Gabriele Poli
Senior Quant Developer @ING
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WORK HISTORY
Senior Quant Developer @ING
Brussels, BE
I have been working on the IR Quant library mainly focusing on the design and code review side. Within the IBOR decommissioning project I have also implemented a new model for RFR Futures and handling different volatility modes during IR Delta calculations (C++).
EDUCATION
Università degli Studi di Parma
First Class, Theoretical and Mathematical Physics
ABOUT GABRIELE POLI
I have been working in the financial industry for more than 20 years covering most of the asset classes: Bonds (Italy), FX and Fixed Income (Switzerland, UK), Equities and Commodities (UK).I have mainly worked on the trading floor liaising directly with traders and quants.My programming experience is primarily focused on object oriented languages: C++(10+ years), C#(4 years) and java (2 years). Given my experience I can efficiently work in environments requiring both technical skills and business knowledge.
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