Experience

Kline

• Italy
• Information Technology & Services
• 1 - 100 Employee

• Senior Financial Engineer

  • Jun 2010 - Present

  Value at risk methodologies (e.g. Parametric, Historical, Monte Carlo), Real-time risk scenario calculation for derivative markets (e.g. IDEM, PRISMA), Portfolio What-If analysis, Risk indicators, Simple Portfolio ANalysis of risk (SPAN), standard margin methodologies (e.g. PRISMA, TIMS), Performance metrics. Value at risk methodologies (e.g. Parametric, Historical, Monte Carlo), Real-time risk scenario calculation for derivative markets (e.g. IDEM, PRISMA), Portfolio What-If analysis, Risk indicators, Simple Portfolio ANalysis of risk (SPAN), standard margin methodologies (e.g. PRISMA, TIMS), Performance metrics.



Consultancy in Digital Forensics

• Freelance Consultant

  • Jan 2005 - Jun 2010

  Involved with standard forensics procedures, including the collection, analysis and presentation of digital evidence in order to deal with forensics investigation. Created a procedure that allows to see, how state-of-the-art forensics tools, might affect the data contained in the memory of an analysed computer. Developed a procedure that measures uncertainty with respect to evidence collected from a live system. Results published in international journals. Involved with standard forensics procedures, including the collection, analysis and presentation of digital evidence in order to deal with forensics investigation. Created a procedure that allows to see, how state-of-the-art forensics tools, might affect the data contained in the memory of an analysed computer. Developed a procedure that measures uncertainty with respect to evidence collected from a live system. Results published in international journals.



Korea University

• Higher Education
• 700 & Above Employee

• Associate Researcher

  • Nov 2009 - May 2010

  Developing application architecture in the Centre for Information Security and Technology (CIST) in Seoul, South Korea. Assigned to supervise a project that related to the collection of data of a mission critical computer system, at the Centre for Information Security and Technology (CIST) in Korea. Analysed and defined the main architecture of the software solution. Developed The Live Data Forensics System (LDFS) that helped the Korean forensic laboratory to understand compromised, computer based systemsOffered an opportunity to join the team as a researcher based upon the quality of output and the ability to supervise students. Show less



National Institute for Informatics, Tokyo

• Associate Researcher

  • Aug 2009 - Sep 2009

  Two-month opportunity working on the methodologies of analysis of mission-critical systems to collect digital evidence (proof of concepts in Perl). Offered an opportunity of a two-year contract to continue research in Japan from over 1100 candidates. Two-month opportunity working on the methodologies of analysis of mission-critical systems to collect digital evidence (proof of concepts in Perl). Offered an opportunity of a two-year contract to continue research in Japan from over 1100 candidates.



University of Brescia

• Italy
• Research Services
• 300 - 400 Employee

• Associate Researcher

  • 2003 - 2005

  Two years spent developing an open-source tool (SimBrush) that collects evidence from SIM/USIM cards. Achieved international visibility since the tool has been consistently downloaded from the internet. Proofreading academic papers and teaching circuit theory and Digital Systems. Two years spent developing an open-source tool (SimBrush) that collects evidence from SIM/USIM cards. Achieved international visibility since the tool has been consistently downloaded from the internet. Proofreading academic papers and teaching circuit theory and Digital Systems.