A Few Essentials About Me

My name is Giulio Caputi, I am years old and currently a Quantitative Researcher Intern at the hedge fund Point72 in London, where I develop alpha signals and design trading strategies.

Right before this, I completed all of my academic requirements for the MSc in Statistical Science at the University of Oxford, where I built a strong foundation in both theoretical and applied statistics. I am currently waiting for graduation and final grade release. I performed research at the intersection of statistics and finance, writing a Dissertation where I designed machine learning algorithms to forecast stock volatility and build optimal trading strategies using options.

Prior to that, I graduated Cum Laude with a BSc in Computer Science and Economics from Bocconi University in Milan, Italy. The program included numerous courses in mathematics, statistics, computer science and machine learning, as well quantitative-oriented economics courses such as econometrics and game theory. I also spent a semester at Georgia Tech, earning a 4.0/4.0 GPA.

During the three years of my bachelor’s, I completed two internships. At Amazon’s European headquarters in Luxembourg, I worked for six months as a Business Intelligence Engineer, applying Bayesian Optimisation to improve database performance, a project that later became my undergraduate thesis. I also interned at Deloitte in Milan as a Cybersecurity Analyst for three months. Both internships overlapped with my bachelor’s term time, which posed some difficulties.

Beyond academics and work, I co-founded Bocconi Students for Machine Learning (BSML) with some of my closest friends and served as its President. As the university’s first machine learning association, BSML evolved into a project incubator and community, fostering research (including my own work in network science), hosting hackathons, and launching a mentorship program. As a mentor, I support students in applications to graduate school and quantitative finance through dedicated one-to-one sessions.

Regarding other interests, I hit the gym 4x/week for strength and hypertrophy training and I listen to plenty of music (mainly trap/rap, lo-fi, and contemporary classical, but I periodically explore new genres). I also love creating websites (giuliocaputi.com is the one I’m proudest of), and solving both logical and mathematical riddles (something I discovered while preparing for interviews). In high school I created a fully automated print-on-demand online shop, and I occasionally still make some sells. Lastly, I like reading books (mostly non-fiction, occasionally a novel).