Andrea Catelli
Quantitative Finance student at Politecnico di Milano.
🎓 Education
Politecnico di Milano
M.Sc. in Quantitative Finance – Expected 2025
Selected courses: Financial Engineering; Mathematical Finance II; Econometrics
and Insurance; Algorithms and Parallel Computing; Stochastic Calculus; Stochastic
Dynamical Models; Real and Functional Analysis
Politecnico di Milano
B.Sc. in Mathematical Engineering – 2020 - 2023
Selected courses: Partial Differential Equation; Programming; Mathematical Finance I; Calculus; Business Economics
Universidade Nova de Lisboa
Erasmus Bachelor’s Exchange, Engineering – 2022–2023
Selected Courses: Calculus III, Rational and Continuum Mechanics, Electronics
💼 Work
GSoC 2025: Bayesian Dynamic Factor Models
Extension of PyMC State-space models.
Google Summer of CodeFSI – Fondo Strategico Italiano
Investment Team Intern – Oct–Dec 2024
Supported senior analysts with company profiles and trading comparables. Participated in meetings with entrepreneurs and banks.
🚀 Projects
Lévy-driven OU Process Simulation
Simulation of Ornstein-Uhlenbeck processes with Fast General Monte Carlo methods for energy derivatives.
Structuring & Risk Management
Solved case studies in structured products pricing, credit and interest rate modeling, curve shocks hedging.
Image Classification & Segmentation
Top 20 (out of 160+ teams) in blood cell classification challenge. Used U-Net, DeepLabV3, and EfficientNet.
Asset Management
Implemented asset allocation models: Markowitz, Black-Litterman, Efficient Frontier.
🧰 Past Experience
GoStudent
Private Tutor (2020–2024)
Provided 400+ hours of tutoring in Math, Physics, and Computer Science.
Workaway – Berkeley, California
Au Pair (Jan 2023)
Lived abroad and supported a host family as part of a cultural exchange program.
PianBosco Village
Lifeguard (2019–2022)
Worked during summers at an outdoor swimming pool.