Davide Iavarone

Currently working on the development of a financial library in C# designed to replicate Bloomberg’s bond market analytics, including pricing, yield calculations, and risk measures.

Consultant – Forex Development Team, IMI Division
Intesa Sanpaolo – Feb 2024 to Feb 2025
Developed a C++ integration project to bridge the internal financial library with the broader trading application, transforming data models to enable pricing and analytics workflows. Managed the distributed grid infrastructure for Monte Carlo pricing of structured FX options. Led the implementation of pricing tests to validate both the financial library and the surrounding application code. Worked closely with traders and financial engineers, gaining in-depth knowledge of FX derivatives, quantitative finance, and trading systems.

• Worked in the pricing and commercial support department, contributing to the evaluation process that leads to the approval and application of financing conditions for client dealers. Due to the high volume of repetitive tasks in Excel, I proactively explored and applied VBA scripting and Microsoft Power Automate to streamline and automate complex workflows, even with limited programming knowledge.