Milan, Lombardy, Italy
Graduated in Quantitative Finance and Financial Markets, I have a solid background in numerical analysis and problem-solving, along with deep knowledge of financial markets and financial products, particularly derivatives instruments. Working for two leading consulting firms has given me the opportunity to develop and enhance my IT skills, including big data analysis, understanding of system integration mechanisms and processes, and translating business requirements into technical specifications. At the same time, joining specialized teams on Front Office/Risk projects has provided me the opportunity to extend my knowledge of financial markets and risk management procedures. I am currently working in the Banca Profilo Risk Management Team, where I specialize in the pricing and valuation of financial instruments, sensitivities and risk metrics, SA-CCR, Liquidity Risk, P&L reporting and a solid expertise as a Front Office software administrator and functional analyst. I consider myself an open-minded individual, creative and respectful of others' ideas, which makes me a good team player.
Risk Management Specialist with strong experience in financial risk analysis and monitoring, developed within complex banking and financial environments. Skilled in P&L reporting and analysis, pricing and valuation of financial instruments, risk metrics (sensitivities, VAR, limits), and regulatory frameworks (SA-CCR, liquidity risk, Bank of Italy liquidity reporting). Proficient in FO tools such as Front Arena, Murex, and Bloomberg, supporting trading and risk teams in implementing effective solutions and assessing market and counterparty risk exposure. Experienced in ESG risk assessment and integration, with a focus on identifying, measuring, and monitoring environmental, social, and governance-related risk factors across portfolios
Functional Analyst PROJECTS: @Banca Profilo - Front Arena Migration: I. Risk Management requirements collections and functional analysis. II. End to End Testing: Trading Platform (TOMS, Market Axess, Trade Web, MTS, ORC) vs Front Arena III. Analysis of instruments configuration, trades financial information, P&L impact, yield curve composition and market data IV. Issue log management and debugging support V. UAT support
Business and Functional Analyst PROJECTS: @UBI Sistemi e Servizi • UBI Markets: Bloomberg & Numerix System Integration - Functional Analyst @Mediobanca Innovation Services • IT Front - Treasury & ALM • Group Treasury Project: Funding & Treasury - Business Analyst • Group Treasury Project: Funds Transfer Pricing - Business Analyst @Unicredit Services • Bloomberg Security Master Tool - Business Analyst • Murex Treasury Upgrade (front office stream) - Business Analyst Main Functions: • Feasibility Studies: develop feasibility studies taking into account all business and product requirements • Assess Requirements: build functional analysis of processes, services and usages of clients’ products • Solution Documents: build and present solution proposals • Product Specifications: analyze in details all product specifications • Detailed Screen designs: analyze, build and present detailed screen designs in order to meet client will • Lead UAT and Validation phase: lead and manage UAT and Validation phases in order to be sure to fulfil clients’ requirements and expectations • Lead and Guide Development team into implementation phases giving them support during testing phases and requirements understanding
PERFORMED ACTIVITIES: • Counterparty credit risk analysis: evaluation of counterparty’s crucial features such as current and future exposure, portfolio composition and probability of default • Analysis of derivatives products exposure produced by Internal Method Model (IMM) • Stress Test and Future Oriented Backtesting • Monitoring of new transactions booking and features analysis (also through Front Office systems - eg. MUREX, SOPHIS) • Expert advice on credit limit time bucketing for Financial Institution counterparties • Analysis of CVA and XVA variation on weekly/monthly basis (including sensitivity analysis related to risk drivers) • Analysis and calibration of Pre-Deal Check AddOn to avoid over and underestimation of risk exposure • ISINs eligibility monitoring and review of the current criteria based on group policy.