About Me

I am Paolo D’Elia, a young professional working in the finance industry with a strong background in computer science and a passion for quantitative finance. I hold a Master’s degree in Computer Science from the University of Copenhagen, where I focused on probability theory, continuous-time finance, and machine learning applications in hedging strategies. My academic path has always been driven by the intersection of computing, mathematics, and financial markets.

Professionally, I have gained experience at Nordea Markets within the Quantitative Research team as a DevOps Engineer and currently work at Intesa Sanpaolo in the Proprietary Trading division as a Software Engineer. During my free time I contribute directly to QuantLib, the leading open-source C++ library in quantitative finance fixing issues and implementing new functionalities. I enjoy solving complex problems at the crossroads of software engineering and financial modeling, and I am eager to continue building innovative solutions that support trading, risk management, and research in modern finance.