Head of Financial Risk Management
Fideuram Asset Management
Total years of experience :19 years, 5 Months
• Main activities and responsibilities
Market and Operational Risk Management for UCITS/UCIs (including alternatives) . Development of IT tools (SQL, C#, VBA) for the monitoring and analysis of risk. Draft of Risk Management Procedures for UCITS and Alternatives. Reporting directly to senior managers and Board of Directors. In charge of two junior risk managers.
• Main activities and responsibilities
Market and Operational Risk Management for UCITS/UCIs (including alternatives) . Daily oversight of risk management for 8 clients, mostly UCITS. Preparation of weekly and monthly reports to the Conducting Officers and of quarterly reports to the Board of Directors. Liaising with the senior managers of the entities involved in the daily management of the Funds.
• Main activities and responsibilities
Oversight of Market Risk and Compliance for UCITS. Development of tools for the independent evaluation of derivative instruments (VBA) . Investment advisor for funds focused on structured bonds (ABS)
• Main activities and responsibilities
Development of tools for interest rate risk management. Analysis of securities based on relative value approach (risk premium decomposition) . Joint responsibility for the daily management of bond portfolios (AUM: EUR 400 million) with a total return strategy (Euribor +)
• Main activities and responsibilities
Daily oversight of interest rate and foreign exchange risk for a whole range of portfolios. Formation trainings in the bond, equity and risk departments.
• Principal subjects Statistical Analysis, Mathematics, Stochastic Calculus 2nd Degree Program
Financial Markets, Mathematics for Finance, Economics, Game Theory, Business Law Degree in Financial Markets - 108/110