Luigi Ballabio
About Luigi Ballabio
Luigi Ballabio serves as the Head of Quant Development at Confluence's Milan office and has co-founded QuantLib, where he has been a lead developer since 2000. He holds a Ph.D. in Physics from Uppsala University and has authored notable works in the field of quantitative finance.
Work at Confluence
Luigi Ballabio serves as the Head of Quant Development at Confluence, based in the Milan office. He has held this position since 2019, contributing to the development of quantitative solutions. His role involves overseeing projects and leading a team focused on enhancing financial software capabilities. Ballabio's extensive experience in quantitative development supports Confluence's mission to deliver high-quality financial services.
Previous Experience at StatPro
Prior to his current role, Luigi Ballabio worked at StatPro as the Head of Quant Development from 2016 to 2019. During this time, he managed a team and was responsible for the development of quantitative tools and models. Before that, he served as a Senior Quantitative Developer at StatPro from 2000 to 2016, where he contributed to various projects in quantitative finance.
Education and Expertise
Luigi Ballabio has a strong academic background in Physics. He earned his B.Sc. from Università degli Studi di Milano, studying from 1988 to 1995. He furthered his education at Uppsala University, where he completed his Ph.D. in Physics from 1995 to 2003. His educational foundation supports his expertise in quantitative development and financial modeling.
Contributions to QuantLib
As a co-founder and lead developer of QuantLib since 2000, Luigi Ballabio has played a significant role in the design and implementation of C++ financial libraries. He has also developed support code in Python and C# for various applications, including SRS and Delta. His work has been instrumental in advancing the capabilities of QuantLib as a leading open-source library in quantitative finance.
Authorship in Quantitative Finance
Luigi Ballabio is the author of notable publications in the field of quantitative finance, including 'Implementing QuantLib' and 'QuantLib Python Cookbook'. These works provide insights and guidance on utilizing QuantLib for financial modeling and analysis, contributing to the education of professionals in the finance industry.