Dublin, County Dublin, Ireland
Financial Risk Manager with 15+ years of experience in the asset management industry, with strong quantitative skills and deep knowledge of UCITS and AIF regulatory frameworks. Extensive experience in reporting to regulators (CBI, CSSF, FINMA, BANKIT, CONSOB) and Boards. Core Competencies: - Investment & Market Risk - Risk Governance (RAS, ICAAP, Outsourcing Oversight) - Regulatory Compliance & Reporting - Quantitative Analysis & Modelling - ESG Risk Integration - Portfolio Risk & Performance Attribution - Tools: Python, SQL, VBA, Matlab - Risk Systems: Bloomberg Port, RM4 by Riskmetrics, Aladdin by BlackRock
At Azimut Investments Ltd, I took part in the early setup of the Irish UCITS and AIF management company, actively contributing to the regulatory authorization process with the Central Bank of Ireland and leading the development of the company’s risk framework. Following approval, I assumed key regulatory roles (PCF-14 Head of Risk , PCF-39B DP for Operational Risk , PCF-39C DP for Investment Risk) and defined and implemented the risk management frameworks covering investment, liquidity, ESG, and operational risks. I drafted all risk policies and procedures in collaboration with legal and compliance teams. On the technical side, I built in Python and SQL the internal pipeline for portfolio risk analysis, including data integration across systems, risk metrics computation, and automated reporting processes. Throughout this process, I worked to ensure that the risk framework remained aligned with the methodologies and practices adopted by other entities within the Azimut Group, facilitating consistency and coordination across the organization.
My experience at Fideuram Asset Management (Ireland) dac began with a primary focus on performance attribution using an internally developed SQL-based model. Over time, I progressively expanded my responsibilities and ultimately took on the oversight of the Investment Risk function, reporting directly to the Chief Risk Officer (CRO). In this role, I managed market risk, commitment, and backtesting activities, ensuring compliance with UCITS regulatory standards and supporting overall risk governance. I directly supervised risk cuts and worked closely with portfolio managers to assess and resolve VaR and other market risk breaches. I was also an active member of various internal committees, including Investment, Counterparty, and Product Development, and regularly contributed to reporting to regulators, the Board of Directors, and senior management. In the final phase of my tenure, I played a central role in the group-wide transition to Aladdin by BlackRock, the core risk system adopted across Intesa Sanpaolo’s asset management units. I coordinated an international risk team and led the implementation of the market risk framework, overseeing data onboarding, analysis processes, and the setup of data quality and reporting controls
• Responsible for Market and Operational Risk Management • Performance and Risk Analysis of Multiasset Portfolios • Advising on portfolio rebalancing to close regulatory limits breaches • Risk assessment evaluation • Calculate daily risk exposures and report any pertinent information to the Board of Directors • Responsible for monitoring regulatory limits (UCITS IV regulatory framework) of managed SICAVs • Manage relations with External IT services providers • Development of internal risk control tools(vba, matlab) and procedures • NAV reconciliation and control
• Daily risk exposure monitoring and reporting • VaR and Stress Test Analysis(MSCI barraone, Bloomberg PORT, internal tools) • Advising on portfolio rebalancing to optimize risk return profile and closing regulatory limit breaches • Quantitative/technical support to asset managers • Strong contribution to new products development • Production of ad hoc reports for institutional clients • Compliance analysis of internal risk procedures