Luca Olivo

Managing Director at iason
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Contact Information
us****@****om
(386) 825-5501
Location
Milan, Lombardy, Italy, IT
Languages
  • Italian Native or bilingual proficiency
  • English Full professional proficiency
  • Spanish Professional working proficiency
Skills

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Credentials

  • TOEFL
    Educational Testing Service
    Apr, 2012
    - Nov, 2024
  • ECDL (European Computer Driving Licencd)
    Council of European Professional Informatics Societies
    Jan, 2006
    - Nov, 2024

Experience

  • iason
    • Italy
    • Banking
    • 1 - 100 Employee
    • Managing Director
      • Jun 2017 - Present

      Managing Director at Iason Italia.Leading Iason teams to support Sistemically Important Financial Institutions (SIFIs) in the Monitoring and Governance of Risk Pricing Models. The teams are specialised in the analysis, development and integration of an End-to-End process for the implementation of new models and products in the banks financial and credit risk chains.The team also supports SIFIs during the periodical on-site inspections of regulators for the review of the internal models. Show less

    • Senior Consultant / Manager
      • Jan 2015 - May 2017

      Project Manager in Iason following several projects in the Risk Management of Financial Institutions: - derivative products pricing and implementation- market and counterparty credit risk metrics calculation - stress-test analysis and solutions - front office migration - regulatory enhancements Project Manager for Unicredit FRE/RiskIT FO Initiatives Team from January to October 2016.Functional Leader for Unicredit FRE/RiskIT FO Initiatives Team from January to December 2015 (Milan):- The team is responsible for the creation and setup of RiskIT chains (MKR and CCR figures) related to new Fx, IR, Credit, Equity and Commodity derivative products traded by different legal entitities belonging to Unicredit Group.- More than 100 projects among New Products, new market requirements and Front Office enhancements implemented and tested within the RiskIT chain.- Support to the Project Manager in planning/budgeting activities and communication with users (Quants, Methodology, Risk).April 2016: Lecture on "Market and Counterparty Credit Risk: Practical Topics" Course of Advanced Tools for Finance, University of VeronaExecutive Editor of "Argo" - Iason quarterly newsletter:- free availability online at: https://goo.gl/5vuaf9 Show less

    • Consultant
      • Nov 2012 - Dec 2014

      CCR Functional Analyst at Unicredit FRE (Full Revaluation Engine) from July to December 2014 (Milan): - CCR calculation and monitoring of Equity and Commodity Derivative instruments.Murex Credit Migration in Unicredit FRE/RiskIT system from November 2013 to June 2014 (Milan - Munich - London):- Functional support to the development of pricing function interface for CRD products together with Unicredit Quantitative Team in London.- Functional support to UBIS RiskIT and HVB colleagues in Milan/Munich in reconciling Market Risk figures (VaR, Sensitivities, IRC, StdCC) of CRD products in line with Murex system.Kondor+ Migration in Unicredit FRE/RiskIT system from August to October 2013 (Milan - Munich):- Functional support to UBIS RiskIT and HVB colleagues in Milan/Munich in reconciling Market Risk figures (VaR, sensitivities) for Forex products in line with K+ system.Market Risk Functional Analyst at Unicredit FRE from November 2012 to July 2013 (Milan):- daily check and monitoring of PnL impacts, VaR and Sensitivities related to IR and Fx derivative instruments.- daily use of FO systems like Murex and Kondor+.Lecture on Counterparty Credit Risk at Master in Financial Mathematics - Scuola di Alta Formazione, Bologna University - on Febr 9th 2013.Advisory on Advanced Financial Modelling and Derivative Pricing to Iason clients. Show less

  • UniCredit
    • Italy
    • Banking
    • 700 & Above Employee
    • Intern
      • Jun 2011 - Sep 2011

      Internship in the Corporate and Investment Banking Division, Corporate Coverage Department: - Structuring of hedging strategies and risk solutions for English, Italian and Spanish corporate clients - Industries researches and direct Client Relationship Internship in the Corporate and Investment Banking Division, Corporate Coverage Department: - Structuring of hedging strategies and risk solutions for English, Italian and Spanish corporate clients - Industries researches and direct Client Relationship

Education

  • Università Commerciale 'Luigi Bocconi' / Bocconi University
    Master of Science (MSc), Finance, General
    2010 - 2012
  • Università Commerciale 'Luigi Bocconi' / Bocconi University
    Bachelor's degree, Economics and Finance
    2007 - 2010
  • Liceo Statale "Giovanni Cotta"
    Maturità Scientifica, Liceo Scientifico
    2002 - 2007

Community

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