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®)