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Gabriele Iacono

Gabriele Iacono

Analyst and Software Developer
Pavia, Lombardy, IT
+39 3391356403
gabriele@gabrieleiacono.xyz
gabrieleiacono.xyz

Background

About

About

Analyst and Software Developer with strong data analysis skills and proven track record of delivering robust and reliable Financial Software Solutions. Passionate about machine learning and financial modeling. Skilled in Python, Oracle PL SQL, Java, MS Excel and MATLAB / GNU Octave.

Work Experience

Work Experience

  • Analyst & Developer, 

    Aug, 2018 - Oct, 20224 years 2 months

    Lead Analyst & Developer for major client projects in financial software development

    • Lead Analyst & Developer for key client projects, involved in all development stages: cost estimation, algorithm design, software development, validation and verification, and project delivery

    • Developed Financial Control applications for Italy's largest investment bank, including daily/YTD profit/loss calculations and P&L Explained computations with user-defined rules

    • Utilized Python and Excel for analysis and prototyping, with technology stack including Oracle PL SQL, Java and Bash scripting

  • Functional Analyst, 

    Nov, 2017 - Aug, 20189 months

    Functional analyst for financial applications development

    • Designed and developed features for custom financial applications focused on financial control functions, P&L Explained computations and MIFID II compliance

    • Engaged with clients for software requirements gathering and conducted post-development validation and verification

Skills

Skills

  • Quantitative Skills

    Python

    Oracle PL SQL

    Java

    MS Excel

    MATLAB / GNU Octave

    Keras / TensorFlow

    ANFIS

    LSTMs

    Reinforcement Learning

  • Teaching

    Python instruction

    Numpy

Education

Education

  • Economics, Finance and International Integration, Master, Università degli Studi di Pavia

    Jan, 2015 - Jan, 2017

    110/110

    Quantitative Finance

    Financial Risk Management

    Financial Econometrics

    Big Data Analysis

    Probability and Stochastic Processes

    Business Cycle Analysis

    Credit Markets, Probability and Spreads

    Models for Financial Engineering

Volunteer Work

Volunteer Work

  • Programming Instructor, University Teaching

    Jan, 2016 - Jan, 2016

    Taught Python and Numpy basics to 20 business university students

Interests

Interests

  • Hobbies

    DrumsMountain bikingRetrocomputing