fforner

Quantitative Analyst

My background in cryptocurrency research and trading has refined my expertise in developing 
models for momentum strategies and market analysis. For example, I created a backtesting 
engine for crypto assets that successfully outperformed Bitcoin in 43 out o f 48 months, 
improving overall portfolio returns. My technical expertise and the multiple skill sets learned 
and perfected in my previous employment, including risk management, data discovery, investing 
and trading research, and Qunatmental model building, validate my enthusiasm for quantitative 
research and highlight my ability to work on projects like the one you're promoting, making me 
a strong candidate for this position.  

 

As a Risk Management Associate at Cantor Fitzgerald, I developed a deep understanding of risk 
mitigation, particularly in data validation and real-time market analysis. Additionally, my 
experiences at Fountainhead Asset Management, Anduril Partners and EAS Innovation and 
Consulting allowed me to hone my quantitative research and modelling skills, especially in 
handling large datasets using Python to explore potential investment opportunities on the price 
discovery and for the fundamental side of crypto. 

 


Experience: 6 years

Yearly salary: $90,000

Hourly rate: $35

Nationality: 🇮🇹 Italy

Residency: 🇮🇹 Italy


Experience

Risk Management Associate
Cantor Fitzgerald
2023 - 2024
Reviewed and updated fixed income quotes daily, estimated price attribution to determine trading desk’s markup exposure based on prevailing market conditions. Introduced models to facilitate monitoring. Monitored and reported on VAR and volatility risk management dashboard to strengthen control of equity trading activities and mitigate risk, modernized process using Python and Bloomberg API. Analyzed historical liquidity, and stress risk metrics on a book level with SQL to uncover potential sources of risk and providing actionable insights to enhance risk management strategies. Evaluated real-time market analysis impacting portfolios to safeguard organizational objectives and mitigate financial risks. Volunteered to mentor rotation analysts, assisting with project onboarding and daily activities to ensure smooth integration.
Financial Quant Associate
Fountainhead Asset Management
2022 - 2023
Led research and implementation of a dynamic rebalancing strategy leveraging the CAPE Index to increase returns and personalize client portfolios using Bollinger Bands time series indicator. Built and contracted an automated rebalancing system utilized for management of individual portfolios across 2500 accounts. Managed research initiatives for tax harvesting on a 500 million portfolio to support investment committee. Evaluated diverse investment strategies, including Risk Parity, Equally Weighted Portfolios, and CAPM, to enhance portfolio optimization and risk management techniques.
Junior Quantitative Analysis
Anduril Partners
2021 - 2022
Promoted dashboard for crypto’s on-chain KPI as a combination of multiple data sources operating in Power BI. Initiated correlation analysis between stocks' financial records and hiring, credit card purchases, and web traffic data; conducted and initiated analysis, describing findings to executive office. Collaborated with frontend team on crypto’s investment decision-making to consolidate investment ideas by delivering data-driven insights using Tableau.
Junior Quantitative Trading Strategy
EAS Innovation Consulting
2021 - 2022
Validated in-depth crypto research to formalize a momentum strategy, driving informed trading activities and directly influencing data-backed portfolio decisions, while updating models for improved strategy performance and adaptability. Created a Python-based backtesting engine for crypto trading strategies, enabling testing and validation of portfolio performance by combining long and short positions. Led and automated self-updating web scraping and API integration for historical prices of 500 cryptocurrencies. Optimized trailing stop-loss orders to enhance portfolio drawdown and boost long position returns by three times, implementing a delayed moving average stop-loss order based on price movements. Engineered a Python backend trading system on AWS used by trading desks for executing Coinbase investments.

Skills

analyst
big-data
python
quantitative-trader
sql
trader
english