Guido Beretta
Ronco Scrivia
Profilo professionale
Esperto in strumenti derivati con 15 anni di esperienza nello sviluppo di software per la valutazione del rischio SPAN. Forte capacità di comunicazione grazie a 5 anni all'estero. Competente in Java e design pattern, con un approccio rigoroso e qualitativo ai problemi finanziari.
Panoramica
21
21
anni di esperienza professionale
Esperienza lavorativa
Quantitative Developer
ITSoftware/LIst/ION
Milano, MI
2010.04 - 2026.01
- Analysis, design and development of margin algorithms (from Clearing Houses).
- I - Implementation of very fast (near real time) calculation for SPAN, PRISMA, TIMS, Nasdaq, Mefcom, Strategy algorithms for options.
- II - Studies and software to asses Volatility surfaces and pricing for vanilla options.
- III - Forward curves for metal commodities and metal derivatives (on LME).
- IV - SW in python to evaluate discount margin and yield to Maturity for Canadian bonds.
- Programming languages and software used: JAVA SE, SPRING Boot, MAVEN, AKKA and custom financial libraries (Third party), python
Postecom-Milano
2008.09 - 2010.04
- Development of 'il portale della automobilista' ( The part concerning the medical certificate validation).
- I - Development of the back-end and its database (Using hibernate 3).
- II - Realization of web service for the payment of driving license fares.
- III - Development of the front-end using TAPESTRY
- IT and Telecommunications
- Programming languages and software used: JAVA, Hibernate 3, Spring, Oracle 10g, Tapestry, Eclipse, Netbeans, Glassfish 2.1
Junior Software Analyst and Developer
Assystem-France, Paris
2006.09 - 2008.08
- Analysis, design and development of an application simulating the evolution of a 'foot soldier war scenario'. Software to help with the decision making (navy trajectory, forecasting).
- I - Analysis and Solution of different trajectory problems.
- II - Software for geolocation and to forecast the evolution of a war scenario.
- IT, mainly for Defense sector.
- Programming languages and software used: JAVA, SQL, JDBC, UML, XML, Struts, Eclipse, ORACLE 10g, ClearCase, CVS, SWT, Rhapsody (UML).
Software Analyst and Developer
Selex-Communications, Genova
2005.06 - 2006.09
- Development of an application to simulate a war scenario with all types of unities.
- I - Development of a web Service to allow the access to the database of all unities.
- II - Development of session Bean and entity Beans to CRUD all unities.
- III - Usage of views to improve the performance of accessing the database.
- IV - Usage and configuration of Sun Application Server
- V - Development of JSP Pages to allow the access to the application from a browser.
- IT for Defense and Telecommunications
- Programming languages and software used: JAVA, JSP, HTML, XML, Javascript, SQL, SUN Appl. Server, BEA Appl. Server, Netbeans, ORACLE 10g, YBASE, Visual Source Safe, Sun java Studio Creator.
Istruzione
Master - Physics
Università di Genova
07.2002
Competenze
- Mother Tongue(s): Italian
- Foreign languages: English, French
- Understanding: Listening B2, Reading C1
- Speaking: B2
- Writing: B2
- French: C1
- Communication skills: I lived 5 years abroad and so I learned to relate to people of different nationalities I work with pleasure in a group and I am also independent in the development of the tasks entrusted to me
- Job related skills: In the past 15 years I have developed an excellent knowledge of derivative instruments designing and developing software to evaluate SPAN risk (CME CLEARING), assessing volatility surfaces, pricing options and forward and developing trading strategies I have a strong mathematical background that allows me to face these problems both qualitatively and rigorously
- I use JAVA in all aspects, class design patterns and associated tools to conceive and implement solutions to financial problems
- Main Technical Experience:
- I - Java SE, J2EE, EJB, JMS, JSP, Servlet, Python
- II - Spring framework, HIBERNATE, TAPESTRY
- III - XML, XSD, DTD and related Utils
- IV - WEB SERVICES, AXIS, JAXB, REST
- V - MAVEN and ANT
- VI - UML
- VII - ECLIPSE and INTELLIJ IDEA
- VIII - Design Patterns
Disclaimer
Autorizzo il trattamento dei dati personali ai sensi del D. lgs. 196/03.
Lingue
Inglese
Avanzato
C1
Francese
Esperto
C2
Cronologia
Quantitative Developer
ITSoftware/LIst/ION
2010.04 - 2026.01
Postecom-Milano
2008.09 - 2010.04
Junior Software Analyst and Developer
Assystem-France, Paris
2006.09 - 2008.08
Software Analyst and Developer
Selex-Communications, Genova
2005.06 - 2006.09
Master - Physics
Università di Genova