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Current position:
Credit Risk Analyst at
Banca Nazionale del Lavoro - BNPP Group Credit Risk Management Office, main job
: IAS - IFRS provisions calculation and Basel II capital requirement calculation
- modelling, programming and reporting; past positions and activities in BNL :
Developing and Managing the balance sheet component of the internal rating
system; Risk Adjusted Pricing Model; Risk adjusted Performance Measurement
Past positions:
2003–
2005 Credit risk Analyst at Iccrea Holding Credit Risk Management
Office, main job : developing and managing a
BankScore – Bankscope based
internal rating system,securitization analysis and evaluation.
2002 – 2003 Credit Risk Analyst at Banca Nazionale del Lavoro
Credit Risk Management office, main job : developing an
Algorithmics based Credit Risk Management System, Bank Loans
Risk Adjusted Pricing Model, New Basel II Accord and
Risk Adjusted Performance Measurement
1998 – 2002
Credit Analyst at Mediocredito Centrale S.p.A
Medium and Long Term Corporate Credit Office, main job : Corporate Finance,
investment Credit, Mortgage Credit and subsidized credit lending operations
analysis
1994 – 1995 Italian Army Military Service as Officer- 18* Reggimento Artiglieria Contraerea -
Education:
1994 Laurea (B.A.)
Economics and Commerce,
University of Rome “La Sapienza”,
cum laude. Dissertation in Econometrics on "Risk measures and
learning representation on the financial and monetary market: a best practice
illustration and estimation of an italian financial market model with
cointegration techniques.”
Computers Applications :
Word, Excel, Power Point, Front
Page,Access, SQLServer, Visual Studio 2003/2005 ,
SAS,
Bloomberg Platform,
BvD Family Products (Bankscope, Amadeus, Osiris, BankScore)
General Purpose languages:
C, C++, C#, VBA, VB.NET, SQL, ASP.NET, JScript, XML, HTML, Visual Studio
2003-2008
Econometric / Statistic software:
Gauss,
MATLAB,
SAS,
Microfit,
Rats,
Eviews
Symbolic Language Software:
MATHEMATICA, MAPLE
Main interest:
- Rating System Modelling
- Portfolio Credit Risk Modelling
- Stres Testing
- Risk Management solutions and Programming
- Data Base Management and Data Base Solutions Programming
- Web based applications programming
Sports & Hobbies:
Horse Riding, Archery, Hunting, swimming;
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