About Alessandro
English
Native or bilingual
Italian
Native or bilingual
Experience
- Sigma Startegy,FounderJuly 2025 - Today (11 months)After years of building quant tools, pricing models, and AI-powered infrastructure inside some of the world's most complex financial institutions and exchanges, I've launched Sigma Strategy — a consultancy and product studio focused on delivering modern solutions at the intersection of quant finance, AI, and crypto.At Sigma Strategy, I work with banks, trading desks, crypto exchanges, and fintech innovators to help them:• Build and scale quantitative frameworks for derivatives pricing, volatility modeling, and hedging• Design and integrate LLM-driven systems (chatbots, insights engines, signal generators)• Create crypto-native tools and robust tokenomics models tailored for emerging regulation• Translate complex infrastructure into deployable, modular SaaS or internal systems I take on high-impact, deeply technical projects — from prototyping to productization — and collaborate with partners who want strategic, execution-ready solutions across AI, trading, and crypto markets.
- Quant PMBinanceSeptember 2022 - June 2025 (2 years and 9 months)• Engineered AI (LLM) trading products (Market Insights).• Developed quantitative frameworks to ensure rigorous adherence to Derivatives EU regulation.• Crafted Option Selling Logic using statistical models to optimize liquidity profiles.• Designed an Option Order Price Limits system (Fat Finger Protection) with data-driven thresholds.• Constructed a Volatility Skew Analytic System employing SVI models to enhance pricing accuracy.
- Euronext,Derivatives Pricing PMJuly 2021 - August 2022 (1 year and 1 month)• Monitoring of all the Derivatives Products traded on Euronext (Paris, Amsterdam, Brussels, Dublin, Lisbon, Milan) spanning from Equity Options and Futures to Index Derivatives and Commodities traded on the MATIF segment• Coded multiple automation tools to streamline and improve the monitoring efficiency• Developed the new Derivatives Pricing software (coding the volatility fitting system and pricing system) applying my Machine Learning (Vol Fitting) and Derivatives (Option Pricing) knowledge• Daily settlement of the derivatives products ensuring a their correct pricing and communication to the clearing house• Maintenance of the the correct derivatives pricing throughout the trading daySkills Used: Python, VBA, Machine Learning, PowerBI, Derivatives Pricing, Infront
Recommendations
Be the first to recommend Alessandro
Help this freelancer shine by sharing your experience working together.
These freelancer profiles also match your criteria
Agatha Frydrych
Backend Java Software Engineer
4.7
(3)
2
Baptiste Duhen
Fullstack developer
4.6
(4)
5
Amed Hamou
Senior Lead Developer
4
(2)
7
Audrey Champion
Web developer
4.3
(3)
4
Education
- MSc inEDHEC2019MSc in
- BScUniversity of Bologna2018BSc