Michelangelo De Francesco is a London-based quantitative researcher and developer with nine years of experience building low-latency, systematic trading and market-making systems across FX, rates and crypto markets. He combines hands-on software engineering (Python, React, Node, SQL, Docker) with quantitative modelling—having implemented auto-hedgers, pricing engines, PD calibration tools and time-series models for crypto indexes. At Sumitomo Mitsui and UniCredit he delivered production-grade eTrading infrastructure and automated model workflows, while earlier roles saw him design big-data pipelines and CI/CD that meaningfully sped deployments. He holds an MSc in Economics & Finance and a UCL summer specialization in Quantitative Finance, and has published research-grade work on ML for real estate pricing based on a 4.5M+ row dataset. Practical, data-driven and operationally minded, he excels at turning research models into robust, low-latency production systems.
9 years of coding experience
5 years of employment as a software developer
Master of Science Economics & Finance, Master of Science Economics & Finance at Università Ca' Foscari Venezia
Backtesting platform for algorithmic trading strategies
Contributions:41 commits, 47 pushes, 2 branches in 4 months
algorithmic-tradingbacktesthigh-frequency-trading
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Michelangelo De Francesco - ERates Quantitative Research Analyst