Samuele Marafin

Dr. Marafin works as a quantitative analyst (quant) in model validation for pricing derivatives across various asset classes such as equity, forex, commodity derivatives. His role involves several key activities: 1) identifying model assumptions, 2) validating model accuracy, 3) mitigating financial model risk, 4) prototyping financial engineering libraries, and 5) testing vendor libraries.

In addition to these technical activities, Dr. Marafin brings experience from the asset management industry, where he specializes in portfolio optimization and risk management. He works closely with portfolio managers, quant analysts, software engineers, and quant developers to identify key financial market risk factors, implement solutions, and optimize trading strategies to enhance portfolio performance and mitigate risk. Additionally, he has showcased his expertise through lectures and presentations at a variety of prestigious academic and industry conferences.

Dr. Marafin’s educational background started with a Bachelor's degree in Economics from Cà Foscari University. Following this, he pursued a second-level International Master's degree in Economics, Finance, and Data Science at Venice International University. Dr. Marafin further advanced his expertise in quantitative finance by earning the Certificate in Quantitative Finance (CQF), a program founded by Paul Wilmott and delivered by Fitch Learning. Additionally, he achieved a Certificate in Applied Data Science, focusing on Leveraging AI for Effective Decision Making, awarded by the prestigious Massachusetts Institute of Technology (MIT).