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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 prospective. 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

SOFT SKILLS

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COLUMNIST

I use logical and critical thinking to analyse the dynamics of the economic system. I consider myself an original thinker who has the ability to go beyond traditional approaches. A glimpse of my innovative thinking can be read in the articles that have been published.

PROBLEM SOLVER

My focus is to find a thorough solution to any problem I face. 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

I write about web design. It is a long established fact that a reader will be distracted by the readable content.

EMPATHY

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

Work Process


BUSINESS OPPORTUNITY

IDENTIFICATION

ASSESSMENT

RISK vs REWARD

REPORTING

ACTION PLAN

Other Information


Basketball amateur player

Amateur Photographer

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

Bachelor 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®)

projects

Covid-19 Dashboard

Daily updated

Associazione Financial Industry Risk Managers

Full Member

Global Association of Risk Professional

FRM (R) GARP Certified

Associazione di Cultura Previdenziale

Full Member

WORKING GROUP ON RISK MANAGEMENT

Coordinator of the working group

Columnist on ilSole24Ore

Analyst and contributor

Consulta Esperti

Member of the Advisory Committee

MILAN BUSINESS DISTRICT PROMOTING COMMITTEE

Member of the Board of Directors

The Smart Institute Think Tank

Founder and Senior Fellow

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based in Milan, Italy

Tel : +39 02 87189226

info [at] merella.it

Open to opportunity

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