Francesco M
Financial Engineer at Mako Global
Palermo, Sicily, Italy
Summary
👤
Senior🎓
Top SchoolFrancesco M is a Financial Engineer with nine years' experience building and optimizing quantitative pricing and risk systems, currently applying his expertise at Mako Global. He combines a strong mathematical foundation (MSc and BSc with honors) with hands-on C++, C# and Python implementation skills, having developed lattice models, SDE solvers, Monte Carlo engines and PDE solvers for embedded options. Past roles at Fidelity and Global Valuation highlight his track record in refactoring analytics libraries, designing calibration frameworks and delivering CVA/DVA and high-order finite-difference pricing engines. Comfortable with STL, Boost, QuantLib, Armadillo, Math.Net and scientific Python stacks, he pairs rigorous numerical methods knowledge with pragmatic software engineering. Based in Palermo, he keeps sharp through side projects and a public GitHub portfolio that showcases his applied focus on computational finance.
8 years of coding experience
2 years of employment as a software developer
Master of Science (M.Sc), Mathematics, 110/110 with honors, Master of Science (M.Sc), Mathematics, 110/110 with honors at University of CataniaBachelor of Science (B.Sc.), Industrial and Financial Mathematics, 110/110 with honors, Bachelor of Science (B.Sc.), Industrial and Financial Mathematics, 110/110 with honors at University of PalermoMaster's degree, Insurance and Risk Management, Master's degree, Insurance and Risk Management at MIB School of Management
Italian, English
Github Skills (15)
memory-mapping9
read-write9
reaction8
serialization8
cmake-modules7
dynamics7
api7
raii7
scheme7
cpp6
crank6
cmake4
cuda4
gpu4
dot3
Programming languages (1)
Github contributions (5)
pmontalb/NpyCpp
Jul 2018 - Oct 2022
C++ API used for read/write *.npy/*.npz files
Contributions:1 review, 55 commits, 2 PRs in 4 years 3 months
apicppread-writenpzserialization
pmontalb/PdeFiniteDifferenceKernels
Jun 2018 - Sep 2021
Contributions:14 commits, 26 pushes, 1 branch in 3 years 4 months
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