MurexAdmin - SIMM development for Collateral project

• Oct 2022 - Present

MurexAdmin - Libor transition project

• Apr 2020 - Present

MurexAdmin - Mediobanca FO Entry point

• Apr 2019 - Present

Murex issue management and resolution;Functional implementation accordig to Front Office and Financial Control requirements.

MurexAdmin - Murex Patch v46

• Feb 2022 - May 2022

MurexAdmin - Volatility project

• Mar 2020 - Oct 2020

New Murex implementation related to volatility option and volatility future.

Murex Functional Analyst for Banca Imi Front Office (Treasury, FX, Credit desks)

• Jul 2016 - Apr 2019

Functional analysis on Murex 3: P&L calculation, derivatives and assets pricing, yield curve analysis for fixed income securities.User management requirement collection for design and new implementation.

Murex Embedment - Inflation development

• May 2018 - Jul 2018

Inflation development validation related to:- Calculus of Applicable Strike and Vola Strike using actual dates instead of fixing dates;- Volatility interpolation using actual dates instead of fixing dates;- Strike compounding using actual dates instead of fixing date.

Accenture Embedment - Functional Analyst for Upgrade Project

• Oct 2016 - May 2017

Thanks to an agreement between Intesa Sanpaolo and Accenture, I had the opportunity to follow Murex Upgrade Project (new version v. 37). Bug and enhancement analysis in the new version from functional point of view. In particular, non regression test (Insert, Mop, Configuration of generators, Simulation, etc.), Bug Fixing analysis and SSL reconciliation. Test according to user experience with the functional and technical team during User Acceptance Test and Follow - up project phases.

Junior Consultant - BSL Security

• Sep 2015 - Jul 2016