Luca Somigli

Tel: +447481561002, email: somigliluca@gmail.com

Github: github.com/lucasomigli
Website: lucasomigli-quant.herokuapp.com
EMPLOYMENT HISTORY
FX Trading Application Support, BNP Paribas, London
Involved in production and development of banking core FX and derivatives pricing software.
October 2021 — Present - System maintenance and configuration for core CIB trading farms
- Maintenance of server connections between traders, algos and pricing services in SOHO
application
- Advising the core development team of necessary bug fixes and enhancements
- Fielding questions from all CIT personnel including traders, marketers, risk managers, and
middle office and keeping them informed of system issues and changes affecting them
- Analysing and resolving production support technical and functional issues
- COR CIB FX Option Pricing Application release management and maintenance
June 2020 — October 2021 MSc Mathematical Finance Student, Birkbeck College of London, London
Mathematical methods, asset classes and derivatives, financial derivatives pricing, forecasting time
series, advanced econometrics, C++ and Python.
Submitted thesis proposal on the development of SABR models and Heston models for derivatives
pricing.

Oct 2018 — June 2020 Junior Software Developer, Aritmos Technology, Rome
- Updating and maintaining client virtual machines hosting on company’s private servers.
- Live streaming technology automation using Python, Flask, MySQL and Amazon AWS for Television
broadcasting clients.
- Moving codebase from C++ core application to full web applications written in Python and interacted with
development of server pipelines on AWS.
- Performed critical bug fixes using TDD and Agile development practices with tight weekly deadlines.

EXTRA-CURRICULAR ACTIVITIES

Sep 2019 — June 2020 Macro-Analyst, London

Working with a team of 5 developers to create a Python based App for monitoring financial data for
country specific economies. The project currently supports charting for financial assets including equities,
indices, ETFs, stocks and Forex. It builds correlation studies and indicators and downloads data in a
preferred format.

January 2018 — Present Retail Financial Trader (Algorithmic and Discretionary) , London

- Trading own capital using ZeroMQ Bridge with Darwinex and running a live script on virtual machine
using Python.
- Trading many different asset classes, commodities and equities, ETFs and options.
- Performing weekly risk management and developing trade ideas using Gaussian probabilistic processes
applied to Wave theory.
- Analysis of implied volatility surfaces using SABR, Heston or stochastic models to identify undervalued
prices in the financial options market.

Sep 2017 — Dec 2017 Fintech Junior Developer, Pillar Project, London

- Contributed to Pillar project’s open-source repository to build a data-safe cryptocurrency wallet.

Reviewed and updated Pillar Wallet's code for the development of ICO.

Sep 2010 — Present Musician, Composer and Educator

- Engaging in music classes to train students to achieve Conservatory examinations in ABRSM, Trinity
and UWL grades and diplomas. Conducted music performance and theory masterclasses and group or one-
to-one sessions with students of all ages.
- Employed at various schools including Archbishop Sumner Music department, CIAC music school,
EducationBox, PianoTeachers and as a sole professional
- Employed for a variety of artistic projects including concerts, arts performances

Programming, Accounting,
SKILLS Linux/Unix, Python, C++, R, Matlab/Octave Risk management,
Automation, Quantitative
Apache Spark, Amazon AWS analysis

EDUCATION
Jan 2020 — Jun 2021 MSc Mathematical Finance, Birkbeck, University of London