Nicola Scaramuzzino
Quantitative Analyst - VP
Prague, Prague, Czechia
Summary
👤
Senior🎓
Top SchoolNicola Scaramuzzino is a quantitative analyst and VP at Barclays with nine years’ experience applying mathematical engineering to financial risk and modelling. Trained at Politecnico di Milano in Quantitative Finance, he combines deep analytical skills with production-grade coding in C++, Matlab and Julia, and a background in adjoint algorithmic differentiation for efficient sensitivity analysis. His career spans risk modelling roles at UBS and hands-on quantitative development for market risk and scenario analysis, reflecting both research rigor and practical implementation. Based in Prague, he brings a rare blend of quantitative theory and software-engineering discipline that drives robust, high-performance analytics in banking.
9 years of coding experience
7 years of employment as a software developer
Master of Science - MS, Mathematical Engineering: Quantitative Finance, Master of Science - MS, Mathematical Engineering: Quantitative Finance at Politecnico di MilanoDiploma, Liceo Scientifico Tecnologico, Diploma, Liceo Scientifico Tecnologico at Liceo Scientifico
Italian, English
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (75)
programming-language10
trading-bot10
quantitative10
monte-carlo10
gradient10
science10
julia10
stock-data10
finance10
financial-instruments10
financial-data10
yahoo-finance10
machine-learning10
hpc10
control-flow10
Programming languages (5)
Github contributions (5)
rcalxrc08/FinancialCalibrator.jl
Sep 2019 - Oct 2023
Contributions:2 pushes, 1 branch, 3 comments in 4 years 1 month
rcalxrc08/FinancialFFT.jl
Feb 2022 - Feb 2026
Contributions:13 PRs, 68 pushes, 12 branches in 4 years
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