I'm Alessandro Sanvito, a Software Engineer at Optiver in Amsterdam. I work in the Data Driven Algorithmic Position Taking team, building data pipelines and trading strategies that directly influence our trading operations.
Before Optiver, I was an AI Research Intern at Mercedes-Benz in Stuttgart, where I worked on 3D human avatar modeling from monocular video using NeRFs and Diffusion Models. That work led to papers at ICCV and IEEE IV.
I hold dual master's degrees from KTH Royal Institute of Technology (ICT Innovation, Data Science) and Politecnico di Milano (Computer Science and Engineering, 110/110 cum laude).
What I work with
At Optiver I build data processing systems in Python, Spark, Polars, and DuckDB, storing data in PostgreSQL and Delta tables. I work closely with quant researchers and traders to implement and tune systematic strategies.
My ML background spans deep learning (PyTorch, TensorFlow) with a focus on computer vision and generative models, plus classical ML with scikit-learn, CatBoost, and XGBoost.