Giuseppe Russo

Giuseppe Russo

Data Scientist

Followers of Giuseppe Russo2000 followers
location of Giuseppe RussoDubai, United Arab Emirates

Connect with Giuseppe Russo to Send Message

Connect

Connect with Giuseppe Russo to Send Message

Connect
  • Timeline

  • About me

    CEO & Co-Founder | EXVAi Research

  • Education

    • Università Cattolica del Sacro Cuore

      2008 - 2013
      Bachelor's degree Statistical, actuarial and economic sciences 110 / 110 cum laude

      Dissertation : "The fragility of classic finance: The Black Swan case" , Under professor Diego Zappa.

    • Université Paris Dauphine - PSL

      2011 - 2012
      Exchange Program
    • The University of Chicago

      2012 - 2013
      Exchange Program Banking and Finance
    • Università Cattolica del Sacro Cuore

      2011 - 2014
      Master's degree Banking and finance: trading and risk management 110/110 cum laude

      Dissertation: "Data mining : Techniques and applications to quantitative finance" , under professor Stefano Iacus

  • Experience

    • Bending Spoons

      Jan 2014 - Jan 2016
      Data Scientist

      Bending Spoons is the #1 mobile app developer in Europe. Joined as the first data scientist.• Developed an NLP solution to classify 70k mobile apps from the text contained in the title and description.• Analyzed and predicted users’ behavior by writing algorithms classifying users’ data (> 1.2 daily observations) as ‘spender’ or ‘not spender’ through Support Vectors Machines.• Developed Data Analysis Python library to compute most relevant metrics (“Retention”, “ARPD”). Reduced time needed to carry out basic analysis from days to hours. Show less

    • Societe Generale

      Jan 2017 - Jan 2019
      Quantitative Researcher

      Development of systematic trading strategies based on machine learning techniques within the Quantitative Volatility team.• Developed a Feature Selection system to improve the selection of trading signals used by the equity derivatives desk.• Developed a new ETF trading strategy. Taken care of the entire pipeline: datacleaning, generation of indicators, feature selection, predictive model, back-test, production, deployment.• Supervised two trainees developing Volatility and EU Delta One strategies. Show less

    • EXVAi Research

      Jan 2020 - now
      CEO & Co-Founder

      EXVAi Research is a company that develops systematic trading strategies using artificial intelligence.We provide high Sharpe investment solutions to high-net-worth individuals, hedge funds, and family offices.offices.

  • Licenses & Certifications