Francesco Landolfi

Nationality: Italian

ac8c4g@r.postjobfree.com

ac8c4g@r.postjobfree.com

ac8c4g@r.postjobfree.com

+393*********

PROFILE

• Quantitative trader and systematic trading strategies developer

• 6years Managerial experience as part of the managerial committee in Mediobanca London

• 10years experience as Trading Market maker in Lehman Brothers, Banca IMI and Mediobanca London

• 1-year experience as Quant in Asset Liability Management -Lehman Brothers

• Ms.S in Quantitative finance AND Theoretical physics WORK EXPERIENCE

HC Technologies. London (UK)

Aug 18 –Present QUANTITATIVE TRADER

• Trading Futures with mid frequency fully automated strategies that I developed SELF-EMPLOYED. Imperia (IT)

June 2016 – Aug 2018 INDPENDENT ALGORITHMIC TRADER AND CONSULTANT

• Traded liquid G10 FX, equity indices and energy commodities using proprietary systematic trading models

• Developed almost 100 algorithmic trading strategies on several timeframes spanning from 5m to 1D and used them with real money

• Consultant of Volare Capital Management LLC

• Consultant of Concentric S.R.L

MEDIOBANCA London (UK)

June 2010 – May 2016 DIRECTOR - Rates and Inflation Trading Co-Responsible of Mediobanca Rates and Inflation trading desk

• Successfully created the desk in term of infrastructure, business model, governance and people

• Member of the managerial committee of Mediobanca London

• Generated 31 mm P&L

BANCA IMI Milan(IT)

November 2008 – June 2010 SENIOR TRADER

Co-Responsible of Banca IMI Inflation Desk

• Market Maker for all the Eur Denominated Inflation linked Government Bonds. (Italy, Germany, France, Greece) 1yr to 30yr maturity

LEHMAN BROTHERS. London (UK)

September 2006 – September 2008 ASSOCIATE - Government Bond Trading

• Responsible for coverage of Italian Republic from trading desk: (March 2007-Sep 2008)

• Responsible for 0-2yr European Government Bonds Book: (Jan 2007 – March 2007)

• Market Maker long end EUR core and Italy (Sep 2006 – Jan 2007) July 2005 – September 2006 ANALYST - Asset and Liability Management/Portfolio Optimization

• Modelled and quantified the expected cost and risk of alternative liability portfolio allocations in terms of duration, nominal/inflation linked mix

• Optimized Hedging strategies

• IAS 39 effectiveness test on specific hedging strategies

• Quantified the mark-to-market risk of portfolios of structured bonds and derivatives

• Identified selling points, quantified key sensitivities and performed back testing of interes rate products

• Ran sessions on Convexity and Volatility risk management for clients. NEW YORK UNIVERSITY. New York (NY) U.S.A.

September 2003 – July 2004

• Ph.D. student in Physics at the Centre for Cosmology and Particle Physics

• Teaching assistant – Held two classes for about 20 undergraduates each, focused on laboratory sessions, reviewing and grading.

FLORENCE UNIVERSITY. Florence (Italy)

January 2002 – September 2003

• Ph.D. student in Physics

FERMILAB, Batavia(IL) U.S.A.

Summer 2000

• Internship for Physics Major

EDUCATION

June 2005 Master’s in quantitative finance and Risk Management. Bocconi University, Milan Italy

September 2002 Degree in Theoretical Physics, University of Pisa, Pisa (Italy) Dissertation: “Calculational methods for the central charge c in three-dimensional conformal field theory at two and three loops”.

Final mark: 110/110 cum laude.

EXTRA CURRICULAR ACTIVITY

Apr-June 2018

Co-responsible of the electoral campaign of the former Minister of Interior and Economic Development Claudio Scajola as Major of Imperia

ITALIAN MINISTRY OF ECONOMIC DEVELOPMENT:

January 2009 – June 2009

President of three technological development committees: Nominated president of the committees by the office for technology innovation of the Italian Ministry of economic development. The commission has been in charge of verifying the implementation of technological innovation by three firms that received favourable loans by the Italian Government.

OTHER ACHIEVEMENTS

PIANO PLAYING

Played as soloist in Piano public performances at St Olave Church in London. Link here: https://www.youtube.com/watch?v=ZaVH7ddZQ6A

Contact this candidate