Hello, my name is
Simone Menaldo
Financial Engineer
- simomenaldo@yahoo.it
- +39 3408673994
About me
I am a Financial Engineer passionate about applying quantitative methods to solve real-world challenges in trading and risk management
I develop systematic trading strategies and quantitative models that integrate statistical analysis, software engineering, and financial theory.
With an academic background in Quantitative Finance and Economics, my work focuses on translating financial theory into practical, technology-driven solutions. I have developed models for market-making, portfolio optimization, and statistical arbitrage, combining techniques from stochastic calculus, econometrics, and machine learning.
My recent projects include implementing high-performance trading algorithms and scalable data processing tools for institutional clients. This experience has strengthened my ability to bridge advanced quantitative research with real-world trading applications through programming and system design.
What I do
Development of quantitative models, trading algorithms, and analytical tools that merge financial theory with advanced technology to deliver practical market solutions.
Financial Engineering
Design and implementation of quantitative analysis tools supporting trading, derivatives pricing, and risk management, through the combination of mathematical rigor with efficient computational methods.
Quant Research
Quantitative research across asset classes focused on uncovering market dynamics through statistical and econometric techniques, forming the foundation for systematic and algorithmic trading strategies.
Quant Development
End-to-end development of algorithmic trading systems using Python, C++, R, and SQL, integrated with Docker, Kubernetes, and cloud infrastructures to ensure scalable and reliable deployment.
Technical
Skills
Programming & Systems
Quantitative Finance & Modeling
Machine Learning & Data Science
Software Engineering & Tooling
Education and Experience
2021-present
SparklingRocks
Financial Engineer
Design and implementation of intraday trading algorithms and market-making models for equities, fixed income, and FX instruments, achieving measurable performance improvements in execution and profitability. Calibrated and deployed Avellaneda–Stoikov market-making strategies for European trading desks, ensuring alignment with regulatory standards (MiFID II, Basel frameworks). Developed a Python-based functional testing framework reducing manual testing time by over 70%, and big data normalization pipelines enabling faster and more accurate processing of HFT datasets. Delivered quantitative research, technical documentation, and client presentations supporting decision-making for institutional partners. This experience consolidated expertise in quantitative modeling, software engineering, and the end-to-end development of algorithmic trading systems.
2019-2022
Alma Mater Studiorum – Università di Bologna
MS in Quantitative Finance
Specialized in financial mathematics, risk management, and market microstructure, combining theoretical rigor with practical quantitative modeling. Applied stochastic calculus, econometrics, and numerical methods to real-world financial problems. Authored a master’s thesis on the “Calibration of the Avellaneda–Stoikov Market Making Model in Limit Order Book Markets” under the supervision of Prof. Fabrizio Lillo, developing model calibration techniques for high-frequency trading contexts. Strengthened expertise in data analysis, programming, and quantitative model implementation.
2016-2019
Università Ca’ Foscari Venezia
Economics and management
Developed a solid foundation in economics, finance, and data analysis, focusing on how market mechanisms and financial structures shape business decisions. Conducted research on information asymmetry and market efficiency, completing a thesis titled “Effects of Adverse Selection on the Bid-Ask Spread”. Built strong analytical and quantitative reasoning skills that would later serve as the basis for advanced studies in finance and mathematics.
Latest Readings
