Seniority
Staff
Department
Finance & Accounting
Location
Utrecht
Industry
Banking
Company size
49K
Contact information
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a•••••••@rabobank.com
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Background
About Alessandro Combi
Quantitative Analyst in Pricing Model Validation at Rabobank, focusing on independent replication of derivatives pricing models in C#, mathematical soundness checks, and stress testing. I am developing Hedgehog.jl, an open-source project in Julia for modular derivatives pricing, currently in its early stages. I am also contributing to the SciML ecosystem, with initial work on DiffEqFinancial.jl. Graduated in Mathematics at the University of Pisa, with a focus on Stochastic Calculus and Quantitative Finance. My main interests are derivatives pricing, stochastic processes, and scientific computing for finance.
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