Responsabile Trading Desk

• Jul 2021 - Present

Monitoring of client positions in investment portfolios, screening of listed issues on the market and trading decision-making processes. Head of research and trading for Certificati e Derivati

Senior Analyst

• Apr 2018 - Present

Pricing and analysis of Securitised Derivatives and Structured BondsPricing of exotic payoffs with different pricing models (single underlying asset or basket)Specialized in accurate and independent analysis of Certificates, derivatives and exotic structured productsFitting Implied Volatilities, Dividends and Correlations from OTC quotationMonitoring dynamic movements of Greeks and how they affect Investment Certificate payoffsMonitoring volatility movements and expected dividends and measuring their effect on Investment Certificate priceOption pricing and calculation of mark to market risk deriving from an investment in Certificates with Monte Carlo simulationSet up an on-line software that continuously monitors all the Certificates listed in the italian market. Monitoring the Market Maker prices and comparing them with fair values with the expected price at maturity.Asset allocation and trading strategies. Show less

Business Analyst

• Sep 2016 - Feb 2017