Click here to download entire curriculum in PDF.
E-mail: marco [dot] costantino [at] advanced-finance [dot] com
Personal website: http://www.costantino.uk
Education
1994-97 PhD in Artificial Intelligence in Finance at the University of Durham, Department of Computer Science, Laboratory for Natural Language Engineering. Field of research: Natural Language Processing in Finance. Thesis: Financial Information Extraction Using Pre-Defined and User-Definable Templates in the Lolita System
1992-93 University of Maastricht, Holland Faculty of Economics and Business Administration ERASMUS exchange student financed by the European Commission
1989-1994 University of Trento Italy, Faculty of Economics and Business Administration. Laurea (equivalent to a four-year B.Sc. plus M.Sc.) in Economics and Business Administration Dissertation in Computer Science: Design and Development of a Hypertextual Glossary. Marks: 103/110 (equivalent to 1st Class)
1985-1989 "Istituto Tecnico Commerciale" of Tione di Trento (Italy). Diploma in Accountancy Main courses: Mathematics, accountancy, economics and banking. Marks: 58/60 - (equivalent to "A" levels - grade A)
Employment
April 2013 - current Advanced Finance - Director
December 2010- April 2013 UBS - Head of Equity Derivatives Desk-Dev group
March 2005-December 2010 Royal Bank of Scotland - Head of equity derivatives quant development
January 2003-March 2005 Royal Bank of Scotland Financial Markets Manager. Responsibilities: Equity, FX, Fixed Income and Credit derivatives analytics.
June 2000-December 2002 JP Morgan Equity Derivatives Trading.
2000-June 2000 JP Morgan Equity Derivatives Trading Market Risk.
Design and implementation of analytical tools for the calculation of equity derivatives historical market data and market risk analysis.
1998-1999 JP Morgan Equity Derivatives Marketing Research.
Re-engineering of the JP Morgan Equity Derivatives volatility surface generator for the production of historical and implied fixed by fixed and relative volatility surfaces of over 1000 underlyings in three different locations (London, Tokyo, New York).
1997-1998 JP Morgan Equity Derivatives risk management.
Responsible for the production, correctness and support of all equity derivatives prices and of the related front-office applications (risk management, delta-gamma sheet, value at risk etc.).
1994-1997 University of Durham, Department of Computer Science.
Part-time teacher in computer science.
Professional Qualifications
2000 Xetra Trader Exam. 2000 Euronext Trader Exam. 2000 Eurex Option Trader Exam. 1998 SFA general representative qualification (including commodities derivatives).
1997-present JP Morgan Securities, London. Courses on pricing models of equity and interest rates derivatives instruments (options, exotic options, futures, swaps and other derivatives).
Relevant Skills
Computing: Operating systems: SunOS, Solaris, HP-UX, Linux (system management), MS-DOS, Windows, OS/2, Macintosh. Languages: C, C++, Java, Basic, Hypertext programming, HTML, Haskell, Sybase
Applications: All the most important kinds of applications including word processing, spreadsheets, statistical packages, neural network packages, graphic processing, internet software, etc.
Languages: Italian: mother tongue English: spoken, read and written fluently. German: spoken, read and written at a good level. I have learned German at school in Italy for 5 years. I attended various courses in Germany since 1983. I attended two courses at the University of Heidelberg in 1993 and 1994. Spanish: spoken, read and written at a basic level. I have attended a one month language course in Spain.
Communication: During my first degree in business administration in Italy and Holland I developed skills in presentation and discussion which I successfully used at important international conferences.
Team-work: I enjoy working with people. My work at JP Morgan is carried out within a team of 5 people and I actively contribute to our team efforts.
Flexibility: I have successfully continued my studies from the area of economics and business administration to computer science. I am acquiring knowledge that has not confined me to one discipline. This has helped me gain different perspectives on important issues. I have lived in Italy, Holland, England, Germany and Spain and I was able to quickly adapt to the different situations and cultures with no problems. I love travelling, meeting new people and learning about new cultures.
Publications
Artificial Intelligence and Natural Language Processing in Finance
Information Extraction in Finance, Marco Costantino, Paolo Coletti, Wit-Press, 2008, ISBN 978-1-84564-146-7
The LOLITA User-Definable Template Interface, Marco Costantino, Journal of Computing and Information Technologhy, Volume 9, No. 1, 2001. PDF
Natural Language Processing and Expert System Techniques for Equity Derivatives Trading: The IE-Expert System, Marco Costantino, International Conference on Information Technology Interfaces, June 15-18 1999, Pula. PDF
IE-Expert: Integrating Natural Language Processing and Expert System Techniques For Real-Time Equity Derivatives Trading, Marco Costantino, The Journal of Computational Intelligence in Finance, Vol.7, No.2, pp.34-52, March 1999. PDF
Natural Language Processing and Information Extraction: Qualitative Analysis of Financial News Articles, Marco Costantino, Richard G. Morgan, Russell J. Collingham, Roberto Garigliano, in Proceedings of the Conference on Computational Intelligence for Financial Engineering (CIFEr '97), New York City, March 23-25, 1997. PDF
Financial Information Extraction using predefined and user definable Templates in the LOLITA system, Marco Costantino, PhD Thesis at University of Durham, 1997. PDF
Financial Information Extraction using pre-defined and user-definable Templates in the LOLITA System, Marco Costantino, Richard G. Morgan, Russell J. Collingham, CIT - Journal of Computing and Information Technology, Vol. 4, No. 4, December 1996, pages 241-255. PDF
Qualitative Information in Finance: Natural Language Processing and Information Extraction, Marco Costantino, Russell J. Collingham, Richard G. Morgan, in NeuroVe$t Journal, Vol. 4 No. 6, November 1996. PDF
Financial Information Extraction at the University of Durham, Marco Costantino, Russell J. Collingham, Richard G. Morgan, in Proceedings of the II International Meeting of Artificial Intelligence in Accounting, Finance and Tax , 27-28 September 1996, Huelva, Spain. PDF
Natural Language Processing in Finance, Marco Costantino, Russell J. Collingham, Richard G. Morgan, in The Magazine of Artificial Intelligence in Finance, Vol.2, No.4, January 1996. PDF
Information extraction in the LOLITA System using templates from financial news articles, Marco Costantino, Russell J. Collingham, Richarg G. Morgan, in Proceedings of the 18th International on Information Technology Interfaces, June 18-21 2006, Pula. PDF
University of Durham: Description of the LOLITA system used in MUC-6, Richard G. Morgan, Roberto Garigliano, P. Callaghan, S. Poria, M. Smith, A. Urbanowicz, Russel J. Collingham, Marco Costantino , C. Cooper and the LOLITA Group, in Proceedings of the Message Understanding Conference (MUC-6), 1995. PDF
Multimedia and hypertextual environments
Multi-user Hypertextual Didactic Glossaries, Luigi Colazzo and Marco Costantino, to appear in the Journal of Artificial Intelligence in Education, 1999.
Improving Hypermedia applications using Natural Language Processing techniques, Luigi Colazzo and Marco Costantino, in Proceedings of International Conference on Computational Intelligence and Multimedia Applications, February 10-12, 1997, Gold Coast, Australia
Using multi-user hypertextual glossaries in multimedia-based learning, Luigi Colazzo and Marco Costantino, in Proceedings of the European Conference on Artificial Intelligence in Education 1996, September 30 - October 2, 1996, Lisbon. PDF
Introducing hypertextual glossaries in a multi-user didactic environment, Luigi Colazzo and Marco Costantino, in proceedings of ITI'96, June 18-21, Pula. PDF
From Traditional to Electronic Glossaries in a Didactic Hypertextual Environment, Luigi Colazzo and Marco Costantino, In Proceedings of the UK Toolbook User Conference 95, Bristol, November 1995. PDF
Glossari in Ambienti Didattici Ipertestuali, Luigi Colazzo and Marco Costantino. In Proceedings of AICA '95, Cagliari, September 1995, in Italian. PDF
Costruzione di un Glossario Ipertestuale, Marco Costantino, Master degree thesis at University of Trento, Italy, 1995. PDF
Introducing dictionaries in a hypertextual environment, Marco Costantino and Luigi Colazzo, First International Toolbook Virtual Conference - ITVC '96
References
Available upon request