Experience

European Central Bank

• Germany
• Banking
• 700 & Above Employee

• Supervisor at Internal Models Division - Market and Counterparty Credit Risk

  • Jul 2018 - Present



KPMG Italy

• Italy
• Business Consulting and Services
• 700 & Above Employee

• Assistant Manager - Financial Risk Management

  • Jun 2014 - Jun 2018

  - Targeted Review of Internal Models (TRIM) in European Central Bank; - Historical and MonteCarlo VaR; - European Banking Authority Stress Test; - Derivatives, Bond and Certificate Pricing Model; - FRTB specialist; - Standardised Approach for Counterparty Credit Risk (SACCR); - Matlab and VBA Programmer; - Market Data Analyst; - Targeted Review of Internal Models (TRIM) in European Central Bank; - Historical and MonteCarlo VaR; - European Banking Authority Stress Test; - Derivatives, Bond and Certificate Pricing Model; - FRTB specialist; - Standardised Approach for Counterparty Credit Risk (SACCR); - Matlab and VBA Programmer; - Market Data Analyst;



EURIZON CAPITAL SGR S.P.A.

• Milan Area, Italy

• Middle office

  • Aug 2011 - May 2014

  - Cash and NAV reconciliation; - Bonds, Equities, Futures, Derivatives Options, Currency Futures; - OTC Derivatives: Interest Rate Swap, Equity Asset Swap, Currency Options; - Futures: Initial Margin Collateral and Variation Margin; - Murex; - Cash and NAV reconciliation; - Bonds, Equities, Futures, Derivatives Options, Currency Futures; - OTC Derivatives: Interest Rate Swap, Equity Asset Swap, Currency Options; - Futures: Initial Margin Collateral and Variation Margin; - Murex;



UniCredit

• Italy
• Banking
• 700 & Above Employee

• Back office at UNICREDIT BANK

  • May 2010 - Jun 2011

  - Back Office OTC Derivatives: - Currency Option: Vanilla, Barrier Option, Knock-in Knock-out option; - OTC Derivatives: Interest Rate Swap, Equity Asset Swap; - Murex; Job experience in Munich (Germany); - Back Office OTC Derivatives: - Currency Option: Vanilla, Barrier Option, Knock-in Knock-out option; - OTC Derivatives: Interest Rate Swap, Equity Asset Swap; - Murex; Job experience in Munich (Germany);