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Quantitative analyst focused on energy markets, derivatives and risk management. Positive and result driven individual with tailored modelling and computational skills formerly developed in analytical roles. Aptitude to operate as 'quant' within an hedge fund or cross-commodity trading desk. Specialties European and Italian Energy markets and derivatives. Trading strategies. Extensive experience in quantitative analysis and mathematical modelling research, statistical analysis, stochastic processes, advanced numerical methods. HPC computing, Programming (Fortran 90, C/C++, Matlab), Parallel programming (MPI, Matlab Parallel). Project delivery, research management and proposals.
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