Roberto Strepparava
Quant Risk Research Clearing And Post Trade Services Manager at CME Group
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolRoberto Strepparava is a quantitative risk researcher and engineering manager with eight years in US markets and a 20+-year career grounding in quantitative finance, derivatives pricing and risk systems. Currently leading Quant Risk Research for Clearing & Post-Trade at CME Group, he prototypes and productionizes interest-rate risk models across Python, R, C++20 and Java while working with KDB for large-scale data. His background spans algorithmic credit eTrading and systematic market making at J.P. Morgan, R&D pricing at Bloomberg, and advisory roles delivering blockchain and liquidity models for clearing houses. Trained as a physicist with a PhD in mathematics, he blends rigorous academic modeling (epidemiological and time-series work included) with hands-on implementation of high-performance risk libraries. Notably comfortable moving prototypes to production, he pairs deep quantitative insight with cross-language engineering to bridge research and mission-critical trading infrastructure.
8 years of coding experience
13 years of employment as a software developer
University of MilanPh.D., Mathematics, Ph.D., Mathematics at Università degli Studi di PadovaHigh School Diploma, Maturita' scientifica, 60/60, High School Diploma, Maturita' scientifica, 60/60 at Liceo Scientifico
Stackoverflow
21reputation
1kreached
2answers
0questions
Github Skills (4)
random-forest6
scikit-learn6
pandas6
python6
Github contributions (5)
rstreppa/algorithms-Basics
Jan 2019 - Sep 2022
Contributions:188 commits, 214 pushes, 1 branch in 3 years 8 months
rstreppa/LeetCode
Aug 2023 - Feb 2025
Contributions:108 pushes, 1 branch in 1 year 5 months
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