Figura professionale: Risk Manager

Nome Cognome: B. R.Età: 29
Cellulare/Telefono: Riservato!E-mail: Riservato!
CV Allegato: Riservato!Categoria CV: Project Manager/Architetto SW/ IT Manager
Sede preferita: Milano

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Risk Manager



• Financial products

o Bond, Sinkable, Factorized, zero coupon, convertible, callable, ABS;

o Rates: Repo, OIS, Euribor, Libor, Eonia;

o Mutual Funds, Hedge Funds, Alternative& MultiassetFunds;

o Interest rate derivatives: Bond, Repo, Interest Rate Swap, FRA, Cap-Floor, Swaption

o Equity Derivatives: Equity swap, Equity options, Warrant, Equities Rights, Total Return Swap. Total Volatility Swap;

o Indexes: Indexes Options, Total Return Swap, Indexes Swap;

o Credit derivatives: Credit Default Swap, Credit Index, Credit Index Option, Credit Linked Notes;

o Derivatives Models: Black and Scholes Merton, Hull, Hedging: Delta, Gamma, Theta, Vega;

o Options: Put, Call, Butterfly, Straddle, Strangle, Condor, Collar.

• Functional knowledge

o Front Office: Kondor +, Sophie Risque, Aladdin (BlackRosk Front Office System), Omgeo CTM;

o Back Office: CDS,TRS, IRS Reset Validation, Corporate Action on Archimede, Confirmation workflow, Regulatory reporting (EMIR) Data reconciliation with other financial systems.

• Financial Models

o Derivatives Models: Black and Scholes Merton, Hull, Hedging: Delta, Gamma, Theta, Vega;

o Market Risk: VaR, Expected shortfall, Re-VaR, Risk Budgeting. Risk attribution. Historical simulation, Parametrics, Garch, Arch, Risk Metrics, Monte Carlo. Resampling, Bootstrapping. Gretl Elton GruberStatistical Software;

o Credit Risk: RWA, Tiers 1,2, Market, Operation, Counterparties Risk, Rating, PD, LGD, EL. Economic Capital Risk Management (STD, ECAI, IRB);

o Asset allocation: CAPM (Capital Asset Financial Model), Performance Valuation Ratio, Time Weighted, Money Weighted, Market timing, Securities selection, Performance Attribution. RAPA (Risk Adjusted Performance Attribution), Technical & FundamentalAnalyses.

• Paper & Project

o Thesis Bachelor: Financing the intellectual property;

o Pricing yield Derivatives Dividend. Matlab Software. Course Class on Master degree;

o Italian Media Portfolio Analyses. Software Elton Gruber Course Class on Master degree;

o Thesis Master Degree: Risk Evaluation, Risk decomposition, Risk allocation & Risk attribution measurements in the investment process. Vote:105/110;

o Exec. Master Economic Capital Management. Unicredit & Bankinter Comparison;

o Support during activities Merger of Fund Control Office of Pioneer Investments into Amundi Asset Management;

o Collaboration with Info provider (Markit, Bloomberg) on Configuration of new structured financial instruments implementing new Practices of Derivatives Pricing and new updated functions on Depo BANK systems.

• Technical skills

o Operating Systems: Microsoft Windows, Linux, IoS;

Advanced Excel, Word, PP, Number, Pages of IoS;

o Programming Languages:  

MATLAB Software Certificate;

STATA Software Certificate;


SQL& SaS (Basic Knowledge);

o Info provider: Bloomberg, Telekurs, IDK, Reuters, Markit User.

• Language:  Professional Business English, French (basic School Learning), 

Mother tongue: Italian, Albanian.


June 2018 – Present ​​Banca DEPO Italiana. Ex ICBPI (Milan Italy)

​​​​Pricing Unit Derivatives

• Bloomberg AIM: Insertion Orders on Bloomberg Aim on Clients Interest.

o CDS, TRS, Equity Indexes Swap, Options, Single Name CDS, on Bloomberg OTC Valuation.

o Derivatives Calculation on rate reset date.

o Insertion derivatives on Markit Valuation

o NaV impact on derivatives transaction

• Emir Regulation

o Execution of orders into EMIR Regulatoryworksheets

o Match orders with the clearing (DTCC, BNP)

• Corporate Actions M&A activities

o Creation of Corporate Action transactions on Archimede: ( Spin-off, Merger, Split, Right, Warrant & Bonus Share, Exercise voluntary/ mandatory actions).

o Tender Offers.

o Blocking expiration.

o Dividend Reinvestment

o P&L analysis on Tabulates

June 2017–May 2018​​Amundi S.G.R, Credit Agricole (Milan Italy)

​​​​Fund Investment Control

o NaV Plausibility daily calculation compared with the market performance.

o Fund Investment Limit Control, in touch with Portfolio Manager & Risk Manager

o EMIR Reporting to Consob & Bank Of Italy (Unmatched, Disputes of ETD, OTC Transactions)

o Semi Annually & Annually Funds Reporting to Bank of Italy and Audit Company

o Performance Incentives

September 2015 – June 2017​Pioneer Investment Asset Management Unicredit (Milan Italy)

​​​​Fund Support & Control

o Mutual Funds Accounting Control

o Monitoring Liquid, illiquid , derivatives & collateral instruments

o Rebates calculation faced with the counterpartiesconfirmations and depositary account.

o Cash flow on funds reporting to the portfolio Managers

o Transfer Agent & Management Company Activities, FATCA, CRS Reporting.

o Transaction of Clients Portfolio Validation 

o Due Diligence with Depository & Custodian Outsourcer services in Italy and worldwide

o Coupon Payment Calculation, Income OICR Reporting to the board.

Gen 2015- July 2015​​Banco Popolare di Milano (Verona Italy)

Six months Internship Middle Office Finanza / Derivati.

o Monitoring financial instruments transaction: Derivatives, Bonds, Shares, ETF, Funds, Options,

PCT. Main applications used: Sophie Risque, Kondor +, CAD, Hermes. 

o Excellent interaction with front-back desks for post-trading. 

o Settlement / Matching, Trading Funds business on OmgeoCTM. 

o Treasury activities of repo, euro deposits with domestic counterparts, futures, IRS, OIS

manually entered.

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