FF
Open to opportunities

Francesca Fiorilli

@francescafiorilli

Quantitative finance professional with expertise in systematic investment strategies.

United Kingdom

What I'm looking for

I am looking for a role that fosters innovation in quantitative strategies and offers opportunities for professional growth.

I am a quantitative finance professional with a rich background in academia and industry, having served as an adjunct professor at New York University. My expertise lies in systematic investment strategies, prop trading, and risk analytics across multiple asset classes including FX, Fixed Income, and Commodities. I have a proven track record of developing innovative trading strategies and managing complex projects, which has equipped me with strong leadership and communication skills.

In my recent role as Quantitative Analysis Team Lead at CMC Markets, I successfully managed a team of quants, focusing on multi-asset market making and automated hedging. My experience as a Senior Quantitative Trader at Centrica EM&T allowed me to develop curve trading strategies for European Carbon and collaborate with algo trading desks to launch new strategies. I am passionate about leveraging my quantitative skills to drive impactful financial solutions.

Experience

Work history, roles, and key accomplishments

CM

Quantitative Analysis Team Lead

CMC Markets

Jun 2023 - Jan 2024 (7 months)

Managed and led a team of quants within the quantitative strategies division for multi-asset market making, focusing on data analysis, cash equities price ladders, market liquidity, and automated hedging.

CE

Senior Quantitative Trader

Centrica EM&T

Aug 2022 - May 2023 (9 months)

Developed curve trading strategies for European Carbon and collaborated with the algo trading desk to launch a gamma scalping strategy, focusing on liquidity and financing strategies.

LG

Senior Manager

London Stock Exchange Group

Jul 2019 - May 2022 (2 years 10 months)

Led the development and implementation of clearing services for cash equities, managed stress testing suites, and served as the primary regulatory liaison with the BoE and ESMA.

SU

Manager, Risk Methodology

Santander UK

Jan 2015 - Jul 2019 (4 years 6 months)

Led a team developing innovative risk solutions for counterparty credit risk and directed initiatives to reduce the bank’s XVA charge through refined risk models.

II

Analyst, FX Quantitative Strategies

Insight Investment

Jan 2012 - Jan 2015 (3 years)

Developed trading strategies for currency overlay and created a Monte Carlo simulator for futures trading strategies, focusing on stochastic analysis and parameter optimization.

NU

Adjunct Professor

New York University

Sep 2010 - May 2011 (8 months)

Taught courses in the Mechanical Engineering Department, focusing on controls and dynamical systems, while engaging in research and academic activities.

Education

Degrees, certifications, and relevant coursework

New York University, Tandon School of Engineering logoNE

New York University, Tandon School of Engineering

Ph.D., Mechanical Engineering

2007 - 2011

Completed a Ph.D. in Mechanical Engineering with a focus on Controls and Dynamical Systems. The research involved the thesis titled 'Control of Complex Networks: Chaotic Oscillators and Animal Grouping'.

University of Rome “La Sapienza” logoUS

University of Rome “La Sapienza”

M.Sc., Astronautic Engineering

2000 - 2006

Earned a Master of Science in Astronautic Engineering, focusing on advanced engineering principles and applications in space technology.

University of Rome “La Sapienza” logoUS

University of Rome “La Sapienza”

B.Sc., Aerospace Engineering

2000 - 2004

Completed a Bachelor of Science in Aerospace Engineering, providing a foundation in the principles of aerospace design and technology.

Tech stack

Software and tools used professionally

Interested in hiring Francesca?

You can contact Francesca and 90k+ other talented remote workers on Himalayas.

Message Francesca

People also viewed

View all talent

Find your dream job

Sign up now and join over 85,000 remote workers who receive personalized job alerts, curated job matches, and more for free!

Sign up
Himalayas profile for an example user named Frankie Sullivan
Francesca Fiorilli - Quantitative Analysis Team Lead - CMC Markets | Himalayas