Summary
Giuseppe Benedetti is a PhD-trained quantitative analyst specialist based in Paris with 10 years of experience at the intersection of finance and software engineering. He designs and implements pricing and risk systems—most recently leading development of a neural pricing and risk platform that brings AI into production-grade derivatives analytics. His background spans deep quantitative research in stochastic modeling and optimal investment (PhD) to hands-on C++, Java and VBA development for valuation libraries, Greeks, XVA, SIMM/PRIIPs and Libor transition. He has a track record of translating academic methods into client-facing tools, including adjoint differentiation and fuzzy-logic payoff smoothing, and has supported pre-sales and client training. A former co-founder of a consumer-facing Android app, he pairs product-minded full-stack experience with rigorous mathematical finance expertise. Fluent in turning complex regulatory and risk requirements into automated, auditable implementations, he thrives on building practical solutions that bridge research and production.
10 years of coding experience
4 years of employment as a software developer
Bachelor's degree, Economics, 110/110 cum laude, Bachelor's degree, Economics, 110/110 cum laude at Università degli Studi di Verona
Master of Science (M.Sc.), Finance, 110/110 cum laude, Master of Science (M.Sc.), Finance, 110/110 cum laude at Bocconi University
MASEF, Mathematics and Finance, mention excellent, MASEF, Mathematics and Finance, mention excellent at Université Paris Dauphine
Italian, French, English, German