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
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.
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.
I write about web design. It is a long established fact that a reader will be distracted by the readable content.
I have the ability to read people’s perspective and understand their needs. I avoid stereotyping and judging too quickly.
RISK vs REWARD
Basketball amateur player
Paul Harris Fellow recognition
CMAS** Scuba Diver
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)
UCITS PRODUCTS AND FUNDS
AIFMD INVESTMENTS AND 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).
Financial Risk Manager (FRM®)
My Social Network
based in Milan, Italy
Tel : +39 02 87189226
info [at] merella.it