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Pasquale Merella, FRM

I am a risk manager.

about me

Summary

Meticulous Risk Manager who undertakes complex assignments, meets tight deadlines and delivers superior performance. Possesses theoretical and practical knowledge in quantitative and financial markets with a strong expertise in evaluation of investment opportunities, deal structuring and execution.

Applies strong problem solving and analytical skills to inform Board of Directors of critical issues on risk profile from both a financial and operational perspective. Supports the development of executive reports, risk appetite framework and interacts with other control functions in order to oversee risk mitigations and business continuity.

Possesses a broad and comprehensive understanding of multiple disciplines (Risk, Internal Audit and Compliance) in both UCITS and AIFMD. Operates with a strong sense of urgency and thrives in a fast-paced setting. Italian mother language. Fluent in English and good in French and Spanish.

CORE COMPETENCES INCLUDE:

Market Risk ● Credit Risk ● Operational ● Risk Financial Reporting ● Financial Statements ● Investment Selection ● Quantitative Analysis ● Market Analysis ● Client Relations ● Strategic Planning

MY 4 FORCES

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RELIABILITY

Chosen for the startup of new successful business projects. Active participation in the Boards of Directors of the main management companies in Italy.

PROBLEM SOLVER

My approach is to view the problem as a puzzle and breakdown the issue in small pieces. This allows me to solve problems effectively and overcome obstacles in a simple and clear manner.

MOTIVATION

My motivation stems from the conviction of being part of a project, of contributing to its realization as well as collaborating with professionals from the management team.

EMPATHY

I have the ability to read people’s perspective and understand their needs. I avoid stereotyping and judging too quickly.

MY APPROACH TO BUSINESS

BUSINESS OPPORTUNITY

RISK IDENTIFICATION

RISK ASSESSMENT

RISK vs REWARD

REPORTING

ACTION PLAN

MY PASSIONS

Basketball amateur player

Photography

Paul Harris Fellow recognition

CMAS** Scuba Diver

resume

WORK HISTORY

May 2018 – Current

Chief Risk Officer

Green Arrow Capital SGR

Responsible for the risk management team and for the definition, development and implementation of the risk management model both for the managed funds and for the Management Company.

Mar 2015 – May 2018

Head of Risk Management

Quadrivio Capital SGR

Responsible for the development of quantitative models of risk management for liquid and illiquid assets, risk assessment at both the AIFM and AIF level, risk mapping of the target assets and managing the AIFs risk profile.

Mar 2004 – Mar 2015

Associate Partner

European Investment Consulting

Involved in risk management and finance consulting, advisory in asset allocation and manager selection dedicated mainly to institutional investors.

Feb 2014 – Mar 2015

Risk Manager

SCM Solutions Capital Management SIM

Risk Manager in outsourcing for the management company specialised in liquid assets and complex products.

Jan 2011 – Mar 2015

Risk Manager

Hines Italia Real Estate

Risk Manager in outsourcing for the management company specialised in Real Estate investments.

Jul 2003 – Oct 2003

Analyst

Epta Global Investments Ltd (Dublin)

Developed a portfolio managers performance database with a coherent model of evaluation, peer grouping and styles analysis.

EDUCATION

2014

Certified FRM

Global Association of Risk Professionals (GARP)

2013

Finance Course

Stanford University – (Venture Lab)

2013

Financial Engineering and Risk Management Course

Columbia University (NY)

2003

Master’s Degree of Science in Economics

Bocconi University

1999

Exchange Program

London School of Economics (LSE)

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EXPERTISE

UCITS PRODUCTS AND FUNDS

AIFMD INVESTMENTS AND FUNDS

MARKETABLE SKILLS

MARKET RISK (VaR, Stress & Back Test)

PORTFOLIO CREDIT RISK MANAGEMENT

FINANCIAL INSTRUMENTS

QUANTITATIVE ANALYSIS

TRANSFERABLE SKILLS

LEADERSHIP

PROBLEM SOLVING

TEAM WORKING

COMMUNICATION SKILLS

OTHER SKILLS

ADVANCED DEVELOPING SKILLS

Coding: Matlab, R, VBA, Pascal, SQL e MySql

Info Proving Software: Bloomberg Terminal, Bloomberg DataLicense

Risk Management Software: Barcap POINT, Factset, Northfield, Bloomberg Algorithmics (including: E-Views, SAS, SPSS, Stata).

CERTIFIED

Financial Risk Manager (FRM®)

portfolio

attività, collaborazioni e progetti

Covid-19 Dashboard

Ho sviluppato un programma in R per elaborare i dati provenienti da diverse fonti ufficiali e calcolare indicatori statistici e grafici interattivi ed aggiornati in tempo reale con una Dashboard online sull’evoluzione del coronavirus.
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Editorialista per ilSole24Ore

Ho partecipato al gruppo di fondatori per il lancio di Econopoly del ilSole24Ore: sezione dedicata alle analisi ed approfondimenti dell’economia e finanza. Contribuisco periodicamente con analisi ed editoriali.
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DIRECTOR OF ITALIAN CHAPTER

Cooptato come Director nel Board per fondazione dell'Italian Chapter del GARP, la maggiore associazione mondiale di risk managers e professionisti dell’industria del risparmio gestito.
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Board Member AICP Milano

Cooptato nel Direttivo di Milano di AICP, ho collaborato con tanti Investitori Istituzionali per la promozione dell'investimento previdenziale sia con gruppi di lavoro sia come relatore a convegni.
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COORDINATORE TAVOLO RISK MANAGEMENT

Coordinamento del Gruppo di Lavoro di Risk Management di AIFI per lo sviluppo di un modello standard di stima del rischio su investimenti in economia reale dei fondi alternativi AIFMD.
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Membro di Commissione

Dal 2009 membro di numerose Commissioni AIFIRM tra cui “Intelligenza Artificiale nel Risk Management” con contributo alla pubblicazione Position Paper “L’applicazione di Machine Learning e Predictive Analytics nel Risk Management”
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CONSULENTE PER LA COMM. FINANZE DELLA CAMERA

Membro della Consulta degli Esperti in qualità di consulente del Presidente della VI° Commissione Finanza della Camera dei Deputati.
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FONDATORE E PRESIDENTE

Senior Fellow di The Smart Institute, think tank di riferimento della business community italiana che si occupa di innovazione, sviluppo economico e business leadership. Serbatoio di idee e proposte intelligenti, sostenibili ed inclusive.
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BOARD MEMBER

Cooptato nel Board of Directors del Comitato promotore per il Distretto d’Affari di Milano volto all’attività di advocacy ed economic diplomacy.

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based in Milan, Italy

+39 02 87189226

info [at] merella.it

Open to opportunity