Vittorio Iacovoni Financial Technology & Analytics | Banking & Finance
Student Representative

Projects

Academic and personal projects in asset management, derivatives, investment banking, risk management, data science and fintech, grouped by where they were developed.

LIUC – M.Sc. in Economics, Management & Governance

major in Banking & Finance · 2025 – 2027
  • 01

    Institutional Portfolio Optimization

    Efficient frontier and five allocation criteria on 25 EuroStoxx 50 stocks, with the final choice driven by VaR.

    Course: Asset Management · Python, Jupyter, Excel
    Asset Management
  • 02

    Pricing & Hedging Toolkit: Fixed Income and Derivatives

    Four Excel models on Bloomberg data: government bonds, yield curve, futures, FRAs and swaps, options and strategies.

    Course: Derivatives · Advanced Excel, Bloomberg Terminal
    Derivatives
  • 03

    Actively Managed Simulated Fund on the S&P 100

    Active management of a simulated $100 million fund: stock picking, active positions and performance reporting.

    Course: Asset Management, lab · Excel, market data and quarterly company reports
    Asset Management
  • 04

    Investment Banking: Loan Pricing and the MPS–Mediobanca Exchange Offer

    Risk-adjusted loan pricing, analysis of MPS’s exchange offer for Mediobanca and conversion of savings shares.

    Course: Investment Banking · Excel, Bloomberg, Chatham Financial and Damodaran data
    Investment Banking
  • 05

    Bank Risk Management: VaR, IFRS 9 and ALM

    VaR limits for two FX desks, IFRS 9 treatment of a bond, sale of non-performing loans and interest rate risk.

    Course: Economics of Financial Intermediaries · Excel, FX data from the Pacific Exchange Rate Service, ECB data
    Risk Management
  • 06

    Capitol Trades Analyzer: Alternative Data Web App

    Web app that collects and analyzes stock trades disclosed by members of the US Congress.

    Course: Python and Bloomberg · Python, Flask, pandas, BeautifulSoup, yfinance, matplotlib, Parquet, HTML and CSS
    Fintech

Stevens Institute of Technology

M.S. in Financial Technology & Analytics · 2026 – 2027

LIUC – B.Sc. in Business Economics

Business Administration and Finance track · 2022 – 2025

Personal projects

built independently or for competitions
  • 09

    Quantitative Strategy on Vanguard ETFs

    Algorithm for a simulated $250,000 portfolio of Vanguard ETFs, in a Fox School of Business competition.

    Python, Excel, Bloomberg data
    Quant
  • 10

    Multi-Asset Quant Engine Prototype

    Multi-factor stock screener with news sentiment, a macro module and backtesting of trend-following strategies.

    Python, FastAPI, pandas, NumPy, yfinance, Hugging Face Transformers, HTML and JavaScript
    Quant
  • 11

    FX Options Pricing & Volatility Modeling

    FX option pricing, volatility smile and zero-cost collars, following Bloomberg terminal conventions.

    Python, Excel
    Derivatives
  • 12

    Quantitative Trading Curriculum

    Self-directed curriculum to build the core tools of quantitative finance from scratch, from price models to backtesting.

    Python
    Quant
  • 13

    AI Applied to Wealth Management

    Excel model that uses AI to profile the client, propose an asset allocation and manage its risk.

    AI models, Excel
    Wealth Management

Other work

in brief
  • ·

    Equity research on several listed companies

    Equity research and company valuation

  • ·

    Business plan for an open banking fintech startup

    Fintech, payments and PSD2 regulation

    Course: Fintech, AI and Digital Payments
  • ·

    Analysis of a private equity acquisition

    Private equity and private markets

  • ·

    Rebalancing a client portfolio

    Wealth management

    Course: Wealth Management
    Excel
  • ·

    Relational database design and SQL queries

    Database design and data analysis

    Course: Financial Lab: Practical Aspects of Database Design (Stevens)
    PostgreSQL, SQL
  • ·

    Optimization models and decision trees

    Business analytics and operations research

    Course: Principles of Business Analytics
    Excel Solver, R
  • ·

    Statistical analysis of a European social survey

    Inferential statistics and regression

    Course: Statistics, Business Economics
    R

Educational projects. Any results are hypothetical, based on historical or simulated data, and are not indicative of future returns. Nothing on these pages constitutes investment advice or a solicitation to invest.