Head of the quantitative research team. Responsible to develop, optimize and backtest systematic trading strategies to be deployed in risk managed indices used as underlying for ETFs, swaps and other structured products.Asymmetric Capital Management (ACM) offers a distinctive strategy designed to deliver asymmetric risk/returns over the long-term. It uses multi-assets such as stocks, bonds and volatility, that are very liquid and uncorrelated for greater diversification benefits. It deploys an active systematic rebalancing methodology (ASR) to harvest short-term volatility of its target allocations in a disciplined manner. The S&P 500 Dynamic VIX Futures Index is used as a cost effective hedge for its equity exposure. This strategy is quite suitable for any market environment and appropriate for an alternatives allocation including liquid alternatives

My research field is Real Options Approach for Investments Evaluation in the Energy Sector.Courses attended in 2007: Mathematics for Economics, Statistics, Microeconomics, Real Estate Appraisal, Investments Evalution.Current Courses include: Probability Calculus, Stochastic Processes for Financial ApplicationsCourses scheduled for the first semester of 2008: Stochastic Analysis, Financial Mathematics, Econometrics.

Responsible for writing the LaSalle Energy Report

Research in energy investments under uncertainty. MBA courses attended in the spring term: Decision Models (Prof Phillips) and Capital Markets (Prof Cherkes)MBA courses currently attending in the Fall term: Options Markets (Prof Cherkes) and New development in Energy Markets (Prof Heal)

Internship and collaboration. Responsibilities include researching energy markets, in particular the natural gas sector. Member of the research group “Osservatorio Prezzi” which elaborates energy prices forecasts and articles on the energy markets. Former responsible for marketing the “Price Analysis Service”, that gathers data and forecasts prices of crude oils, petroleum products, distillates and natural gas, and obtains the tariff factors Ct and It for the Italian tariffs of electricity and natural gas.

Involved in the creation of Piano di Indirizzo Energetico e Ambientale della Regione Basilicata (Basilicata region Energy and Environment Plan).

Collaboration in the study of energy demand in the tertiary sector, carried out for Centro Elettrotecnico Scientifico Italiano (CESI) in the Matisse project, a model to forecast the energy supply and demand in Italy.