Fabrizio Lilliu

Exotic Equity Derivatives Valuation

London, England, United Kingdom

About

Strong background in Exotic Equity Derivatives with front office experience, strong coding and analytical skills. I’m curious, proactive, and passionate about outdoor sports, intrigued by international political affairs.

Experience

  • Exotic Equity Derivatives Product Control Valuation at HSBC
    Nov 2023 - Present · 2 yrs 9 mos

  • Derivatives Evaluator at Refinitiv, an LSEG business
    Jun 2021 - Nov 2023 · 2 yrs 6 mos

  • Quantitative Investment Strategies Sales Long Term Intern at BNP Paribas CIB
    Oct 2019 - Dec 2020 · 1 yr 3 mos

  • Equity & Commodity Investment Structuring Intern at HypoVereinsbank - UniCredit Bank AG
    Aug 2017 - Feb 2018 · 7 mos

    - Worked on the pricing of structured notes and their characteristics, analyzing the factors that make a structure suitable for the client, depending on the underlying and market conditions. - Had a focus on products’ sensitivity measures, analyzing the exposure to Greeks when issuing a new product and having a specific look at the factors affecting different positions. - Developed a VBA project, writing new algorithms with the aim of automatizing and speeding up the main pricing platform. - Worked with Trading and Sales, discussing new products to issue and at the same time becoming familiar with the whole business process.

  • Sales Team Member at JECatt - Junior Enterprise Cattolica
    Dec 2014 - May 2015 · 6 mos

    JECatt is the Junior Enterprise of the students of the Università Cattolica del Sacro Cuore of Milan. It is a non-profit organization, founded with the aim of facilitating the entry of students into the job market, providing direct experience on the field for its members. The association offers consulting services to well-established companies and start-ups, and its motto is "Learning by Doing". Main tasks and responsibilities as a Sales Team Member: - Find the right client target, build a database on it and negotiate with the possible clients