Greater Milan Metropolitan Area
Experienced senior analyst with a demonstrated history of working in different roles in the investment banking industry. Strong professional, skilled in Asset-Backed Security (ABS), NPLs, Credit Risk, Market Risk and Trading. I have been working as Risk Manager, Quantitative Analyst, Trader (ABS, Financials and Covered Bonds), and as Structured Finance Analyst (ABS,RMBS, NPLs) In the last few years I mostly focused on NPLs across multiple jurisdictions, being involved on more than 15 NPLs deals in the EMEA space. I am currently working on the global team that is responsible for SFG model & methodologies development
Reviewing and approving credit rating methodologies across asset classes and geographies Main area of expertise: • Digital Finance • Fund Finance • Insurance Linked Securities • Structured Finance
Working in the Model and Quantitative analytics global team. Responsible for the definition of model requirements, specification and model development in structured finance. Leading projects across multiple asset class
Lead analyst for primary ratings in ABS/RMBS and NPLs transactions in EMEA. • Involved in more than 15 NPLs deals across multiple jurisdictions • Focus on complex transaction across Europe and South Africa • Extensive use of analytical cashflow models • Review of transaction legal documentation • Review of underwriting and servicing criteria • Assisting in the development of research and new rating methodologies. • Started as AVP promoted in 2021
Market maker for European and US senior and subordinated financial debt.
Main activities: Senior market maker on Abs and Covered bonds. Cash-flow modelling and pricing of European ABS & Covered bonds
Responsible for the pricing, risk monitoring and reserves calculation of the global ABS & CDO portfolio.
Rating and Monitoring of ABS and RMBS European deals; Development of interest risk and prepayment models.
Credit derivatives portfolio construction and optimization for the CDOs under management; development of the internal software for quantitative analysis.