Francesco Romano
Head of Risk and Quant at Tabula Investment Management- Claim this Profile
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Italiano Bilingue ou langue natale
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Inglese Capacité professionnelle complète
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Tedesco Compétence professionnelle limitée
Topline Score
Bio
Tommaso M.
Francesco strong quantitative skills and cheerful personality made working with him both pleasant and productive. We have worked together on a number of projects involving large sets of data where his programming skills and ability to visualize data structures have proven very useful. Very impressive as well his broad knowledge across several financial and non-financial topics.
Gianluca Messina, PhD
A bright mind, great team player and fun personality, Francesco has got the key ingredients to help the team succeed. Not only has he got strong technical skills but he is also able to manage high pressure situations effortlessly. I worked with him 2 years and enjoyed his presence both inside and outside the office. I definitely recommend working with him.
Tommaso M.
Francesco strong quantitative skills and cheerful personality made working with him both pleasant and productive. We have worked together on a number of projects involving large sets of data where his programming skills and ability to visualize data structures have proven very useful. Very impressive as well his broad knowledge across several financial and non-financial topics.
Gianluca Messina, PhD
A bright mind, great team player and fun personality, Francesco has got the key ingredients to help the team succeed. Not only has he got strong technical skills but he is also able to manage high pressure situations effortlessly. I worked with him 2 years and enjoyed his presence both inside and outside the office. I definitely recommend working with him.
Tommaso M.
Francesco strong quantitative skills and cheerful personality made working with him both pleasant and productive. We have worked together on a number of projects involving large sets of data where his programming skills and ability to visualize data structures have proven very useful. Very impressive as well his broad knowledge across several financial and non-financial topics.
Gianluca Messina, PhD
A bright mind, great team player and fun personality, Francesco has got the key ingredients to help the team succeed. Not only has he got strong technical skills but he is also able to manage high pressure situations effortlessly. I worked with him 2 years and enjoyed his presence both inside and outside the office. I definitely recommend working with him.
Tommaso M.
Francesco strong quantitative skills and cheerful personality made working with him both pleasant and productive. We have worked together on a number of projects involving large sets of data where his programming skills and ability to visualize data structures have proven very useful. Very impressive as well his broad knowledge across several financial and non-financial topics.
Gianluca Messina, PhD
A bright mind, great team player and fun personality, Francesco has got the key ingredients to help the team succeed. Not only has he got strong technical skills but he is also able to manage high pressure situations effortlessly. I worked with him 2 years and enjoyed his presence both inside and outside the office. I definitely recommend working with him.
Credentials
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Introduction to Deep Learning (with Honors)
Coursera -
End-to-End Machine Learning with TensorFlow on GCP
Coursera -
How Google does Machine Learning
Coursera
Experience
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Tabula Investment Management
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United Kingdom
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Financial Services
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1 - 100 Employee
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Head of Risk and Quant
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juil. 2021 - - aujourd’hui
Tabula is a London-based asset manager. We offer a growing range of differentiated UCITS ETFs and funds to institutional investors. Our ETFs provide unique solutions in the fixed income space, and help investors achieve greater control of the risks and rewards inherent in institutional investing.
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Quantitative Analyst & Risk Manager
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déc. 2020 - juil. 2021
Tabula is a London-based asset manager. We offer a growing range of differentiated UCITS ETFs and funds to institutional investors. Our ETFs provide unique solutions in the fixed income space, and help investors achieve greater control of the risks and rewards inherent in institutional investing.
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GFG Groupe Financier de Gestion (Monaco) SAM
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Monaco
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Investment Management
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1 - 100 Employee
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Senior quantitative analyst
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juil. 2018 - déc. 2020
- Hedging algorithms for fixed income, deployed successfully on HY, CoCos and LT2 portfolios - Creation and deployment of company wide database (both SQL like and NoSQL)- Development and setup of automatic data pipeline with focus on data quality and integrity- Automated data workflows for funds risk metrics, ESG data integration in the investment process- Alternative data sourcing both directly and through automated scraping- Unsupervised learning model for Alternative Ucits funds selection and categorization- Development of data model and methodology for Funds research and analytics
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UniCredit
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Italy
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Banking
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700 & Above Employee
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Business Analyst
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juin 2015 - juin 2018
- Monte Carlo scenario generation for Counterparty Credit Risk and Credit Value Adjustment.- Scenario generation for Market Risk - VaR and FRTB Expected Shortfall.- Credit events scenario generation for Default Risk Charge.- Extreme events generations, f.e. for the inclusion of Equity Lookback products in CCR metrics.- StressTest.- Past oriented backtest. - Monte Carlo scenario generation for Counterparty Credit Risk and Credit Value Adjustment.- Scenario generation for Market Risk - VaR and FRTB Expected Shortfall.- Credit events scenario generation for Default Risk Charge.- Extreme events generations, f.e. for the inclusion of Equity Lookback products in CCR metrics.- StressTest.- Past oriented backtest.
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Education
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Università degli Studi di Milano
Master of Science (MSc), Mathematics -
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Universität Stuttgart
Erasmus exchange program, Mathematics -
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Università degli Studi di Milano
Bachelor of Science (B.Sc.), Mathematics
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