Lorenzo Sanfilippo, PhD

Geneva, Switzerland | +41 76 817 89 93 | lorenzo.sanfilippo@gmail.com

Summary

C++ and Python engineer working on systems where data, reliability, and decision-making under uncertainty are critical. Experience applying statistical modeling and time-series analysis to noisy signals, alongside developing monitoring and control infrastructure for complex systems. Focus on analyzing system behavior through data-driven methods.

Experience

CERN

Geneva, Switzerland
Applied Physicist Nov 2025 - Apr 2026
  • Develop C++ software used to configure, control, and monitor a high-rate data acquisition system coordinating multiple hardware subsystems in continuous operation.
  • Analyze system behavior using monitoring data to investigate anomalies and performance issues.
  • Diagnose and resolve failures during live system operation by identifying root causes across interacting components, cross-checking independent signals, and applying corrective actions to restore normal behavior.
PhD Researcher Nov 2022 - Oct 2025
  • Developed statistical models to characterize time-dependent instabilities in a high-precision timing distribution system, assessing the impact of environmental and system-level factors.
  • Validated models against observed timing data and applied results to design mitigation strategies.
  • Supervised three students, reviewing code and integrating their work into production systems.
Junior Software Engineer Mar 2021 - May 2022
  • Developed C++ APIs interfacing with FPGA-based hardware for register access, configuration, and control within a distributed data acquisition system.
  • Designed and implemented monitoring tools to collect, process, and analyze system-level data from data acquisition workflows.
  • Built web-based interfaces for real-time visualization and interaction with system state and performance metrics.

Saipem Spa

San Donato Milanese, Italy
Technical Analyst Apr 2018 - Feb 2021
  • Developed and implemented thermodynamic modeling for multi-component combustion systems, including numerical solutions of nonlinear heat-balance equations.
  • Built data-driven models for early-stage plant configuration to estimate equipment size and cost drivers.
  • Analyzed project data to extract engineering and cost insights supporting commercial decisions.
Static Equipment Engineer Jan 2014 - Apr 2018
  • Performed technical bid evaluations and compliance assessments for pressure equipment in EPC projects.
  • Reviewed vendor documentation to ensure conformity with specifications and standards, including ASME and PED.
  • Coordinated interfaces across process, layout, and procurement teams in schedule-driven projects.

CEBI Hi-tech Srl

Cesano Maderno, Italy
Technical Staff Dec 2011 - Jan 2014
  • Worked on technical design and drafting support for heavy-industry equipment fabrication.

Selected projects

Volatility modeling in financial markets (Python)

financial-volatility-modeling
  • Developed a time-series forecasting pipeline for short-term volatility prediction using lagged returns and rolling statistical features.
  • Benchmarked a persistence baseline, Ridge regression, and Random Forest models using chronological holdout and walk-forward evaluation.
  • Persistence-based forecasts remain hard to beat, as strong volatility persistence limits gains from return-based features and reduces improvements from machine learning models.

BTC market data and quoting engine (Python)

btc-market-maker
  • Built a real-time market-making system ingesting multi-exchange order book data from Binance and Coinbase.
  • Reconstructed local order books and estimated fair value from cross-exchange data.
  • Implemented bid-ask quoting with inventory-aware pricing and dynamic sizing.
  • Designed safeguards for quoting under stale or inconsistent data conditions.
  • Sub-second quote updates, approximately 250 ms, in a live data environment.

Statistical modeling and control of timing instabilities (C++, Python)

  • Modeled timing instabilities under controlled perturbations using regression and time-series analysis with parameter estimation and uncertainty quantification.
  • Identified dominant drivers of instability and quantified their contribution through variance decomposition.
  • Designed and validated a feedback stabilization algorithm, PID-based, reducing timing variation from 30 ps to less than or equal to 6 ps peak-to-peak.

Parametric capacity scaling and cost estimation model (Python, PyQt)

  • Derived empirical scaling relationships between plant capacity and equipment size using historical data.
  • Evaluated variance and residuals of scaling relationships to assess extrapolation limits.
  • Implemented an algorithm generating preliminary equipment lists, sizes, and layout drafts from a single capacity input.

Education

PhD in Physics, Ruprecht-Karls-Universitat Heidelberg, Germany

Oct 2025

Testing the high-precision timing distribution for the ATLAS experiment at the HL-LHC

M.Sc. in Physics, University of Milan, Italy

Sep 2022

Development of a monitoring system for the muon trigger of the ATLAS detector

B.Sc. in Physics, University of Milan, Italy

Apr 2018

Implementation of quantum logic gates and quantum computation with trapped-ion systems

Skills

Programming: C++, Python, Bash

Scientific Computing: NumPy, Pandas, SciPy, scikit-learn

Methods: Statistical modeling, regression, time-series analysis, numerical methods, optimization

Tools: Git, CMake, GDB, Grafana

Familiar: Tableau, CI/CD, SQL, Docker

Systems: Hardware-software integration, data acquisition systems, monitoring infrastructure, distributed timing systems, White Rabbit, feedback control

Languages: Italian native, English fluent, French work-proficient

Courses

Financial Markets - Yale University, Coursera

Databases and SQL - Stanford University, edX

Stochastic Processes and Simulation - Kyoto University, edX

International School of Trigger and Data Acquisition - Istanbul University