Danilo Mercuri Email & Phone Number

Milano

Milano

Milano, Italia

Milano, Italy

Significant experience in risk management project to the Basel II/III regulatory framework compliance, with reference to methodology, organization, processes and IT Architecture. During the years I have successfully delivered relevant projects with focus on:- Compliance with the Basel regulation requirement, Risk Appetite Framework, ICAAP and Capital Adequacy- Risk Monitoring, Risk Data Aggregation, Risk Reporting and Enterprise wide risk management- Internal model validation (Credit, Market, IRC and Counterparty Credit Risk)- Internal model implementation both regulatory and managerial (ALM, Liquidity, Market Risk, - Counterparty Credit Risk, CVA, Credit, Credit Portfolio Model, Risk Integration)- Credit Risk, Credit Process, Decision Model and Workflow as well as IFRS framework implementation- Risk Technology including Front/Back office system implementation, limit controlling systems implementation, Risk Management system and Decision Engine implementation- Program and Project Management

Florence Area, Italy

Assistance to a major banking groups with the definition and implementation of risk data aggregation and risk reporting framework (including CRO-CFO convergence program)Assistance to a major Italians banking group with the validation for of the internal Counterparty Credit Risk and Market Risk models including Incremental Risk Charge.Supporting tier 1 banking group with the implementation of its Front/Back Office and Risk Management system (mainly using Algorithmics suite and Murex/MLC) with reference to Counterparty Credit Risk, Collateral Management, Credit Portfolio Model, Market Risk, ALM & Liquidity, Risk Integration and Enterprise Wide Risk Management. Supporting the design and the implementation of the Group Wide Risk Reporting as well as the definition of the risk monitoring framework.Supporting ICAAP, Risk Appetite, Stress Test and Capital Adequacy framework for the Italian's Banks with reference to the metrics to adopt, processes, policy and systems for monitoring the risk tolerance

Italia

Project management for Solvency II projectMarket, ALM, Counterparty, Specific, Credit Portfolio model Risk project , in the framework of Algorithmics Suite, included:- products definition- financial specifications- IT integration Pillar II Policies DefinitionIntegration between front-offices (Murex) and Risk Management (Algorithmics) for all type of financial instrumentsImplementation Murex FO system (MxG2000) and Murex Limits Controller (MLC) with specific role in financial instrument definition, pricing, marked data, exposure estimation and reporting

Planning and Controlling the Commercial Trend of B.U Retail, branch “Personale Finance Manager”; developing a new project on "Real Estate Credit Consultant (CCI)", working with the Chief of Branch and the Mortgage Product Manager,

Working as administrative employee at an accounting and business consulting firm in Lamezia Terme

Executive Training Reply Management Group, 12-Months Part-Time

Master, Banking And Finance

Activities and Societies: Course focused on the management of investment funds, trading of financial instrument, portfolio management.

Economics, Corporate And Investment Banking

Degree in Economics. Final dissertation, titled "Credit Derivatives: Theoreticals and Empirical Elements”