Experience

illimity

• Italy
• Banking
• 400 - 500 Employee

• Data Architecture &Analytics Senior Specialist NPL

  • May 2020 - Present

  Milano For the division Distressed Credit my office provides support for internal client in terms of operational and analytics. I am in charge of following activities: - Develop alghoritmics for onboarding credit activities; - Engage suppliers for data remediation and credit quality; - PMO Booster for steering comitee and steering board including preparation of dashboards; - Monitoring cost flow for the division Distressed Credit;



Societe Generale Securities Services - SGSS

• France
• Financial Services
• 700 & Above Employee

• Deputy Manager Data Analytics Solutions

  • Mar 2017 - Apr 2020

  Milan Area, Italy For the department Fund Services Operations (FSO) my office provides financial solutions in term of products and services. I am in charge of following activities: - Develop financial alghoritmics - Develop financial pricing models - Pricing OTC & Structured Product for Uctis funds - Monitoring daily quick NAV for pension funds (Nove as Software Product) - Elaborate and check performance measurement time weighted - Elaborate and check performance analysis and risk… Show more For the department Fund Services Operations (FSO) my office provides financial solutions in term of products and services. I am in charge of following activities: - Develop financial alghoritmics - Develop financial pricing models - Pricing OTC & Structured Product for Uctis funds - Monitoring daily quick NAV for pension funds (Nove as Software Product) - Elaborate and check performance measurement time weighted - Elaborate and check performance analysis and risk contribution - Elaborate and check risk indicator and VaR - Client reporting (data visualization and dashbord using Tableau)

• Manager Investment Solutions Services

  • Jan 2007 - Mar 2017

  Milan Area, Italy Performing the periodic controls on the valuations of the assets for depositary bank’s client. Developing pricing model (Vba, Fincad e Matlab) for depositary bank’s client. Pricing of structured products and OTC on a wide range of asset classes (credit, fixed income, equity, inflation, etc). Developing Nove tools (quick Nav and portafolio analysis in term of performance and risk).



UniCredit

• Italy
• Banking
• 700 & Above Employee

• Junior Risk Analyst

  • Oct 2005 - Jan 2007

  Milan Area, Italy Market risk team member with main activities such as checking listed derivatives, OTC and structured products. On daily basis with the help of experienced colleagues (financial engineers and quantitative ) setting up instruments and pricing of Futures, forwards, vanilla options, fx options, CDS, CDX, Variance Swap, IRS, Equity swap, Basket Swap, NDF, structured bond and all other products present in portfolio of our client (expecially funds). I was part of an important project Master… Show more Market risk team member with main activities such as checking listed derivatives, OTC and structured products. On daily basis with the help of experienced colleagues (financial engineers and quantitative ) setting up instruments and pricing of Futures, forwards, vanilla options, fx options, CDS, CDX, Variance Swap, IRS, Equity swap, Basket Swap, NDF, structured bond and all other products present in portfolio of our client (expecially funds). I was part of an important project Master Anagrafico, build up of the master database of the asset under management and custody of the Unicredit group.

• Risk Insurance

  • Nov 2004 - Oct 2005

  Milan Area, Italy Unicredit Bancassurance Microrisk Management Department: manages life insurance and unit linkedinsurance (TCM, protection, pensions).



Banca San Paolo Invest

• Internship

  • Jan 2003 - Mar 2003

  Bologna Area, Italy Internship: training of the private banker on the new instruments to distribute and sell, analyse of the budget of the private banker and monitoring portfolio.



MILLENIUM SIM S.p.a.

• Internship

  • Oct 2002 - Dec 2002

  Bari Area, Italy Internship as trader: On the Fib 30 and Dax 30



BANCA PER IL LEASING ITALEASE S.p.a.

• Internship

  • Aug 2001 - Sep 2001

  Milan Area, Italy Internship: in the accounting department