Riccardo Gaudenzi

Quantitative Risk Analyst at System 2 Capital LLP
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Contact Information
us****@****om
(386) 825-5501
Location
London, England, United Kingdom, UK
Languages
  • Italiano Native or bilingual proficiency
  • English Full professional proficiency

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Credentials

  • IELTS ACADEMICS 7.5
    British Council
    Jul, 2016
    - Oct, 2024

Experience

  • System 2 Capital LLP
    • United Kingdom
    • Financial Services
    • 1 - 100 Employee
    • Quantitative Risk Analyst
      • Jul 2023 - Present
  • Nomura
    • Financial Services
    • 700 & Above Employee
    • XVA Market Risk Management Associate
      • Apr 2022 - Jul 2023
  • Crédit Agricole CIB
    • France
    • Banking
    • 700 & Above Employee
    • XVA Market Risk Analyst
      • Mar 2019 - Apr 2022

    • Market Risk Intern
      • Mar 2018 - Mar 2019

  • Banca IMI
    • Italy
    • Investment Banking
    • Equity Derivatives and Structured Products Trading Intern
      • Jul 2017 - Dec 2017

      - Pricing of a vast range of Certificates, i.e. Equity-linked Structured Notes, composed of Vanilla and Exotic Derivatives, such as Barrier, Autocallable, Digital, WO/BO Options. - Monitoring and Management of the Trading Book's Sensitivities, from a comprehensive perpective and in detail, identifying Certificates showing particularly unstable Greeks, e.g. close to a Barrier, needing a specific treatment and a bespoke hedging strategy. - Overview of Secondary Market and Direct Listing of Certificates. Show less

Education

  • Università Commerciale 'Luigi Bocconi'
    Master's degree, Quantitative Finance and Risk Management
    2016 - 2017
  • Università di Bologna
    Two year Master Degree in Finance,Intermediaries and Markets, 110/110 cum laude
    2014 - 2016
  • Università Politecnica delle Marche
    Bachelor in Management, Finance and Economics, 110/110
    2011 - 2014

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