Experience

Epsilon SGR

• Business Consulting and Services
• 1 - 100 Employee

• • Jan 2019 - Present

  Quantitative Portfolio Manager for Multi-Asset fundsMain activities focused on:(i) Responsible for the Asset Allocation of Multi-Asset Funds(ii) Researcher on Quantitative Asset Allocation and Systematic Strategies(iii) Multi-Asset specialist member for the Investment Committee(iv) Implementation of quantitative solution for institutional and retail clients in collaborationwith the product development division.

• • Apr 2014 - Dec 2018

  Quantitative Portfolio Manager for Equity fundsMain activities focused on:(i) Portfolio Manager and Researcher for the internal Multi Factor Equity Model(ii) Research and implementation of Risk Premia Equity Strategies(iii) Implementation of quantitative solution for institutional and retail clients in collaborationwith the product development division.(iv) Quantitative & Fundamental Equity Specialist member for the Investment Committee

• • Oct 2013 - Mar 2014

  Research Topics: Risk Parity Strategies, Risk-Based Portfolio Construction, Cross Asset Models, Tactical Asset Allocation Models.Publications on Risk Parity for Asset Allocation Model:Roberto Savona & Cesare Orsini, 2019. "Taking the right course navigating the ERC universe," Journal of Asset Management, Palgrave Macmillan, vol. 20(3), pages 157-174, May.

• • Mar 2013 - Sep 2013

  Quantitative Investments