Luca Philippe Mertens

Systematic Fixed Income Alpha Researcher @Fidelity Investments

Boston, MA, US
MOBILE NUMBERS
+91 *********19

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WORK HISTORY

Jan 2023 — Present

Systematic Fixed Income Alpha Researcher @Fidelity Investments

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Boston, MA, US

EDUCATION

2000 — 2004

Università degli Studi di Padova

Master's degree, mathematical sciences

2015 — 2015

Data Incubator

Data Science

2013 — 2014

IMPA

Postdoc, mathematical finance

2005 — 2009

SISSA

Ph.D., mathematics

SKILLS

ProgrammingOptimizationFinancial EngineeringMonte Carlo SimulationNumerical AnalysisStatisticsMathematicaStochastic CalculusC++Stochastic ModelingAlgorithmic TradingLatexRiskStatistical ModelingTime Series AnalysisFinancial ModelingQuantitative AnalyticsLinuxQuantitative FinanceMatlabProbabilityRisk ManagementMathematical ModelingKdb+Apache SparkStochastic ProcessesData ScienceVbaMachine LearningFinancial RiskScientific ComputingApplied MathematicsMathematicsEconometricsScalaROptions

ABOUT LUCA PHILIPPE MERTENS

Quantitative Researcher

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