Alessandro Gnoatto
Full Professor Of Mathematical Finance
Veneto, Italy
Summary
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Senior🎓
Top SchoolAlessandro Gnoatto is a Full Professor of Mathematical Finance with over a decade of international experience blending academic research, teaching and front-office quant work. He develops and validates advanced models for FX and interest rate derivatives, with hands-on expertise in Monte Carlo and FFT numerical methods, stochastic calculus and production-grade Java implementations. Before academia he worked as a front-office quant on xVA at BayernLB and contributed to the well-known finmath Java library, improving stability and adding Fourier-transform functionality. He directs MSc programs in banking and finance and teaches across bachelor, master and PhD levels, bridging rigorous theory with practical risk-management applications. Colleagues value his ability to translate complex multifactor models into maintainable code and deployable pricing frameworks.
10 years of coding experience
8 years of employment as a software developer
PhD, Mathematical Finance, PhD, Mathematical Finance at Università degli Studi di PadovaMaster of Science in Quantitative Finance, Mathematical Finance, Master of Science in Quantitative Finance, Mathematical Finance at ETH ZürichITCG L. Einaudi
Italian, English, German, Spanish
Github Skills (7)
javas10
java10
testing9
data-structure9
algorithm9
data-structures9
algorithms9
Programming languages (1)
Github contributions (5)
finmath/finmath-lib
Jun 2017 - May 2022
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Role in this project:
Back-end Developer
Back-end DeveloperContributions:49 commits, 16 PRs, 34 pushes in 5 years
Contributions summary:Alessandro focused on refactoring and reorganizing Java packages related to mathematical finance, as seen in the "Regrouping Math-related packages" commit. They made code changes, updating import statements and exception handling, indicating a contribution to the stability and maintainability of the mathematical finance library. They also fixed a bug in the Black Scholes option theta calculation. The user also introduced new functionality for the Fourier transform framework.
mathematical-financesimulationsecmathematical-modellingmathematical
AlessandroGnoatto/finmath-lib
Nov 2017 - Feb 2025
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Contributions:6 pushes, 1 branch in 7 years 4 months
financemathematicalmethodologiesmathematical-finance
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