Samuele Perfetti

Credit Risk Consultant at iason
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Contact Information
us****@****om
(386) 825-5501
Location
Milan, Lombardy, Italy, IT
Languages
  • Inglese Native or bilingual proficiency
  • Tedesco Elementary proficiency
  • Italian Native or bilingual proficiency

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Credentials

  • SAS Programming 1: Essentials
    SAS
    Jan, 2021
    - Nov, 2024
  • [PCEP-30-01] PCEP – Certified Entry-Level Python Programmer
    Python Institute
    Jan, 2021
    - Nov, 2024
  • Cloud Modernization: Cloud Data Warehouse & Cloud Data Lake
    Informatica
    Sep, 2020
    - Nov, 2024
  • BMC
    Bloomberg LP
    Mar, 2019
    - Nov, 2024

Experience

  • iason
    • Italy
    • Banking
    • 1 - 100 Employee
    • Credit Risk Consultant
      • Mar 2022 - Present

      - Team leader of a group of 4 people supporting the Financial Risk Department of a primary Italian Banking Group in the development and calibration of IFRS9 PD and Transfer Logic models (for both enterprise and retail segments, calculated empirical cDRs profiles, TTC Lifetime PD by means of Adjusted Weibull function, and transfer logic models via migration matrices and quantile regression using SAS, SQL, and Excel); - Team leader of a group of 2 people supporting the Financial Risk Department of a primary Italian Banking Group in the development and calibration models for both products without cash flows (CCF) and products without a contractual maturity (behavioural lifetime approach) using SAS, SQL, and Excel; - Support to the development of the new IRB LGD model for the Large Corporate segment of a primary Italian Banking Group (development and implementation of MoC and Downturn framework, LGD calibration, representativeness analysis); - Participation in the enhancement of the proprietary Credit Risk solution, G-Risk Par, a tool capable of providing both econometric and satellite models to elaborate economic and financial variables in order to predict the PD term structure; - Collaboration to internal research activities on Credit Risk and ESG topics (e.g., analysis of new regulation, Basel IV). Show less

  • Enoi S.p.A.
    • Italy
    • Oil and Gas
    • 1 - 100 Employee
    • Market Risk and Portfolio Analyst
      • Apr 2021 - Mar 2022

      - Daily monitoring and performing Mark to Market, VaR, PnL, Market Risk Analysis, Risk Report, and Margin Call; - Performed researches and statistical analysis to identify market pricing trends and risk factors (machine learning) in the Gas, Power, and EUA industry; - Developed ETL process to scout, gather and evaluate financial data (balance sheets and financial statements) using Python and machine learning techniques in order to hedge potential risks as well as evaluate counterparties credit worthiness’s; - Participated in the pricing of derivatives instruments as exotic options (swing options) using Python and Excel according to the Black model rules within Financial Engineering Team. Show less

  • Deloitte
    • Business Consulting and Services
    • 700 & Above Employee
    • Credit Risk Analyst
      • Aug 2020 - Apr 2021

      - Participated in the Asset Quality Review assessment of an Italian bank as per European Banking Authorities requirements, improving the provisions model of its loan portfolio using SAS;- Participated in the development of an automated framework for analysing credit risk data according to the requirements defined by BCBS 239 directive.

    • Credit Risk Analyst
      • Feb 2020 - Jul 2020

      - Support to the Stress Testing Team of an international Bank in order to forecast the Bank’s capital requirement as defined by guidelines of European Banking Authorities (querying and data analysis in SQL and SAS, data quality framework definition and implementation).

  • EXPO 2015 S.p.A.
    • Italy
    • Civic and Social Organizations
    • 1 - 100 Employee
    • Seller
      • Aug 2015 - Sep 2015

      Sales assistant/cashier, clerk, public relation. Sales assistant/cashier, clerk, public relation.

Education

  • Università Cattolica del Sacro Cuore
    MSc: Management with finance profile, 110/110 cum Laude
    2018 - 2020
  • Hong Kong unit
    Online Course, Python and Statistics for Financial Analysis
    2019 - 2019
  • Università Bocconi
    Online Course: Private Equity and Venture Capital
    2019 - 2019
  • Università Cattolica del Sacro Cuore
    BSc: Economics and Management, 109/110
    2015 - 2018
  • Liceo scientifico Marie Curie, Tradate (VA)
    Diploma, 71/100
    2010 - 2015

Community

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