Antonio Dalessandro
Senior Research Fellow @Royal Statistical Society
Signup · Get unlimited contacts
WORK HISTORY
Senior Research Fellow @Royal Statistical Society
I am a Fellow of the RSS. I regularly participate and contribute to panels about Data, Data Quality, Inflation Figures and Estimates, Advanced Statistical Modeling and Research, ML and AI in Data Science.
EDUCATION
UCL
Doctor of Philosophy - PhD, Statistics and Mathematical Statistics
Imperial College London
MPhil, PhD, Mathematics
CERN
Postgraduate Researcher, Stochastic Control, digital Design, Programming
ETH Zürich
Postgraduate Research
University of Geneva
Postgraduate Research, Finance and Econometrics Department
Politecnico di Bari
MSc, Electrical Engineering
SKILLS
ABOUT ANTONIO DALESSANDRO
As a Senior Quantitative Researcher and Developer in Fixed Income, my expertise encompasses Flow, Vanilla & Exotics Rates, and Inflation. Occupying a pivotal role at the Front Office, I collaborate with Traders and Structurers, developing innovative models using C++/Rust, integrated with Python. My responsibilities include managing and enhancing IR and Inflation model frameworks, libraries, and PL-Risk attribution systems, ensuring their effectiveness for the Front Office. My work involves authoring detailed Front Office documents and conducting tests for model validation, as well as engaging with all Risk control groups. I supervise junior quants and I play a key role in liaising with Market Risk and Middle Office, facilitating the booking of complex trades and overseeing portfolio migrations. Dedicated to research in Probability and Technology, I regularly contribute insights to peer-reviewed journals and present at international conferences. I have deep Knowledge of C++, Python, C#, F#, CI/CD practices, and cloud development.
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.