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)
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®)