I'm Alessandro Sanvito, a Software Engineer at Optiver in Amsterdam, where I work in the Data Driven Algorithmic Position Taking team. I specialize in developing data pipelines and trading strategies for systematic trading, combining software engineering expertise with quantitative finance knowledge to create impactful solutions.

My Journey

My professional path has been driven by a passion for technology and innovation, leading me through various exciting roles in software engineering and artificial intelligence. Currently, I'm making my mark at Optiver in Amsterdam, where I'm part of the Data Driven Algorithmic Position Taking team. Here, I'm combining my expertise in software engineering with quantitative finance to develop sophisticated data pipelines and trading strategies that directly impact our trading operations. My work at Optiver involves creating robust data processing systems using modern technologies like Python, Spark, Polars, and DuckDB. I focus on building efficient data storage solutions with PostgreSQL and Delta tables, while working closely with quantitative researchers and traders to implement and optimize systematic trading strategies. This role allows me to blend technical expertise with business impact, as our solutions directly contribute to the desk's performance. Before joining Optiver, I had the incredible opportunity to work as an AI Research Intern at Mercedes-Benz, where I was part of the AI-SEE Project in Stuttgart. This experience was transformative, as I delved into cutting-edge research on 3D human avatar modeling from monocular video data. I designed and implemented innovative generative neural models, including NeRFs and Diffusion Models, pushing the boundaries of what's possible in computer vision. Our team's work was recognized with a publication at the prestigious International Conference on Computer Vision (ICCV), marking a significant milestone in my research career.
Alessandro Sanvito

Education and Growth

My academic journey has been equally enriching. I pursued dual master’s degrees at two prestigious institutions: KTH Royal Institute of Technology and Polytechnic University of Milan. At KTH, I focused on ICT Innovation with a specialization in Data Science, achieving an excellent grade while implementing various neural network architectures and reproducing data mining research papers. Simultaneously, at Politecnico di Milano, I completed my MSc in Computer Science and Engineering with the highest honors (110/110 cum laude), where I developed a winning solution for the RecSys Challenge 2021 and built sophisticated recommender systems.

My undergraduate studies at Polytechnic University of Milan laid the foundation for my technical expertise. I graduated with a 109/110 in Engineering of Computing Systems, where I gained hands-on experience in software development through projects like implementing a cardboard game in Java and creating a performance-oriented graph manipulation tool in C.

Technical Expertise

Throughout my journey, I’ve developed a comprehensive skill set that spans multiple domains. In programming and development, I’m proficient in Python and SQL for data processing, Java and C++ for high-performance applications, and have extensive experience with distributed systems and parallel computing. My expertise in data processing includes working with big data technologies like Spark, Polars, and DuckDB, as well as databases such as PostgreSQL and Delta Lake.

In the realm of machine learning and AI, I’ve worked extensively with deep learning frameworks like PyTorch and TensorFlow, focusing on computer vision and 3D modeling. My experience with generative AI, particularly NeRFs and Diffusion Models, has been instrumental in my research work. I’m also well-versed in classical machine learning using tools like scikit-learn, Catboost, and XGBoost.

My technical toolkit is complemented by proficiency in essential tools and technologies, including Git for version control, Docker for containerization, Linux operating systems, and modern CI/CD practices with comprehensive testing using pytest.

Let’s Connect

I’m always excited to connect with fellow professionals and explore new opportunities for collaboration. Whether you’re interested in discussing technology, potential projects, or just want to learn more about my journey, I’d love to hear from you. Feel free to check out my CV for a detailed overview of my experience and skills.

Let’s connect and explore how we can create something extraordinary together.