serena santoro

top line data analyst - conte.it

About

Passionate about understanding real world and solving problems analytically, I am very interested in Mathematical Modelling and Quantitative Analysis. "I would like not only think as a Data Scientist, but to be one"

Country

italy

City

rome

Industry

insurance

Skill

matlab, analisi quantitative, opzioni, analisi dei dati, equity, c++, latex, financial engineering, data analysis, autocad, modelli predittivi, data mining, programmazione sas

Experience

business analyst

conte.it - admiral group

2018-10 - Present · 8 yrs

top line data analyst - conte.it

risk analyst

bid company

2016-6 - Present · 10 yrs 4 mos

quantitative analyst

ladbrokes

2015-10 - 2016-5 · 8 mos

* Internship as Final Thesis work. * Goal: build a stochastic model able to account for price movements in betting * exchanges, starting from data analysis.

Education

università di roma tor vergata

university of rome tor vergata

engineering

2013-1 - 2016-1 · 3 yrs 1 mo

Advanced Probability with measure theory. Statistical data analysis. Stochastic Calculus - Martingale - Brownian Motion. Market models: Pricing/hedging of financial options. Arbitrage and completeness of the market models. Computational methods Monte Carlo methods - Malliavin calculus. Operations on equity. Buy-back -Leverage-buy-out. Mergers and acquisitions of Companies. Corporate divisions: the creation of spin-offs and carve-outs. Methods company valuation. ROI and ROE. Game Theory