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Fabio Martinetti began their work experience in 2020 as a Quant Research Intern at Robeco, where they conducted research on trend strategies within the Quant Allocation team. Fabio then transitioned to the role of Quantitative Researcher at the same company later in the year.

Fabio Martinetti's education history is as follows:

Fabio Martinetti completed their Master of Actuarial and Financial Engineering at KU Leuven starting in 2020. Prior to that, they obtained their Master's degree in Quantitative Finance and Insurance from Università degli Studi di Torino, which they pursued from 2018 to 2021. During this time, they achieved a GPA of 29.6/30. Before pursuing their master's, Fabio Martinetti completed their Bachelor's degree in Business Economics, Banking, Insurance, and Securities Market from Università degli Studi di Torino, which they obtained from 2015 to 2018. Additionally, they earned their High School Diploma from Liceo Scientifico A. Gramsci between 2010 and 2015.

Furthermore, Fabio Martinetti obtained several certifications to enhance their skills. Fabio completed the courses "Improving Deep Neural Networks: Hyperparameter Tuning, Regularization and Optimization," "Neural Networks and Deep Learning," "Machine Learning," and "Version Control with Git" through Coursera in 2021. In 2020, they participated in the "Python and Machine Learning for Asset Management" course provided by Coursera. Fabio also attended the "Advanced Risk and Portfolio Management bootcamp" organized by Advanced Risk and Portfolio Management in 2020. In 2018, they received the "Datastream Certification" from Thomson Reuters and completed the "Algorithmic trading" course offered by Udemy.