Francesco Pozzetti is a Vice President Quantitative Researcher at Deutsche Bank. His primary focus is on cross-asset volatility systematic strategies and options markets. Francesco joined DB in 2024 from a boutique liquid alternatives asset manager and his first project involves FX options markets. He has six years of experience in quantitative analytics and pricing in total, across major asset classes. Francesco complements his research with a strong interest in Artificial Intelligence, Blockchain and emerging technologies and is currently attending a MSc in Computer Science and Machine Learning at Georgia Tech. Francesco holds a MSc Mathematical and Computational Finance and a BSc in Mathematics from the University of Oxford and was awarded a silver medal in the Italian Maths Olympiad.
In this presentation, we’ll cover opportunities in currency options going well beyond volatility carry. FX options markets provide unique opportunities including trades in the correlation and forward start domain which the quant investor can harness systematically while limiting exposure to traditional risks.
Check out the incredible speaker line-up to see who will be joining Francesco.
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