Paolo Caressa

Paolo Caressa: vita


Personal data

Generalities I was born in Rome in December 1969, my citizenship is Italian and I am married.
Military Service I accomplished my liability for the Civil Service (alternative for a military service) as a conscientious objector of the Red Cross in Viterbo (I worked on ambulances), from May 31, 1995 to May 31, 1996.
Natural languages Italian (mother tongue), English (spoken, read, written), Spanish (spoken, read), French (read), German (just a little bit).
Programming languages C (ANSI 89/99 proficient, Win32), C++, C#, Java, Fortran 90, Python, HTML, PHP, Maple, Matlab, LaTeX, TeX; I program(med) also with Basic, Forth (83 e FIG), Fortran 77, Javascript, Lisp, Maple, Mathematica, Modula-2, Pascal, PLSQL, SQL, XML.
Operative Systems Windows 9*/200*/NT, UNIX (SUN, AIX, FreeBSD, Linux); Tools: Intel compilers, Intel MKL, Intel IMSL, Maple, Matlab, MS Visual Studio, MS Office, Murex, and on UNIX environments: Eclipse, cvs, doxygen, emacs and several compilers.


Dottorato di Ricerca (Ph.D.) in Mathematics held in 2001 at Dipartimento di Matematica U.Dini, Università di Firenze with thesis Saggio sulla geometria delle parentesi di Poisson (Essay on the Geometry of Poisson Brackets) advised by Prof. Paolo de Bartolomeis.
Summer School on Noncommutative Geometry and Applications, Monsaraz and Lisboa (Portugal), September 1-10, 1997.
Summer school Quantum Cohomology (CIME 1997), Cetraro (Italy), June 30 - July 8, 1997.
European School of Group Theory (1996 session), in Schloss Hirschberg (Germany), September 2-14, 1996.
Laurea in Mathematics (BS+MS) held in 1994 (summa cum laude) at University of Roma La Sapienza with thesis Strutture di Poisson su algebre associative e gruppi di Lie (Poisson Structures on Associative Algebras and Lie Groups) advised by prof. Claudio Procesi.
Maturità scientifica (high school title) held in 1988 with full marks at B.Russell Lyceum, Rome.

Research and Professonal Positions

2009-Now Full-time permanent position at Codin s.p.a. as ICT Project Manager.
2008-2009 Full-time permanent position at Risk Manager of Unicredit (Milan).
2005-2008 Full-time permanent position at Quantitative Finance of Unicredit (formerly in Capitalia, Rome) as mathematician (IR and Equity models) and developer (C/C++, C#, Matlab, and Murex 2000 API).
2005 Senior consultant at Quantitative Finance of Capitalia (Rome) both for the mathematical and the software development part, aimed at the customization of both Front and Middle Office environments and at the managment and reevaluation of exotic derivatives on equities and interest rates (software development in C, C#, Matlab and Murex API).
2004-2005 Senior consultat at ISINET (Rome) involved in the development of some projects concerning the design and implementation of distributed sotfware architectures: in particular I worked to the design, the documentation and the implementation supervision of software modules and prototypes. Moreover, I have been consultant aimed at monitoring and fixing security of informative systems (public administrations).
2001-2004 Temporary research position (assegno di ricerca) at Dipartimento di Matematica Applicata G.Sansone, University of Florence, since 2001. Research Topics: symplectic geometry.
2003 I was involved (2003) with EngiWeb to the development of a mobile game, designing and developing the animation engine, and a prototype in Java.
2001 I worked in 2001 (as temporary researcher and developer) for the Research and Development Laboratory of the Engineering (Rome) in the project and implementation of a classifying system for the analysis of text documents: I implemented in ANSI C a classification module based upon the Rocchio algorithm (to be used in performance comparing tests), and I projected and implemented a more effective text categorization system, not depending on the language of the texts, using statistical and geometric techniques. I released the application both as executable files and as dll to be integrated in other programs.
2000-2001 Temporary research positions at Dipartimento di Matematica, University of Rome II Tor Vergata. Research Topic: Geometry.
2000-2001 Temporary teaching positions at University of Rome La Sapienza (faculties of di Engineering and Statistics, 2000-2001) and Rome III (faculty of Architecture, 2000-2001).
Temporary teaching position at University of Rome Tor Vergata.
1996 Temporary teaching position at Istituto Nazionale di Alta Matematica (INDAM, Rome).
1995-2000 Ph.D. at Dipartimento di Matematica U.Dini of the University of Florence, 1995-2001 (interrupted between 1995 and 1996 to accomplish my liability for the military service).


Research and Professional Interests

Mathematics - Mathematical models of finance, and stochastic finance.
- Foliations with complex leaves on real tori, and in their moduli spaces.
- Poisson Geometry and applications, symplectic and complex structures on differentiable manifolds and Lie groups.
- History of Mathematics.
Computer Science - Developing of C projects, Machine learning and applications to text categorization.
- Design and development of software architectures.
- ICT security: digital signature, etc.


Franco Tricerri Prize for thesis in differential geometry, awarded during the XV congress of U.M.I. (Italian Mathematical Society), in September 1995.

Main Conferences

Main Invited talks

Publications and preprint

Teaching Experience

Other Interests