Antonella Miluccio Email & Phone Number

Bologna, It

Bologna, Emilia-Romagna, Italia

Bologna, Emilia-Romagna, Italia

- Manager of "Corporate & Family offices" in the For Profit Investor business line- Investment and Risk Management Consultant for "Intermediari" in the For Profit Investor Business Line- Development of proprietary model ISQ - Indicatore Sintetico Qualità - for Corporate Bond as project manager: picking and risk management tool- Strategical and Tactical Asset Allocation - annual TR target with performance fee ; focus IFRS9 clients (Confidi, Banks and Corporate)- Support in… Show more - Manager of "Corporate & Family offices" in the For Profit Investor business line- Investment and Risk Management Consultant for "Intermediari" in the For Profit Investor Business Line- Development of proprietary model ISQ - Indicatore Sintetico Qualità - for Corporate Bond as project manager: picking and risk management tool- Strategical and Tactical Asset Allocation - annual TR target with performance fee ; focus IFRS9 clients (Confidi, Banks and Corporate)- Support in writing Financial Policy for "Intermediari" line-Team leader of 5 people team (analysts and a consultant) to coordinate all the deliveries of the business line "For Profit Investors" Show less

Bologna, Italia

- I've developed the Internal Rate Model for Counterpart Risk "Risk Score Model" to assign maximal exposures to banks and clients- Market Risks: advanced user of Bloomberg Portfolio's functions to control, manage and analyze portfolios, portfolio ticketerizations, peformance attributions, custom data editor- Internal policies and process editor- Strategic risk advisory on Asset Management Portfolios: volatility risk adj analysis across asset class and Simgest property's… Show more - I've developed the Internal Rate Model for Counterpart Risk "Risk Score Model" to assign maximal exposures to banks and clients- Market Risks: advanced user of Bloomberg Portfolio's functions to control, manage and analyze portfolios, portfolio ticketerizations, peformance attributions, custom data editor- Internal policies and process editor- Strategic risk advisory on Asset Management Portfolios: volatility risk adj analysis across asset class and Simgest property's portfolios ( AFS -HFT- HTM - LR)- Development of Asset Management FlexGest products- Passed successfully the Bank of Italy's inspection in 2016- Recovery Plan Show less

Bologna Area, Italy

The strategy tree in place for the 2014 is a mix of quantitative and qualitative approach.Each strategy has a fixed weight managed in a top-down view. My quantitative fundamental long short strategy is added to get more alpha to the equity portfolios in a 130/30 style.I work also with a tactical approach in terms of net exposure and beta exposure.

Bologna Area, Italy

2007 - present: Equity portfolio manager for Istitutional clients. Balanced active beta, TR fund, 130/30 style fund with a quantitative approach.2005-2006: Fix-Income portfolio manager for Istitutional clients 2002- 2005: Trading desk - idea generation and Execution for Simgest AM and istitutional clients - flow credit and rates, as well as cash equity and derivatives.

Bologna Area, Italy

Quantitative/ fundamental Long Short equity with weekly rebalancing and trading on main European future: equity (main indexes and sectorial approch ) and rates (Bund, future btp, Oat ).This experience will be get into the new equity 130/30 fund.

Reggio Emilia Area, Italy

-Head of the trading floor: overseeing traders activity on Futures and options strategies implementedReporting activity towards top managementManaging the trade-off objective/return on a monthly basis- Scalping, Intraday trading and positioning on Futures and options on the italian Markets.

Risk Management

Performance attribution e Controllo del Rischio nell'Asset Management Financial Risk Management nelle banche

La Sfida Della Complessità Per Manager Nel Mondo Vuca, Manageriale

Global Asset Allocation Degree, Asset Management

Advanced Global Asset Allocation

2000, Economics

Activities and Societies: Aiesec Graduated with honors in Economy. Active in Aiesec with different positions in Finance Manager.