Alessio Borzì
Quantitative Analyst
Amsterdam, North Holland, Netherlands
Summary
👤
Senior🎓
Top SchoolAlessio Borzì is a quantitative analyst with a decade of experience blending deep mathematical research and production-grade model development; he moved from a PhD in Mathematics at Warwick and a postdoc at the Max Planck Institute into XVA/CCR model work on ING’s Risk Trading Quants team. He combines strong theoretical foundations in algebra and geometry with practical programming—evidenced by backend contributions to the Oscar.jl computer algebra system where he implemented and refactored tropical geometry and valuation functionality. Comfortable across programming languages and computer algebra systems, he translates advanced mathematical ideas into robust, auditable code for financial risk models. His background includes international research stints in Tübingen and KTH and elite training at Scuola Superiore di Catania, signaling both academic rigor and adaptability in collaborative, interdisciplinary settings.
10 years of coding experience
2 years of employment as a software developer
Master's degree Mathematics, Master's degree Mathematics at Università di CataniaVisiting PhD Student Mathematics, Visiting PhD Student Mathematics at University of TübingenVisiting Student Mathematics, Visiting Student Mathematics at KTH Royal Institute of TechnologyDoctor of Philosophy - PhD Mathematics, Doctor of Philosophy - PhD Mathematics at University of WarwickLiceo ScientificoDiploma di Licenza Magistrale Classe delle scienze sperimentali Matematica, Diploma di Licenza Magistrale Classe delle scienze sperimentali Matematica at Scuola Superiore di Catania
Italian, English
Github Skills (7)
mathematics10
computer-algebra10
mathematical10
math10
julia10
computer-algebra-system10
maths10
Programming languages (4)
Github contributions (5)
oscar-system/Oscar.jl
Feb 2022 - Mar 2022
A comprehensive open source computer algebra system for computations in algebra, geometry, and number theory.
Role in this project:
Back-end Developer
Back-end DeveloperContributions:6 commits in 1 day
Contributions summary:Alessio primarily contributed to the `oscar.jl` repository by modifying code related to tropical geometry functionalities, specifically focusing on linear spaces and valuations within the context of a computer algebra system. Their commits involved refactoring code to accommodate tropical semiring operations and correcting valuation-related issues. They also added documentation and adjusted the code to accommodate for the changes in underlying types.
computer-algebra-systemabstract-algebracomputer-algebrajuliajulia-package
AlessioBorzi/alessioborzi.github.io
May 2020 - Dec 2022
Contributions:55 commits, 67 pushes, 1 branch in 2 years 7 months
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