Engineer |Experienced in Finance, Banking and Payments |I designed successful data science and machine learning applications from scratch |Data passionate.
What schools did Davide Floriello attend?
Davide Floriello attended University Of Canterbury, Politecnico Di Milano, Enpc Ecole Des Ponts Paristech, Politecnico Di Milano, Liceo Scientifico Statale Paolo Frisi.
Who are Davide Floriello's colleagues?
Davide Floriello's colleagues are Mert Cicigun, Marina Sánchez Del Ramo, Simon Ruiz, Ivo M., Esteban González Aguirre, Nick Kokkaliaris, Paolo De Bernard De Fauconval.
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