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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Matteo Rolle
Head of Crossmarket Trading at Banca Sella Holding
Speaker

Profile

After finishing my MSC in physics I worked 3 years and a half in equity derivatives Algo Trading in Italy and then moved to London. After a short experience as a quant in option market making I ended up in Lloyds where I spent 8 years of my career.

In Lloyds I started as a CVA/FVA quantitative researcher during and after two years went back to trading, specializing in Capital and Collateral Optimistation and then ending up heading the XVA, Capital and Collateral team in my last two year at Lloyds.

In mid 2020 I went back to Italy to start a cross asset class buy-side trading desk in Banca Sella Holding and leading the effort for Machine Learning in Financial Market there.