Experience

NEAM (Nord Est Asset Management S.A.)

• Luxembourg
• Financial Services
• 1 - 100 Employee

• Conducting Officer and Risk Manager

  • May 2019 - Present



Quaestio Capital Management SGR SpA -Luxembourgh Branch

• Luxembourg

• Risk Manager

  • Sep 2017 - Present



Quaestio Investment SA (previously Polaris Investment SA)

• Luxembourg

• Conducting Officer - Investment Management Oversight

  • Sep 2011 - Sep 2017

   Day to day point of contact for delegated Investment Managers;  Maintain general overview of the delegated Investment Managers portfolios, of the strategies, the risks and the instrument used;  Assist the delegated Investment Managers in the implementation of projects that involve new product setup, new service providers, new contractual arrangements, new regulatory requirements;  Assist the Risk Team in the design and development of risk measures and risk management tools and in the set-up of required risk and regulatory reports;  On-going monitoring of areas of potential risk in the entire investment process of the Company and the Funds;  Responsible for the relationship with Derivative Counterparties from an operational and legal point of view;  Perform initial and ongoing due diligence on relevant third party service providers;  Supervision of the Internal Audit function;  Prepare periodical reports to the Management Committee and the Board of Directors of the Company;  Support the Board of Directors in establishing the agenda of the Board meetings;  Represent the Company and liaise with the CSSF. Show less



Polaris Investment Italia SGR Spa

• Milan Area, Italy

• Senior Portfolio Manager

  • Jan 2008 - Sep 2011

  Senior Portfolio Manager dealing with: Daily Activities • Fund of funds Management for Institutional clients portfolios. • Funds monitoring (assessing a score to each fund through mixed quantitative and qualitative methods) and performance review analysis. Research/Project Activities • Performance attribution toolbox • Funds Managers goodness through statistical models and competitors comparison analysis • Prospect Clients portfolio analysis and restructuring Senior Portfolio Manager dealing with: Daily Activities • Fund of funds Management for Institutional clients portfolios. • Funds monitoring (assessing a score to each fund through mixed quantitative and qualitative methods) and performance review analysis. Research/Project Activities • Performance attribution toolbox • Funds Managers goodness through statistical models and competitors comparison analysis • Prospect Clients portfolio analysis and restructuring



MPS Asset Management Ireland

• Dublin, Ireland

• Senior Portfolio Manager

  • May 2004 - Nov 2007

  Senior Portfolio Manager, working in the Quantitative Investment Division, dealing with Daily Activity: • Portfolio analysis and monthly portfolio rebalancing in line with benchmark changes • Fixed Income portfolios optimization with efficient daily cash flows management through Relative Value techniques • Bond Markets analysis and strategies using quantitative toolbox • Monitoring of the CDOs Reference Portfolios. Researches/Projects Activity: • Option Pricing • Equity Linked notes structuring and pricing • Creation of toolbox to support the investment decisions Show less



NEXTRA Investment Management SGR

• Milan Area, Italy

• Quantitative Analyst

  • Sep 2003 - May 2004

  Quantitative Analyst, working in the Quantitative Portfolio Construction division, dealing with • Funds of Funds Management • Black-Litterman Allocation Processes • Internal Performance Database Maintenance and Construction. • Performance Analysis and Portfolio Simulation Quantitative Analyst, working in the Quantitative Portfolio Construction division, dealing with • Funds of Funds Management • Black-Litterman Allocation Processes • Internal Performance Database Maintenance and Construction. • Performance Analysis and Portfolio Simulation