Summary
Giovanni Gambarotta is a senior quantitative investment professional with nine years of experience shaping strategic and tactical asset allocation at Liberty Mutual Investments. He leads the firm's asset allocation framework, translating macro and asset-class views into expected returns, portfolio constraints, and actionable recommendations that incorporate both public and private assets. Giovanni has deep experience modeling private asset returns and building pro-forma analytics to project portfolio evolution under varying market and funding scenarios, enabling informed execution within regulatory capital and risk limits. Earlier roles at National Life Group sharpened his expertise in strategic asset allocation, LDI, and quantitative relative-value tools for corporate credit. Trained in physics and financial engineering across Universitร di Pisa, ENS and Columbia Engineering, he blends rigorous quantitative methods with practical portfolio implementation. A less obvious strength is his hands-on experience bridging research, internal managers, and external partners to operationalize novel allocation approaches for illiquid investments.
9 years of coding experience
7 years of employment as a software developer
Erasmus Student, Physical Sciences, Erasmus Student, Physical Sciences at Ecole normale supรฉrieure
Master of Science - MS, Financial Engineering, Master of Science - MS, Financial Engineering at Columbia Engineering
Bachelor of Science - BS, Physics, 110/110 Cum Laude, Bachelor of Science - BS, Physics, 110/110 Cum Laude at Universitร di Pisa
Italian, English, French