Filippo Perugini

CEO

Switzerland8 yrs 7 mos experience

Highly Stable

Key Highlights

Expert in quantitative trading and market making strategies.
Proven track record in risk management and team leadership.
Strong background in algorithmic trading and quantitative finance.

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and market making.

Contact

Skills

Core Skills

Options Market MakingRisk ManagementQuantitative AnalyticsMarket MakingAlgorithmic TradingMarket Microstructure ResearchQuantitative Research

Other Skills

Apache SparkC++Computational FinanceComputational MathematicsDerivativesFinite Element MethodFitnessFunctional ProgrammingHaskellHeston ModelLaTeXMalliavin CalculusMathematical AnalysisMatlabMonte Carlo Simulation

About

Embrace complexity.

Experience

Granite river

Quantitative Trader

Sep 2024 – Oct 2025 · 1 yr 1 mo

Gsr

3 roles

Head of Systematic Volatility Trading - Options Market Making

Promoted

Jun 2021 – Sep 2023 · 2 yrs 3 mos

Electronic Options Market Making
· Implemented OMM strategy from scratch - C++
· Manage options portfolio risk
· Built and manage team of quant traders and quant devs across US, EU and Asia

C++Options Market MakingRisk Management

Quantitative Trader

Sep 2020 – Jun 2021 · 9 mos

Implied volatility modelling and research for options market making strategies
· functional analysis in Hilbert spaces, random fields theory
Quantitative Analytics, built central pricing and risk management framework for derivatives - C++, Python
· stochastic volatility modelling
· montecarlo simulation
· production risk server
Trading, quoting, structuring and risk management of structured products and exotics
derivatives

C++PythonStochastic Volatility ModellingMonte Carlo SimulationQuantitative AnalyticsOptions Market Making

Quantitative Trader

Mar 2018 – Sep 2020 · 2 yrs 6 mos

Market making logic developed from scratch - C++, Python
· Single asset market making
· Cross-exchange statistical arbitrage
· Futures term structure market making
· Options market making
Liquidation and optimal execution business developed from scratch
Structured Products and OTC derivatives
· Variance Swap - engineered, structured, traded and hedged the first ever Bitcoin VS
· Developed booking system and portfolio replication framework
Taker strategy development
· Low latency implementation of signals and trading logic - C++

C++PythonMarket MakingStatistical ArbitrageRisk Management

Transmarket group

Algorithmic Trader

Aug 2016 – Feb 2018 · 1 yr 6 mos · Geneva Area, Svizzera

· Cross exchange Statistical Arbitrage
· Electronic Market Making - execution algorithms design and implementation (C++)
· Market Microstructure Research - (Python, Pandas)

C++PythonStatistical ArbitrageAlgorithmic TradingMarket Making

Cornell university

Researcher in Market Microstructure and High Frequency Trading at CFEM

Mar 2016 – Jun 2016 · 3 mos · New York City, Stati Uniti

· collection and maintenance of large trade&quotes dataset (Scala, Apache Spark)
· formulation and solution of stochastic models for price modelling
· calibration of models to data

ScalaApache SparkStochastic ModelsMarket Microstructure Research

Leonteq

Front Office Quantitative Research Analyst - Intern

Nov 2015 – Feb 2016 · 3 mos · Zürich Area, Svizzera

· Derivation of Particle Algorithm for calibration of 3-factor Stochastic Interest Rate Local Stochastic Volatility models for Long Dated FX (Malliavin Calculus)
· Calibration of Stochastic Interest Rates Local-Stochastic Volatility model (SIR-LSVm)
· Algorithm design and implementation in Scala

Malliavin CalculusScalaQuantitative Research

Tu delft

Teaching Assistant

Nov 2013 – Nov 2013 · 0 mo · Delft, Paesi Bassi

Teaching Assistant during the ATHENS project: Introduction to Finite Elements Method and Algorithms: following a class of about 50 students during MATLAB laboratories.