Experience

SCAI FINANCE S.R.L.

• Italy
• IT Services and IT Consulting
• 1 - 100 Employee

• Business Analyst

  • Nov 2021 - Present

  Following requirements for data and calculations of a RWA reporting system in an Italian bank for credit and market risk. Regulatory requirements analysis (Capital Requirements Regulation), data scouting. Analysis of CRR / BIS requirements for Liquidity Risk and Operational Risk. Following the implementation of Alteryx data analytics software. Functional analysis and code review of "Dealer Wizard" proprietary software: pricing and bootstrapping methodologies, commodity derivatives pricing, LIBOR transition, CCS curves construction, new features and new products. Requirements for RFR bonds. Coordinated analysis and support with developers. Analysis of requirements for SREP, ICAAP, ILAAP, IRRBB / CSRBB, stress testing for significant and less significant institutions. Functional documentation. Requirements of IAS / IFRS regulation. Support for client's applications in general accounting, analytical accounting, supplier accounting, database operations, development, application migrations (Zucchetti Ad Hoc Enterprise, Zucchetti Ad hoc infinity). Analysis of client internal IT applications: requirements, existing code and specifications. Functional analyst support in a client project extending and integrating a Java application, requirements and use cases. Support in daily issues and analysis for testing. Support in Engage One Designer documentation system. Show less



iason

• Italy
• Banking
• 1 - 100 Employee

• Consultant

  • May 2013 - Mar 2015

  Analyst in the FRE (full revaluation engine) project for the calculation of regulatory capital requirements. Pricing and analysis of derivatives in IR, FX, Equity, Fixed Income and Credit. Regression testing and User Acceptance Testing for new products and methodologies. Implementation and IT development of regulatory models: Basel standardized approach for Market Risk. Problem analysis and solving. Market risk figures analysis and monitoring. Murex use. Analyst in the FRE (full revaluation engine) project for the calculation of regulatory capital requirements. Pricing and analysis of derivatives in IR, FX, Equity, Fixed Income and Credit. Regression testing and User Acceptance Testing for new products and methodologies. Implementation and IT development of regulatory models: Basel standardized approach for Market Risk. Problem analysis and solving. Market risk figures analysis and monitoring. Murex use.



Altran

• France
• Information Technology & Services
• 700 & Above Employee

• Functional Business Analyst

  • Nov 2012 - May 2013

  Functional analyst in the FRE (Full revaluation engine) project for banking risk management. Analysis and maintenance of Market Risk figures production for IR, FX, Equity, Fixed Income and Credit derivatives. Analysis for validation of User Acceptance Tests and Regression testing. Murex use. Functional analyst in the FRE (Full revaluation engine) project for banking risk management. Analysis and maintenance of Market Risk figures production for IR, FX, Equity, Fixed Income and Credit derivatives. Analysis for validation of User Acceptance Tests and Regression testing. Murex use.