
More than 8 years of experience in the credit risk management area as Quantitative Risk Analyst - develop, implement and mantain credit risk models used for actual capital calculation and for stress testing purposes (Risk-weighted assets/ CECL/ IFRS9 ECL/ Stress Loss/ Stress Regulatory expected loss). Interaction with key internal stakeholders and exernal regulators, including active involvment in the on-site inspections with ECB, climate regularory exercise with PRA, and Stress Testing exercise with FINMA. I earned with honors a Master of Mathematics with a stochastic-financial orientation, studying at University of Padua, University of Michigan and doing the master thesis at Cardiff University. As part of my experience at UniCredit, I had a privileged view thanks to the Graduate Program to develop insights about organization structure, digital innovation, Strategic Plan planning and application. I had the opportunity to have a top-down managerial view working in the Holding headquarter as well as a customer bottom-up view working in retail branches, trying to transfer customers needs into future business in order to maximize customers satisfaction. In the spare time, I am keen about cycling, I coached for five years the youth sector of U.C Mirano, organizing training tables and tactics for the competition, to cite but a few. I am very committed to the volunteering activity and to develop the integration between international people, in order to become open-minded, enhancing interpersonal skills and self-awareness.
ubs.com
be-tse.it
unicreditgroup.eu
Zurich, Switzerland
Senior Model Risk Auditor
UBS
• www.linkedin.com/company/ubs
• Full-time
Apr 2024 - Present
Zurich, Switzerland
Agile Product Owner at UBS as Quantitative Risk Analyst Director / Lombard Lending
UBS
• www.linkedin.com/company/ubs
• Full-time
Oct 2022 - Jun 2024
Zurich, Switzerland
IFRS9 and Stress Testing / Senior Quantitative Model Developer / Credit Risk
UBS
• www.linkedin.com/company/ubs
• Full-time
Jul 2019 - Oct 2022
Zürich Area, Switzerland
Credit Risk models developer
UniCredit
• www.linkedin.com/company/unicredit
Feb 2017 - Jun 2019
Milan Area, Italy
Impact Graduate Program
UniCredit
• www.linkedin.com/company/unicredit
Oct 2015 - Jan 2017
Milano, Italia
Impact Graduate Program, Commercial Banking
UniCredit
• www.linkedin.com/company/unicredit
Feb 2015 - Oct 2015
Rome Area, Italy
Market Research Interviewer
Pragma Research
Apr 2012 - Aug 2013
Cycling coach
Unione Ciclistica Mirano
Jan 2008 - Dec 2012
Mirano, Italia