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Gabriele Pompa

I am currently a consultant at ARPM - Advanced Risk and Portfolio Management and previously a trading intern at the Fixed Income trading desk of MPS Capital Services.

I obtained the Ph.D. in Computer, Decision and System Science (curriculum: Management Science) at IMT Lucca School for Advanced Studies under the supervision of Prof. Roberto Renò. Title of the thesis: "Deterministic Shift Extension of Affine Models for Variance Derivatives"

I obtained my M.Sc. cum laude in Theoretical Physics at the University of Rome "La Sapienza", Rome, Italy.

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