Carlo L.
Sr. Risk Management Consultant at IKBrokers- Claim this Profile
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English Native or bilingual proficiency
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French Professional working proficiency
Topline Score
Bio
Experience
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IKBrokers
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Italy
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Financial Services
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1 - 100 Employee
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Sr. Risk Management Consultant
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Aug 2018 - Present
Providing Consulting and Advisory for the Trading Industry for International and National clients in the Energy Commodity sector: •Portfolio Management•Energy Trading desk set-up•Risk Management & Control•Risk Policy and KRI Delination•Set-up of Credit Lines/Margin Facilities•ETRM Advisory Providing Consulting and Advisory for the Trading Industry for International and National clients in the Energy Commodity sector: •Portfolio Management•Energy Trading desk set-up•Risk Management & Control•Risk Policy and KRI Delination•Set-up of Credit Lines/Margin Facilities•ETRM Advisory
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Cefetra Group
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Netherlands
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International Trade and Development
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1 - 100 Employee
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Risk Manager
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Jun 2016 - Aug 2018
o Managed the full Risk and Credit processes and reported to the local CFO and Global Chief Risk Officer.o Oversee the risks of a Portfolio of 1.2 Mio of MT Physicals sales (Soy, Beans, Grains), with major focus on Cash Risk, Futures Risk, Price Risk and Counterparty Risk.o Monitored any changes of MtM. Reviewed, set, and monitored VaR and Position Limits. Daily check and resolution of Equity/Margin changes to prevent Margin Calls.o Proposed Hedging Strategies with Options.o Attended weekly meeting with CRO to review Books Exposure and discuss on company’s Risk Profile.
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ENGIE
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France
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Utilities
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700 & Above Employee
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Senior Risk Control & Business Analyst
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Dec 2011 - May 2016
o Supervising the Risk of the Portfolio desks (Mainly Power and Gas) through Risk Metrics (MtM, VaR,GrossMargin@Risk). o Followed up the Hedging of the Gas Portfolio particularly for Long Term Gas Contract and gas-fired power plant: definition of the Book flow inside ETRM. Monitoring Exposure, MtM and VaR. Breakdown and Explanation of PnL.o Monitor adherence to Risk limits and ensure that Products are in line with their mandates and agreed Risk Profiles. o Maintaining and periodical review of the Book Structures and Risk Policy. o Providing Ad-Hoc Analysis for Sales and Trading Department in terms of Pricing, Understanding of Risk Profile and sensitives due to Market Scenario changes
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AceaElectrabel S.p.A.
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Oil and Gas
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Data Application Manager
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Nov 2008 - Oct 2011
o Within the Risk Control Team I was responsible of the Prices Platform: Creation/Approve of new Indexes and Forward Curves into the system. Study of Benchmark Curves (liquidity, seasonality.).Decomposition of formula into risk factor. o Checking and Implementing Risk Indicator (Var, MtM, Gross Margin@Risk) in the RMS System (Risk Management System) for the Italian Portfolio. Market Scenario Analysis. o Within the Risk Control Team I was responsible of the Prices Platform: Creation/Approve of new Indexes and Forward Curves into the system. Study of Benchmark Curves (liquidity, seasonality.).Decomposition of formula into risk factor. o Checking and Implementing Risk Indicator (Var, MtM, Gross Margin@Risk) in the RMS System (Risk Management System) for the Italian Portfolio. Market Scenario Analysis.
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Finsa SpA
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Italy
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Information Technology & Services
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1 - 100 Employee
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Data Warehouse Specialist
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Feb 2008 - Oct 2008
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Business Intelligence Analyst
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Feb 2007 - Dec 2007
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Capitalia Informatica
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Brazil
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Retail Office Equipment
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1 - 100 Employee
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Data Warehouse Specialist
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Apr 2006 - Dec 2006
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Education
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Sapienza Università di Roma
Statistics, Statistics