Gabriele Pompa
Quantitative Researcher
Stony Stratford, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolGabriele Pompa is a quantitative researcher with a decade of front-office experience building systematic trading strategies and risk engines across FX, equity and structured products. He currently leads R&D for GLights systematic bench at bp, after designing intraday G10 cross-currency signals, an event-driven FX carry backtester and C++ hedging-cost analytics while at TD Securities. His background blends rigorous academic training—a PhD-track in Management Science and an MSc in Theoretical Physics—with hands-on implementation in Python, C++, R and legacy languages like Fortran. He has a track record of translating advanced models (GARCH, stochastic volatility, particle/Kalman filters) into production tooling and has contributed original dimension-reduction and nearest-correlation solutions adopted by methodology boards. Comfortable both in front-office PnL/hedging workflows and mentoring junior researchers, he also brings unusual people skills from leading international travel groups, underscoring adaptability and operational leadership.
10 years of coding experience
3 years of employment as a software developer
Doctor of Philosophy (PhD) Computer Decision and System Science curriculum: Management Science, Doctor of Philosophy (PhD) Computer Decision and System Science curriculum: Management Science at Scuola IMT Alti Studi LuccaMaster of Science (MSc) Theoretical Physics, Master of Science (MSc) Theoretical Physics at Sapienza Università di RomaLiceo Ginnasio Statale "Dante Alighieri"
Italian, English
Stackoverflow
361reputation
72kreached
4answers
4questions
Github Skills (14)
openpyxl6
spyder6
pandas6
jupyter-notebook6
matlab6
excel6
python6
scikit-learn6
linux5
conda5
package-management4
ecosystem3
package-manager2
os-agnostic1
Programming languages (1)
Github contributions (5)
gabrielepompa88/IT-For-Business-And-Finance-2019-20
Feb 2020 - Mar 2021
Contributions:589 commits, 565 pushes, 1 branch in 1 year
gabrielepompa88/pyBlackScholesAnalytics
Aug 2020 - Sep 2020
Contributions:230 commits, 225 pushes, 1 branch in 22 days
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