Federico Rossi

Technology Leadership Directed all technology functions including infrastructure, data management, cloud services, application development, operations, security, and governance, ensuring alignment with business goals. Electronic Trading & Portfolio Management Managed daily trading for a $60M portfolio, ensuring precise order generation, routing, and trade execution. Monitored exposure, trade values, and risk to align with strategic objectives, processing over 1,000 trades and rebalancing the portfolio every day. Research & Analysis Conducted in-depth analysis of time-series data and participated in strategy research leveraging AI and Genetic Algorithm optimizers to enhance investment strategies and improve portfolio performance. System Development Designed and built a comprehensive internal trading system from scratch using a modular monolith approach. Applied Domain-Driven Design (DDD), SOLID principles, and asynchronous messaging for seamless inter-module communication. Key System Features: Instrument Management: Developed a referential and market data capture system using Bloomberg Data License to support diverse financial instruments. PortfolioManagement: Built systems for real-time portfolio management, valuation, and P&L tracking. Order Management &Risk Compliance: Automated portfolio rebalancing, pre-trade risk checks, and order generation. TradingExecution: Integrated Bloomberg EMSX API for high-volume order routing and execution. Post-TradeProcessing: Streamlined post-trade workflows, including allocation, enrichment, and reconciliation for timely settlement. Contract Management: Managed rolling of futures and forwards, adapting strategies to market and contractual changes.

Trading Operations Manage trade processes for Futures, Equities, and Forex. Ensure efficient execution via EMSX, risk monitoring, and daily portfolio exposure control. Quantitative Research Contribute to research agenda through analysis and continuous improvements in research architecture and data modelling.

Business Analysis Define operational goals by analyzing business processes. Identify and propose solutions for system and process improvements. Assess external systems and maintain comprehensive documentation and specifications. Project Management Oversee diverse projects by setting requirements and milestones, and coordinating resources. Collaborate with IT to ensure adherence to standards and policies. Serve as the primary liaison with external entities, managing costs and contract terms. Led the migration of company infrastructure to Azure Cloud post-acquisition and relocation. Software Development: Technical Lead on the company's fund management system. Supported teams across Risk, Research, Trading, and Data during tool development. Focused on adopting best practices and improving deployment processes using Azure DevOps. Database Administration and Design Manage SQL Server instances, optimize performance, and design data models for various departments. Develop and implement data integration processes with SSIS ETL. Create APIs for external data sources, such as Bloomberg and FactSet. IT Governance and Security Ensure governance aligns with ISO 27001 standards. Contribute to IT audits, organize annual penetration tests and security assessments. Support business continuity planning and ensure compliance with regulations (FINMA, CSSF) and data protection laws (GDPR).