Gianluca Ziglio
About Gianluca Ziglio
Gianluca Ziglio is a Senior Research Analyst at Russell Investments, with a strong background in fixed income and quantitative analysis. He has held various positions in prominent financial institutions and has extensive academic qualifications in economics and finance.
Current Role at Russell Investments
Gianluca Ziglio serves as a Senior Research Analyst at Russell Investments, a position he has held since 2021. In this role, he conducts quantitative research focused on micro, quantitative, and relative value market drivers. His responsibilities include analyzing supply and cash-flow projections and market duration. He regularly provides insights and commentaries on significant market developments to major financial newswires and specialized media.
Previous Experience at Sunrise Brokers LLP
Prior to his current role, Gianluca Ziglio worked at Sunrise Brokers LLP as a Fixed Income Strategist from 2013 to 2016. During his three years in this position, he was based in London and contributed to the firm's fixed income strategies.
Background in Financial Services
Gianluca Ziglio has a diverse background in financial services, having held various roles in prominent firms. He worked at UBS as a European Rates Strategist from 2010 to 2013 and at Continuum Economics as a Senior Fixed Income Analyst/Strategist from 2017 to 2019. His experience also includes positions at WestLB as a Relative Value Strategist and Quantitative Analyst, and at Goldman Sachs in Money Markets & Repo Trading.
Education and Academic Qualifications
Gianluca Ziglio has a strong academic background in economics and finance. He studied at Università Commerciale 'Luigi Bocconi', earning a Laurea in Economics and Finance, Banking. He also completed an MSc in Mathematical Trading and Finance at Cass Business School. Additionally, he studied at Harvard University, focusing on Capital Markets & Derivatives, and attended the London School of Economics for Finance and Securities Markets.
Quantitative Research and Technical Skills
Gianluca Ziglio possesses extensive experience in quantitative research, particularly in developing models for statistical arbitrage and relative value pricing. He utilizes econometric techniques, including principal component analysis, for portfolio construction and yield curve modeling. He is proficient in Bloomberg's BLPAPI/SDK controls and has skills in object-oriented coding in VBA for Excel and SQL for MS Access.