Davide Floriello

Data Scientist @Keyrock

Brussels, BE

I developed a machine learning method to estimate the risk and exposure in some short-term trading strategies- I lead optimisations for trading strategies- I built a backtester for option hedging strategies- I built dashboards for option related metrics, like volatility capture and option greeks estimation- I built a dashboard for option performances- I built a reinforcement learning model for a trading strategy- I built an algorithm to detect lead-lag relationships between time series.

Liceo Scientifico Statale Paolo Frisi

Diploma

Politecnico di Milano

Master's Degree

Politecnico di Milano

Bachelor's Degree

University of Canterbury

PhD