Milan, Lombardy, Italy
Head of Section and IT Project Manager: - HVB Rating Platform management (Rating computation (underwriting / rating review), rating assessment / release, age restriction and default monitoring) - Stress Test IT process management - Project monitoring / assessment and planning ensuring on time and on budget delivery - Relationship with the main customers both on the Italian (UCI Spa) and International side (HVB) - IT cost estimation and planning/monitoring relying on internal and external resources - Relationship with external vendors (consultancy firms and IT support) - Internal team and resource management (Credit Risk Integration section)
IT Credit Risk Project Manager and Business Analyst: - IFRS9 Expected Loss IT computation process and architecture - IFRS9 IT Model Development and Group Internal Validation architecture and reporting framework for the main stakeholders involved in the Expected Loss computation certification process - Functional and technical analysis (front end/back end functional and technical analysis) - Relationship with the main customers both on the Italian and International side - Project budget definition and project monitoring / assessment and planning ensuring on time and on budget delivery - IT cost estimation and planning/monitoring relying on internal and external resources
- Course: ‘Statistics’ - Lectures and practical exercises on data analysis (univariate and multivariate) and probability models applied to economic, business and social phenomena. - Final Dissertation support and coaching
University Teaching Assistant of Statistics and Quantitative Methods for Finance: - Courses: ‘Quantitative Methods for Financial Decisions’, ‘Quantitative Methods for Economic Decisions’, ‘Computer Systems Laboratory for Decision-Making Support‘, ‘Statistics and Probability’ (currently ongoing) - Lectures and practical exercises (Portfolio Analysis and Optimization, Asset Allocation, Multiple Regression Analysis, Probability, Time series Analysis (Moving Averages, Seasonality Identification and Adjustment Methods, Exponential Smoothing and Scenario Forecasting) - Final Dissertation support and coaching
Financial Services Consultant dealing with Banking projects (Risk Management): Leading Italian Bank - IFRS9 LLP Calculation - Functional/technical analysis and implementation of IFRS9- compliant methodologies for financial instrument classification and forward looking expected loss models - Regulatory reporting framework enhancement (RWA computation) - PMO activities, presentations and reports. Leading Italian Bank – Anacredit - Functional and technical analysis of Anacredit regulatory template - Data gap analysis and feeding process development (Credit Risk and CFO database source systems) - Data collection and analysis for gap analysis and mapping simulations (Credit Risk and CFO systems towards Anacredit template) Leading Italian Bank - Asset Quality Review - Data reliability enhancement and computation of financial metrics to be used for Asset Quality Review purposes required by the European Central Bank - Financial data analysis (Python / SQL) and algorithm analysis and simulation - PMO activities, presentations and reports
Global Markets (Asian and European Equities and Fixed Income) Analyst: - Portfolio Tracking and Portfolio Performance Assessment - Asset Allocation Analysis (technical and fundamental analysis) - Market Analysis and Company Valuation (Multiple Analysis and DCF) - Presentations and Reports