Biography
Julio holds a Master’s degree in Applied Mathematics with a focus on Stochastic Processes and completed an Executive Program in Quantitative Finance at MIP Politecnico di Milano. Since 2021, he has been working at iason, where he focuses on developing applications and technical solutions for risk management, with particular attention to the remediation of derivative pricing mappings to ensure consistency with risk models and methodologies. He previously contributed to the testing of models and methodologies for market, counterparty, and xVA risk, and to the analysis of related metrics. He also supports governance and stress testing processes, combining quantitative insight and programming skills to deliver tailored, client-focused solutions.