Andrea Barletta
Lead Quantitative Risk Analyst
Copenhagen, Capital Region of Denmark
Summary
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Senior🎓
Top SchoolAndrea Barletta is a Lead Quantitative Risk Analyst with a PhD in Quantitative Finance and nine years of experience building and validating market risk models across banking and asset management. He has been the main developer of interest-rate VaR scenario generation and the internal back-testing framework used for VaR validation, and has led model validation and documentation efforts in both market risk and pricing. Comfortable in both 1st- and 2nd-line roles, he blends rigorous academic research—backed by a DFF-funded project on hidden risks in derivative pricing—with hands-on implementation in MATLAB and proficiency reading Python, C/C++ and other languages. Known for translating complex quantitative ideas into auditable models and clear stakeholder communication, he operates effectively at the intersection of regulation (IMA), model governance and software development.
9 years of coding experience
2 years of employment as a software developer
Corso di Alta Formazione Finanza Matematica, Corso di Alta Formazione Finanza Matematica at Alma Mater Studiorum – Università di BolognaPhD Quantitative Finance , PhD Quantitative Finance at Aarhus BSS - Aarhus University
English, Italian, French
Github Skills (1)
python4
Github contributions (3)
abarletta/viximpv
Nov 2017 - Apr 2021
Contributions:1 release, 55 pushes, 1 branch in 3 years 5 months
abarletta/rndfittool
Apr 2017 - Dec 2018
Contributions:4 releases, 52 commits, 2 PRs in 1 year 8 months
fittingriskpythondensity
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