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Simone Mercuri Location
New York, NY, US
Simone Mercuri Work
Director @ (May 2020 - Present)
Director @ (July 2019 - April 2020)
Vice President @ (September 2015 - May 2019)
Lead Quantitative Analyst @ (October 2013 - March 2015)
Senior Quantitative Analyst @ (June 2012 - October 2013)
Post-doctoral Researcher in Theoretical Physics and Applied Epistemology @ (January 2012 - June 2012)
Post-doctoral Researcher @ (January 2008 - August 2010)
Associate Researcher @ (January 2007 - December 2007)
PhD Student @ (October 2003 - December 2006)
Simone Mercuri Education
PhD Physics - International Relativistic Astrophysics PhD Program
Doctor of Philosophy (Ph.D.) (Theoretical Physics - Relativistic Astrophysics)
2003-2006
University of Rome
Master Degree (Physics)
2003
Simone Mercuri Skills
Quantitative Finance
Fixed Income
Mathematical Modeling
C++
Stochastic Calculus
Monte Carlo Simulation
Numerical Analysis
Applied Mathematics
Theoretical Physics
Partial Differential Equations
Data Analysis
Time Series Analysis
Statistics
LaTeX
Research
Front Office
Test Planning
Risk Based Testing
Financial Analysis
Object Oriented Design
Numerical Simulation
Test Cases
Microsoft Excel
PowerPoint
University Teaching
Gnuplot
Technical Writing
VBA
Numerical Methods
Interest Rate Derivatives
Exotic Interest Rate Derivatives
Physics
Derivatives
Mathematics
CVA/DVA
Credit Risk
OpenMP
American Monte Carlo
Matlab
Business Development
Parts
Science
Securities
Simone Mercuri Summary
Simone Mercuri, based in New York, NY, US, is currently a Director at Tilden Park Capital Management LP. Simone Mercuri brings experience from previous roles at BGC Partners, Wells Fargo Securities and CRISIL Global Research & Analytics. Simone Mercuri holds a 2003 - 2006 Doctor of Philosophy (Ph.D.) in Theoretical Physics - Relativistic Astrophysics @ PhD Physics - International Relativistic Astrophysics PhD Program. With a robust skill set that includes Quantitative Finance, Fixed Income, Mathematical Modeling, C++, Stochastic Calculus and more. Simone Mercuri has 2 emails on RocketReach.
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