Francesco PozzettiQuantitative Energy Structurer at AlpiqSpeaker
Profile
Francesco Pozzetti is a Quantitative Energy Structurer at Alpiq, specialising in modelling and trading of complex derivatives across European power and gas markets. Prior to joining Alpiq, Francesco was a Vice President in QIS Research at Deutsche Bank, where he focused on systematic cross-asset volatility strategies, options markets and relative-value research, with particular emphasis on FX markets. He has over seven years of experience in quantitative research, derivatives pricing and financial modelling across major asset classes.
Alongside his professional work, Francesco has a strong interest in artificial intelligence, machine learning, blockchain and emerging technologies. He is currently pursuing MSc in Computer Science at Georgia Tech, with a focus on machine learning. Francesco holds an MSc in Mathematical and Computational Finance and a BSc in Mathematics from the University of Oxford. He was also awarded a silver medal at the Italian Mathematical Olympiad.
Agenda Sessions
FX Options relative value
, 18:10View Session
