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
Github Skills (106)
programming-language10
quantitative10
monte-carlo10
simulations10
stochastic-processes10
root-finding10
science10
julia10
financial10
stock-data10
numerical10
finance10
financial-instruments10
quants10
financial-data10
Programming languages (5)
Github contributions (5)
rcalxrc08/FinancialMonteCarlo.jl
Mar 2018 - Sep 2022
Julia Package for Financial Monte Carlo Simulations
Contributions:746 commits, 5 PRs, 238 pushes in 4 years 6 months
financialjulia-packagepricing-derivativessimulationsstochastic-processes
rcalxrc08/FinancialCalibrator.jl
Sep 2019 - Oct 2023
Contributions:2 pushes, 1 branch, 3 comments in 4 years 1 month
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