Lorenzo Pulcini

Live Projects

Quant Sim

Skills & Expertise

A fusion of quantitative finance theory and production-grade engineering capabilities.

Quantitative Finance

Financial modeling & risk analysis

Derivatives Pricing Asset Pricing Stochastic Calculus Fixed Income & Derivatives Time-Series Analysis Portfolio Optimization Backtesting Risk Modeling (VaR/ES)

Engineering

Systems architecture & development

Python (NumPy, pandas, PyTorch) Go (Golang) Rust SQL Kafka Event-Driven Architecture Microservices Distributed Systems ETL Pipelines K8s CI/CD

Certifications

Professional credentials

CFA Level 1 Candidate Bloomberg Market Concepts Quantum Machine Learning (IBM) MITx Micromasters in Data, Economics, and Design of Policy

Languages

Communication abilities

Italian (Native) English (Fluent) Spanish (Medium)

Core Competency Matrix

Derivatives
Σ
Monte Carlo
λ
Functional
Distributed