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
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
SCM Solutions Capital Management SIM
Risk Manager in outsourcing for the management company specialised in liquid assets and complex products.
Jan 2011 - Mar 2015
Hines Italia Real Estate
Risk Manager in outsourcing for the management company specialised in Real Estate investments.
Jul 2003 - Oct 2003
Epta Global Investments Ltd (Dublin)
Developed a portfolio managers performance database with a coherent model of evaluation, peer grouping and styles analysis.
Global Association of Risk Professionals (GARP)
Stanford University – (Venture Lab)
Financial Engineering and Risk Management Course
Columbia University (NY)
Bachelor of Science in Economics
London School of Economics (LSE)
RISK MODELS ON UCITS FUNDS
RISK MODELS ON AIFMD FUNDS
MARKET RISK (VaR, Stress & Back Test)
PORTFOLIO CREDIT RISK MANAGEMENT
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)