Jacopo Rocchi
Vice President - Portfolio Construction at Capital Fund Management (CFM)
Paris, Ile-de-France
Summary
👤
Senior🎓
Top SchoolJacopo Rocchi is a Vice President in Portfolio Construction at Capital Fund Management with 12 years of experience bridging statistical physics, machine learning, and quantitative finance. He holds a PhD in physics and built his career as a postdoctoral researcher studying disordered systems, inference problems and complex optimization—work he has applied to modeling market interactions and crisis dynamics. At CFM he translates advanced inference and time-series methods into portfolio strategies, combining theoretical rigor with production-focused implementation. His research background includes spin glasses, inverse Ising models, RBM landscape analysis and recurrent neural dynamics, bringing uncommon depth in statistical mechanics to financial modeling. Based in Paris, he is comfortable moving between academic research and industry execution, often leveraging insights from physics (e.g., Franz–Parisi potential and TAP approaches) to tackle real-world inference challenges.
12 years of coding experience
7 years of employment as a software developer
Bachelor's degree, Physics, 110/110 cum laude, Bachelor's degree, Physics, 110/110 cum laude at Università degli Studi di Roma 'La Sapienza'Doctor of Philosophy (PhD), Physics, Doctor of Philosophy (PhD), Physics at Sapienza Università di Roma
Italian, English, Spanish, French
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (4)
machine-learning2
counting2
deep-learning2
neural-network1
Programming languages (1)
Github contributions (5)
bl4ckbo4rd/TransferEntropy
Nov 2016 - Mar 2019
Contributions:8 pushes, 1 branch in 2 years 4 months
bl4ckbo4rd/DeepLearning
Nov 2016 - Feb 2021
Contributions:2 pushes, 1 branch in 4 years 3 months
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.