Nahuel Foresta

Quantitative Researcher - Fixed Income at Squarepoint Capital

Nahuel Foresta is a quantitative researcher with extensive experience in model maintenance and algorithm implementation for pricing and risk management of financial instruments, particularly FX options, and development of C++ libraries in collaborative environments. Current position at Squarepoint Capital began in September 2020, following a tenure at BNP Paribas from July 2018 to September 2020. Educationally, Nahuel Foresta holds a PhD in Probability and Stochastic Optimal Control, along with Master's degrees in Mathematical Engineering and General Engineering, and a Bachelor's degree in Mathematical Engineering, all from esteemed institutions including Politecnico di Milano and CentraleSupélec. Additionally, during academic pursuits, Nahuel Foresta contributed as a teaching assistant in probability and statistics, and gained practical insight into industry during an internship at Fratelli Roda S.A.

Links

Previous companies

BNP Paribas logo