Alessandro Greco

After years of building quant tools, pricing models, and AI-powered infrastructure inside some of the world’s most complex financial institutions and exchanges, I’ve launched Sigma Strategy — a consultancy and product studio focused on delivering modern solutions at the intersection of quant finance, AI, and crypto. At Sigma Strategy, I work with banks, trading desks, crypto exchanges, and fintech innovators to help them: -Build and scale quantitative frameworks for derivatives pricing, volatility modeling, and hedging -Design and integrate LLM-driven systems (chatbots, insights engines, signal generators) -Create crypto-native tools and robust tokenomics models tailored for emerging regulation -Translate complex infrastructure into deployable, modular SaaS or internal systems I take on high-impact, deeply technical projects — from prototyping to productization — and collaborate with partners who want strategic, execution-ready solutions across AI, trading, and crypto markets. 🤝 Reach out if you’re building in this space — I’m always open to collaborating or advising.

In charge of the development of Binance Derivative Product Platform (Options, Futures and Strategies): •Leading Crypto Market AI projects •Option Selling Logic •Option Order Price Limits System (Fat Finger Protection) •Volatility Skew Analytic System (Option Trading, Volatility Interpolation Model) •Retail Volatility Interpolation (Interpolation Models) •Crypto Derivative Index Development •Strategy Service Development (FR Arbitrage, Grid, CTA) •Developing AI powered Strategy Platform Optimization •Developed and launched Binance strategy Service DCA Bot (Futures and Spot) •Developed and launched the Binance Volatility Index •Tailored Research on DEX (Perp, Options) •Research on Tokenomics of multiple projects •Development of Tokenized Lending Logic

Responsible for maintaining a fair and orderly market on all the relevant asset classes within the scope of the Euronext Market Derivatives department. Real time market monitoring Option skew adjustment and efficient reaction to any market event using the tools at disposal. I contribute in the company's projects and initiatives based on my experience and knowledge of the markets and the internal systems. Leveraging my professional Financial Markets and Python knowledge • Developed the new Derivatives Pricing software (coding the volatility fitting system and pricing system) applying my Machine Learning (Vol Fitting) and Derivatives (Option Pricing) knowledge • Monitoring of all the Derivatives trading at Euronext (Paris, Amsterdam, Brussels, Dublin, Lisbon, Milan) spanning from Equity Options and Futures to Index Derivatives and Commodities traded on the MATIF segment • Daily settlement of the derivatives products ensuring a their correct pricing and communication to the clearing house • Maintenance of the the correct derivatives pricing throughout the trading day • Coded multiple automation tools to streamline and improve the monitoring efficiency

The Investment Product Manager role at BlackRock allowed me to developed an extensive knowledge of Investment Management. I worked on multiple global projects, involving all the asset classes with various levels of detail, ranging from ad-hoc analyses to overall full-platform assessments. All deeply involving my data analysis and programming knowledge as well as my financial markets knowledge. • Developed, coded, improved and managed a product set wide evaluation tool (using Python, Morningstar, SQL and Tableau) allowing for an increased efficiency for the whole product management function. • Produced ad-hoc deep dive analysis of subsets of the product set (i.e. Multi Asset Strategies) based on several performance metrics (using Excel and Presentation skills) • EMEA Leader for the semiannual global Product Review entailing a fund level review of the newly launched products • Worked on the development of a competitor intelligence dashboard improving the ability to identify potential inefficiencies and points of strength • Developed and co-presented a Sustainability Financial Risk Dashboard as part of the BLK Hackathon 2021. • Worked on the data analysis and development of a pricing database for the delivery of the UK Assessment of Value report, to comply with a new FCA regulation • Managed, organised and delivered tech trainings in SQL to the whole GPG team to further improve the team technical aptitude

Actively managing a virtual capital of 1 Mln Euros among multiple asset classes in fully international teams. Conducting Weekly Macro Outlook reports. Specialised in Fixed Income Investments and trading.

Internship in the Accounting and Controlling Department: Update of Internal financial software. Company projects accounting. Departments performance assessment through use of enterprise management system software. Invoice creation and management.