Gabriele Pompa, PhD

Rome Area, Italy Italy

Quantitative Finance | Python | Matlab | VIX derivatives

Finance / Banking / Insurance

I am currently junior quant at Alef - Advanced Laboratory of Economics and Finance. Previously consultant at ARPM - Advanced Risk and Portfolio Management and trading intern at the Fixed Income trading desk of MPS Capital Services. I obtained the Ph.D. at IMT Lucca School for Advanced Studies under the joint supervision of Prof. Renò and Prof. Pammolli with a thesis on the: "Deterministic Shift Extension of Affine Models for Variance Derivatives" I obtained my M.Sc. cum laude in Theoretical Physics at the University of Rome "La Sapienza", Rome, Italy.