Experience

Allianz Bank Financial Advisors

• Italy
• Banking
• 700 & Above Employee

• Senior Analyst - Risk Management

  • Oct 2018 - Present



EY

• United Kingdom
• IT Services and IT Consulting
• 700 & Above Employee

• Senior Quant - FSO Risk

  • Apr 2015 - Sep 2018

  I worked at the Quantitative Advisory Services (QAS) team and among my tasks were: Market Risk management • Bonds, derivatives and structured products pricing • Hedge Accounting • VaR & Sensitivity analysis Counterparty Risk management • CVA, DVA implementation • Basel II and Basel III requirements EBA Stress Test methodology Fund Transfer Price models Global Investment Performance Standards (G.I.P.S.) I worked at the Quantitative Advisory Services (QAS) team and among my tasks were: Market Risk management • Bonds, derivatives and structured products pricing • Hedge Accounting • VaR & Sensitivity analysis Counterparty Risk management • CVA, DVA implementation • Basel II and Basel III requirements EBA Stress Test methodology Fund Transfer Price models Global Investment Performance Standards (G.I.P.S.)



CTP

• Bologna

• CTP (Consulente Tecnico di Parte)

  • Nov 2014 - Mar 2015

  Soon after the degree I got involved in several CTPs (Consulenza Tecnica di Parte) by Professor Silvia Romagnoli - supervisor of my master degree thesis. The main tasks were about assessing the fair-value of: • Collar Interest Rate Swap • Interest Rate Swap w/ embedded Digital-options (Asset Or Nothing/Cash Or Nothing) • Interest Rate Swap w/ embedded Asian-options Soon after the degree I got involved in several CTPs (Consulenza Tecnica di Parte) by Professor Silvia Romagnoli - supervisor of my master degree thesis. The main tasks were about assessing the fair-value of: • Collar Interest Rate Swap • Interest Rate Swap w/ embedded Digital-options (Asset Or Nothing/Cash Or Nothing) • Interest Rate Swap w/ embedded Asian-options