Transforming Complex Challenges into Innovative Solutions with Expertise in Mathematics, AI, and Quantitative Research
Roberto Strepparava is a highly accomplished Scientific Consultant and Quantitative Researcher with over 20 years of experience in higher mathematics, physics, artificial intelligence, and machine learning. He specializes in transforming complex challenges into innovative solutions, leveraging his deep expertise to deliver significant value across various industries.
Roberto's career is marked by the development of best-of-breed models and algorithms that outperform industry standards. He is a professional-level coder proficient in Python, C++, and Java, and has extensive experience with cloud computing platforms like Google Cloud's Vertex AI, BigQuery, TensorFlow, and PyTorch on Tesla GPUs and TPUs.
At CME Group, Roberto serves as a Quant Risk Research Manager, leading risk modeling and prototyping efforts for clearing and post-trade services. He implements advanced financial models and has developed innovative solutions such as TBA Futures modeling as an alternative to traditional prepayment models.
During his tenure at JPMorgan Chase & Co., he was instrumental in designing a Hidden Markov Model for Investment Grade Corporates, surpassing leading market vendors in accuracy compared to TRACE prints. He also created an in-house Factor Model for alpha generation and developed an automated pricing algorithm for Municipal Bonds, generating over $10 million P&L per trader annually.
Roberto's expertise extends to significant scientific contributions. Amid the COVID-19 pandemic, he was one of four JP Morgan Quant Researchers selected to collaborate with The Royal Society's RAMP initiative. His work involved modeling Non-Pharmaceutical Interventions using deterministic and stochastic compartment models, providing critical insights for policy decision-making.
Passionate about education and mentorship, Roberto is a frequent speaker at Columbia University's Master of Mathematics for Finance (MAFN) program. He shares industry insights and advancements in quantitative finance, fostering the next generation of financial mathematicians.
His academic credentials include a Ph.D. in Mathematics from the University of Padua and an M.Sc. in Theoretical Physics with first-class honors from the University of Milan. Fluent in English and Italian, Roberto is dedicated to helping organizations navigate complex challenges through his expertise in scientific consulting, quantitative research, and AI.
Whether it's developing proprietary trading strategies, implementing machine learning algorithms, or mentoring aspiring professionals, Roberto Strepparava is committed to excellence and innovation. He invites collaboration with organizations seeking to harness advanced mathematics and AI to drive success.
Work Terms
Hours of Operation
Weekdays (Monday to Friday):
5:00 PM – 10:00 PM EST
Weekends (Saturday and Sunday):
9:00 AM – 5:00 PM EST
I am typically available during these hours for consultations, project work, and communication. If necessary, I can accommodate urgent requests outside of these times with prior arrangement.
Payment Terms
Long-Term Engagements:
Payment is invoiced on a monthly basis.
Short-Term Engagements:
Payment is invoiced every two weeks (fortnightly).
Very Short Engagements:
Payment is due upon completion of the project.
My services are billed at an hourly rate, which can be negotiated depending on the scope and complexity of the work. I am committed to providing high-quality service and am open to discussing terms that suit both parties.
Preferred Communication
E-mail:
For detailed discussions, project updates, and exchanging documents. I check my e-mail regularly and strive to respond promptly.
Dropbox (or similar platforms):
For sharing data, code, large files, and collaborative documents securely and efficiently.
Text Messages:
Ideal for brief updates, quick questions, or scheduling matters.
Phone Calls:
Preferred for more in-depth conversations, brainstorming sessions, or when a detailed discussion is needed.
Effective communication is essential for successful collaboration. I value transparency and clarity, and I am committed to maintaining open lines of communication throughout our engagement.
Additional Notes
I am flexible and willing to adjust to the communication tools and schedules that best suit my clients' needs.
Confidentiality and data security are of utmost importance; all shared information will be handled with strict confidence.
I am passionate about delivering results and am dedicated to meeting project deadlines and exceeding expectations.
I look forward to the opportunity to work together and contribute to your project's success.