Fabio Capela
Quantitative Portfolio Manager
Geneva, Geneva, Switzerland
Summary
👤
Senior🎓
Top SchoolFabio Capela is a quantitative portfolio manager and former theoretical physicist with 11 years of experience applying advanced mathematics, machine learning and statistical inference to trading, risk management and business strategy. He has progressed from academic research in cosmology at Cambridge to building production-grade quantitative tools and strategies across industry roles at Firmenich, Louis Dreyfus Company and a Geneva-based family office. Fabio blends hands-on software and data engineering with rigorous model validation—benchmarking, backtesting and stress-testing—to deliver scalable, auditable solutions for portfolio construction and performance reporting. As a co-founder of a data-science consultancy he also focuses on translating business needs into user-friendly AI tools and educating stakeholders on model mechanics. Based in Geneva, he pairs deep-theory roots with practical trading instincts, often leveraging physics-style modelling to uncover non-obvious sensitivities in complex markets.
11 years of coding experience
7 years of employment as a software developer
Maturité, Physique, Mathématique appliquées, Maturité, Physique, Mathématique appliquées at Lycée-Collège de l'Abbaye - St-MauricePostdoctoral studies, Theoretical Physics and applied mathematics, Postdoctoral studies, Theoretical Physics and applied mathematics at University of CambridgeDoctor of Philosophy (PhD), Theoretical Physics, Doctor of Philosophy (PhD), Theoretical Physics at Université libre de BruxellesMaster of Science, Theoretical Physics, Master of Science, Theoretical Physics at Ecole polytechnique fédérale de LausanneLicentiate degree, Astronomy and Astrophysics, Licentiate degree, Astronomy and Astrophysics at Universidade do Porto
Portuguese, English, French
Github Skills (22)
financial-data8
python8
machine-learning8
pytorch8
gnn8
data-science7
stock-data7
tensorflow7
yahoo7
api7
deep-learning7
finance6
pandas6
graph-representation-learning5
neural-network5
Programming languages (1)
Github contributions (5)
fregocap/nakedsingularity
Jan 2015 - Feb 2017
Contributions:193 pushes in 2 years 1 month
firmenich/MultiTask-GNN
Oct 2019 - Mar 2022
Github repository for the Multitask-GNN paper
Contributions:4 commits, 2 pushes, 1 comment in 2 years 4 months
deep-learningpytorchgnnmultitask
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