Alessandro Giuseppe Caporale Email and Phone Number

- Worked for a leading private equity firm with a focus on investing in private credit, specifically securitizations in Europe. Conducted analysis on the regulatory treatment of these investments under the Solvency II framework- Supported the adoption of the Solvency II internal model for market risk at a leading Italian insurance firm, performing tailored and sensitivity analyses using R and Python to evaluate model performance and ensure robustness- Conducted an evaluation for a life insurance firm in Bermuda to assess a potential reallocation to Europe, estimating all possible impacts on available capital and Solvency Capital Requirement (SCR) in the context of the Solvency II reform- Reviewed spread risk widening modeling methodology for a leading insurer's Solvency II internal model in the Nordics- Conducted in-depth analyses for a leading insurance firm, aiming to facilitate their shift from B2B to B2C via digital platforms. Employed Extreme Gradient Boosting (XGB) for cluster analysis, focusing on identifying sociodemographic characteristics that predict higher probabilities of claims, thereby enabling targeted risk management and strategic planning-Developed Machine Learning tool that enables assessment of companies' sustainability relationships across key dimensions for climate risk-Developed a tool based on Stochastic Approach that forecasts Net Zero metrics in 2050 under different scenarios (Current Policies, Delayed Transition, Net Zero 2050)

Support activities for Prof. Alessandro Antonelli's courses at various Universities (JCU and Politecnico di Milano): Financial Intermediaries and Capital Markets, Investment Analysis, Corporate Finance and Financial Valuation.

- Climate Risk Modelling (Physical and Transition Risk)- Asset Loss Modelling- Internal Asset Pricer support implementation

- Support the team in analysis and reports preparation- Learn the implementation of the main credit metrics for the management of acquisitions and portfolio management- Data gathering and analysis- Database querying in SQL/SAS/Python- Mapping/review of internal policies and operational flows