Davide Floriello Email & Phone Number

Brussels, 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.

Milan, 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.

Milano, 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.

San Donato Milanese

- I Managed and implemented Big Data projects in Upstream- I Managed project teams- Analysis of Big Data coming from different sources

Milano

- 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.

Milano, Italia

- I designed algorithms to predict click propensity.- I Developed algorithms for a churn project.

Christchurch

Dealing with Statistical Modelling, Learning and Inference of complex structured objects. My research is applied to the vision system of a robot.

Christchurch

Quantitative consultant in my project "Addington.net", for the not-for-profit organisation 180 Degrees Consulting

Milan

The aim of my job was to build statistical classifiers in order to identify the presence of a lung cancer using only a blood test

Phd, Machine Learning

I joined the Automated Pruning Project. I helped building a robot that has to prune vines in an automatic and intelligent way. I was.

Master'S Degree, Applied Mathematics

Activities and Societies: AIM Specialisation in Statistics, Probability and Financial Mathematics

Education record

ATHENS European program. I enrolled in a course on Quantum Mechanics and Automata

Bachelor'S Degree, Applied Mathematics

Activities and Societies: AIM Specialisation in Scientific Computing and Finance

Diploma, Liceo Scientifico