Field of Expertise
Quantum computing and data science
Expertise
Giuseppe Colucci (PhD) is an expert in financial risk models, optimization algorithms and quantum computing, currently active in publishing papers on applications of quantum computing to business applications. He is a senior ALM specialist at de Volksbank N.V. and owner at Quantum Quants, a consultancy company for quantum applications to business, with emphasis on optimization problems. At Quantum Quants, he develops prototype implementations of algorithms and optimization models in several quantum platforms (D-Wave, IBM Qiskit, AWS Braket, Google Cirq, Pennylane, Forest SDK, etc.). He further provides a full range of advisory services, including courses and workshops on quantum computing applications, feasibility studies and innovation strategy assessments. In his role at de Volksbank, he takes care of the IRRBB hedging strategy, behavioral models and balance sheet optimization. Before the current roles, he worked at Rabobank as quantitative analyst for the model validation department, focusing on market risk, counterparty credit risk, ALM (asset-liability management) and credit risk (US ALLL); and at UL Transaction Security as software engineer, focusing on Host-to-Host and Terminal-to-Host communication security. In his career, he developed software in python, C, C#, Java, and also acquired knowledge of web based frameworks (e.g., knowledge of JavaScript, Django, Flask, Docker, etc.). He is familiar with largest banking frameworks (QRM, Bancware, Murex). He also developed a fully automated python solution for algorithmic trading of cryptocurrencies.