Dr. GIACOMO BERTA
Werdegang
Berufserfahrung von GIACOMO BERTA
- 1 Jahr und 9 Monate, Juli 2007 - März 2009
Senior Exotic Quantitative Trader
Standard Chartered - London (UK)
- Options Market Making and Prop Trading, contributing to the overall PnL (OTC, Exotics, Vanillas, Spot) - Managing and hedging the Risk of the Precious Metals position (Daily VaR of 1,000,000 USD) - Quantitative support to the desk (Pricing and Volatility modelling) - Systematic Trading Strategist - 2008 Award: Best Commodity Derivatives House of the Year (“Risk Magazine”)
- 7 Monate, Jan. 2007 - Juli 2007
Senior Quantitative Analyst
EuroMTS - London (UK)
- Maintenance, calculation and dissemination of 130 Pan European FI Indices (Vice responsible) - Quantitative automation of the delicate monthly rebalancing procedure for all the Indices - Launch of the EuroMTS Future (based on EuroMTS Indices), competitor of Bund and other FI Futures
- 1 Jahr und 3 Monate, Okt. 2005 - Dez. 2006
Associate Hedge Fund Analyst & Financial Engineer
Salus Alpha Alternative Investments - Vienna (Austria)
- Systematic Trading Research for CTA/Managed Futures division (15% p.a. with 12% Vol) - Qualitative and Quantitative Hedge Fund Analysis for the FoF division (all HF Strategies) - Launch of Alternative Strategies Investable Indices (Single and Multi Strategy)
- 1 Jahr und 4 Monate, Juni 2004 - Sep. 2005
Private Trader and Systematic Trading Advice
Self Employed
Systematic Trading on the main and most liquid Index Futures and FX - High & Low Frequency Alpha generation, Contrarian & Trend Following, Spread/Pairs Trading - No Overfitting, Huge Out of Sample tests, Limit Orders for scalable strategies - Dynamic Optimization for not parametric Strategies - Development of own forward testing platform for Options Strategy payoff Evaluation
- 2 Jahre und 8 Monate, Okt. 2001 - Mai 2004
Sales Engineer
Dosapro Milton Roy
- Quotation and sale of Industrial Multi-Stage Compressors and Centrifugal Pumps - Sales Area Manager for Italy since October 2002
Ausbildung von GIACOMO BERTA
Mechanical Engineering
Politecnico of Milan
Sprachen
Italienisch
Muttersprache
Englisch
Fließend
Deutsch
Grundlagen
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