Figura professionale: Operational ALM Analyst
|Nome Cognome||: G. R.||Età||: 26|
|Cellulare/Telefono||: Riservato!||: Riservato!|
|CV Allegato||: Riservato!||Categoria CV||: Developer / Web dev. / Mobile dev.|
|Sede preferita||: Milano|
Accesso Full al database con 31.307 CV a partire da € 80,00 ABBONATI SUBITO
Present – Oct 2019 – Apr 2019 Internship – Operational ALM Analyst, UniCredit S.p.A., Milano, Italy
-Testing and monitoring the reporting of the rate risk metrics of the banking book (NII/EV Sensitivity).
-Verifying and monitoring the correct supply of the rate risk monitoring system.
-Developing new tools to explore the banking book database and improve the estimate of the NII/EV Sensitivity.
-Developing and challenging internal models to forecast the allocation of the bank’s customers’ total financial asset.
Jul 2019 First Level Specialized Master MAFINRISK in Quantitative Finance and Risk Management
Sep 2018 Università commerciale Luigi Bocconi, Milano, Italy
Jul 2018 Master’s Degree in Theoretical Physics, Università di Padova, Padova, Italy
Oct 2015 Level in national classification: 103/110 – Thesis: “Cosmological aspects of Fuzzy Dark Matter”
Sep 2015 Bachelor’s Degree in Physics, Università di Padova, Padova, Italy
sep 2012 Level in national classification: 94/110 – Thesis: “Detection of Cosmological Axions”
Jul 2012 Liceo Scientifico “G. Galilei”, Verona, Italy
Sep 2007 Level in national classification: 95/100
Award for excellent students of Liceo Scientifico “G. Galilei”
Italian Mother tongue
Cambridge English: Advanced. | Council of Europe Level C1. (Jun 2018)
Programming Languages and Computer Skills
Good Knowledge R, PYTHON, SQL, Excel
Machine Learning by Stanford University on Coursera. (Sep 2018)
Deep Learning A-Z™: Hands-On Artificial Neural Networks. | Udemy. (Jul 2019)
Data Science with Python – Career on DataCamp (22 courses). | DataCamp. (Dec 2018)
Structuring Machine Learning Projects by deeplearning.ai on Coursera. (Sep 2018)
Basic Knowledge C++, VBA, OCTAVE, HTML5, Mathematica, Matlab, LATEX
Experience with: Most common Machine Learning Algorithms, Recurrent Neural Networks, Convolutional Neural
Networks, Reinforcement Learning, Tensorflow, Keras, Multicore Processing, building User Interfaces, Kalman Filters,
Time Series Forecasting, ARIMA Models, Large Datasets
Sep 2018 Mathematics and Physics Tutor, Verona, Italy
Jan 2013 Tutor for dozens of high school and university students, for about 8 hours a week.
Jan 2018 Bass Player and Session Musician
Jul 2011 Bass Player and responsible for economic management, advertisement and organization of events for numerous bands, one of
which under a managerial contract, counting more than a hundred concerts
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