Schlagwörter
Skills
TECHNICAL SKILLS: Python (Pandas, Numpy), SQL, Java, Apache Airflow, dbt, Bigquery, CI/CD, REST APIS, Jupyter, Zeppelin. Tableau, SuperSet, Power BI, AWS, Google Cloud, Docker, GraphQL, Git, Jenkins, GitLab, PubSub, C, C++, C#
EXPERIENCE:
HD.DIGITAL (METRO GROUP), DUESSELDORF, GERMANY
Senior Data Engineer
2018.07 - Present
Co-Founder, Owner
2015.07 – 2019.12
Quantitative Developer
2017.01 – 2018.04
Quantitative Developer
2002.09 – 2016.03
Software Engineer / Project Manager
1996.09 – 2002.07
EDUCATION:
SAN FRANCISCO STATE UNIVERSITY – MASTER OF SCIENCE, FINANCE
Beta Gamma Sigma Honor Society
UNIVERSITY OF ROME LA SAPIENZA - BACHELOR OF ARTS, ECONOMICS
Graduated summa cum laude
LANGUAGES:
Fluent in English, Italian and French. Intermediate German
PUBLICATIONS: Galanti, S. and A. Jung. “Low Discrepancy sequences: Monte Carlo Simulation of Option Prices”, Journal of Derivatives
EXPERIENCE:
HD.DIGITAL (METRO GROUP), DUESSELDORF, GERMANY
Senior Data Engineer
2018.07 - Present
- Designed and implemented pipelines to gather data from a wide range of available sources.
- Defined and orchestrated data transformation layer bringing clean, reliable data for data scientists.
- Implemented deployment solutions within the CI/CD process to allow fast and cost-effective training of ML models.
- Automated data distribution to internal stakeholder
- Developed and implemented companywide KPI visualization concept.
- Managed and planned projects for Business Stakeholders.
Co-Founder, Owner
2015.07 – 2019.12
- Designed and built Operational Risk Management software currently licensed and used at client financial institutions in Switzerland. Tech stack: Java, JSF, MySQL, Apache Tomcat, Amazon AWS.
- Created eLearning modules increasing operational risk awareness in banks.
- Managed team of software developers.
- Oversaw software sales activities, from presentation at Risk Conferences to demonstrations at prospective customers' site.
Quantitative Developer
2017.01 – 2018.04
- Integrated pricing models into front office trading applications in C/C++, extended data-model (Oracle), implemented Web Services and user interfaces to stream market data into the pricing engine.
- Developed real-time reporting and risk management tool in Java.
Quantitative Developer
2002.09 – 2016.03
- Developed extensions to the company's trading software.
- Integrated a risk engine into the bank's risk management system: gathered requirements from business users, connected the software solution, and expanded the database model to provide reporting capabilities.
- Integrated credit, interest rate, and equity derivatives in grid pricing applications, developing pricing algorithms in the valuation engine.
- Implemented extensions to the pricing engine to provide credit risk analysis results to external Counterparty Risk Engine. Implemented stress testing, back-testing, and sensitivity modules. Added reporting capabilities.
- Managed and mentored junior developers.
Software Engineer / Project Manager
1996.09 – 2002.07
- Led an international team responsible for integrating the company's trading software with financial institutions' systems, managed development activities and created demo implementations promoting sales.
- Expanded Integral's financial framework with novel new financial products (Bermudan options, total return swaps, etc).
- Bridged Integral's bank-side software and client systems.
- Created and spearheaded seminars for Integral's clients worldwide.
- Extended the client's risk calculation engines for complex derivatives.
- Implemented pricing and risk management of new financial products.
- Trained developers working on client projects.
EDUCATION:
SAN FRANCISCO STATE UNIVERSITY – MASTER OF SCIENCE, FINANCE
Beta Gamma Sigma Honor Society
UNIVERSITY OF ROME LA SAPIENZA - BACHELOR OF ARTS, ECONOMICS
Graduated summa cum laude
LANGUAGES:
Fluent in English, Italian and French. Intermediate German
PUBLICATIONS: Galanti, S. and A. Jung. “Low Discrepancy sequences: Monte Carlo Simulation of Option Prices”, Journal of Derivatives
Projekthistorie
Freelance consultant
Portigon AG (formerly WestLB AG)
2002 – Present (11 years)Düsseldorf
Integral Development CorporationSr. Consultant / Project Manager
Integral Development Corporation
1996 – 2002 (6 years)
Portigon AG (formerly WestLB AG)
2002 – Present (11 years)Düsseldorf
Integral Development CorporationSr. Consultant / Project Manager
Integral Development Corporation
1996 – 2002 (6 years)
Reisebereitschaft
Weltweit verfügbar
From 01.07.2022