Experience

Astorg

• Luxembourg
• Financial Services
• 100 - 200 Employee

• Risk Management Officer

  • Oct 2021 - Present

  • Assessing compliance of the portfolio managers recommendations towards the AIF’s risk profile, risk limits and investment restrictions • Risk-adjusted analysis of buy-side due diligence in the Software, Healthcare, Business Services and Industrial Manufacturing sectors and issuance of a Risk Opinion to the Investment Committee and Board of Managers as research synthesis • Regular monitoring and reporting of all business, financial and regulatory risks of the AIF's underlying portfolio companies • Producing quarterly Risk Reports to the Executive Committee and Board of Managers • Fully operationalized the AIFM's Liquidity Risk Policy in Python to assess and monitor the exposure of AIF’s employing leverage • Took an object-oriented programming approach in Python to fully implement and automatize the AIFM's Market Risk Stress Test Framework • Implemented a Telework Risk Analysis and monitoring plan for the AIFM, as per Circular 21/769 Show less



Allianz Luxembourg

• Luxembourg
• Insurance
• 1 - 100 Employee

• University Academic Internship: Quantitative Risk Analyst

  • Apr 2021 - Sep 2021

  • Automated product-wise spread calculations for the Liability structure in Python • Migrated the internal C++ written Asset Liability Interaction Management simulation model through data transformation of the Group’s portfolio in Python • Served as a communication point between the CRO and CAO on aspects of regulatory reporting • Drafted and finalized the entity’s yearly Own Risk and Solvency Assessment report alongside the Chief Risk Officer • Consolidated insurance market studies and performance metrics for the Risk Committee Show less