A Few Essentials About Me

Hi, I’m Giulio Caputi, I was born in Rome, Italy, and am years old. I work as a Quantitative Researcher Intern at the hedge fund Point72 in London, where I turn raw data into fully automated trading strategies (the fun kind: the ones that run without me).

Right before that, I obtained a Master of Science in Statistics at the University of Oxford. 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 options trading strategies. In other words, I tried to predict how unpredictable things would be.

Before Oxford, I graduated Cum Laude with a Bachelor in Computer Science and Economics from Bocconi University in Milan, Italy. The curriculum ranged from math/stats/ML to some econ (micro, macro, econometrics, game theory). I also spent a semester at Georgia Tech.

During the three years of my bachelor’s I completed two internships (largely overlapping with term time, which was a lifestyle choice I won’t defend). At Amazon’s European HQ in Luxembourg, I worked for 6 months as a Business Intelligence Engineer. Before that, I interned at Deloitte in Milan as a Cybersecurity Analyst. However, we quickly agreed it wasn’t a long-term relationship: it was meant to be six months, but I quit after three.

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, hosting hackathons, and launching a mentorship program. As a mentor, I still support students in applications to graduate school and quantitative finance.

Regarding other interests, I hit the gym 4x/week and listen to plenty of music (mainly trap/rap, lo-fi, and contemporary classical, with occasional genre detours). I like to play poker, and I have a soft spot for prediction-market websites, where I like to convince myself my bets are extremely rational and quantitative, although sometimes they’re just vibes. I also enjoy building websites (this one is a good example), and solving logic/maths riddles (a hobby I picked up while preparing for interviews). In high school I built a fully automated print-on-demand online shop, and I occasionally still make some sales (not more than once per month). Lastly, I like to pretend I read.