Luca Libralato is a seasoned quantitative finance leader with 17 years of experience designing investment solutions, managing hedge funds and running product engineering for retail and institutional clients. As Head of Quantitative Strategies at Anima SGR, he leads systematic multi-asset, low tracking-error and AI-driven research-to-investment initiatives, blending machine learning and NLP into portfolio construction. His background spans hands-on fund management—from market-neutral statistical arbitrage and CTA strategies to capital-protected SICAVs—and deep expertise in derivatives, structured products and product governance. He combines quantitative modeling, asset allocation and trading-system engineering with a practical focus on regulation (UCITS, PRIIPs) and product testing. Based in Milan with a B.Sc. in Economics and Quantitative Finance, he’s known for turning sophisticated risk-control techniques into scalable, client-ready solutions. An unusual strength: he pairs fund-level trading intuition with a developer’s approach to reproducible product engineering and governance.
17 years of coding experience
10 years of employment as a software developer
Bachelor of Science (B.Sc.), Economics And Quantitative Finance, Bachelor of Science (B.Sc.), Economics And Quantitative Finance at Università degli Studi di Siena
Contributions:183 commits, 6 PRs, 20 pushes in 12 years 8 months
icylanguageselixirphoenix
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