Claudio Rinaldi
About Claudio Rinaldi
Claudio Rinaldi is a Senior Quantitative Developer with extensive experience in financial mathematics and counterparty credit risk. He has held various roles at prominent financial institutions, including Barclays Investment Bank and Citi, and currently works at Squarepoint Capital in London.
Current Role at Squarepoint Capital
Claudio Rinaldi currently serves as a Senior Quantitative Developer at Squarepoint Capital, a position he has held since 2023. In this role, he applies his extensive knowledge in quantitative analysis and financial mathematics to develop and implement sophisticated models. His work contributes to the firm's strategies in financial markets, focusing on counterparty credit risk and data analysis.
Previous Experience at Barclays Investment Bank
Claudio Rinaldi worked at Barclays Investment Bank for a total of five years, holding multiple positions. He served as a Senior Quantitative Developer and team lead in QA CCR from 2016 to 2021. Prior to that, he was a Quantitative Analyst in Exposure Analytics from 2012 to 2016. His responsibilities included leading quantitative development projects and enhancing exposure analytics methodologies.
Career Background in Financial Services
Claudio Rinaldi has a diverse background in financial services, having worked at several prominent institutions. He was a Quantitative Analyst at Citi from 2009 to 2012, where he focused on counterparty credit risk and interest rate derivatives. He also held positions at NatWest Group and Lehman Brothers, gaining expertise in quantitative development and financial mathematics.
Educational Qualifications
Claudio Rinaldi holds a Master of Science in Financial Engineering from Birkbeck, University of London, which he completed from 2003 to 2004. He also studied Computer Engineering at Politecnico di Milano from 1990 to 1997. Additionally, he earned a diploma in Computer Science from I.T.I.S. P. Paleocapa between 1985 and 1990. His educational background supports his proficiency in quantitative analysis and software development.
Technical Skills and Expertise
Claudio Rinaldi possesses strong technical skills in programming languages and quantitative methods. He is proficient in Python and its data analysis libraries, including numpy and pandas. He has expertise in C++11/14 and Boost libraries, Monte Carlo simulations, and scenario generation. His capabilities extend to backtesting and optimization techniques, as well as producing technical documentation using LaTeX.