Federico Sciullo
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Federico Sciullo Email & Phone Number

Credit Risk Modeller - Model Development at BAWAG Group
Location: Austria, Austria, Austria 7 work roles 4 schools
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Current company
Role
Credit Risk Modeller - Model Development
Location
Austria, Austria, Austria
Company size

Who is Federico Sciullo? Overview

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Quick answer

Federico Sciullo is listed as Credit Risk Modeller - Model Development at BAWAG Group, a company with 524 employees, based in Austria, Austria, Austria. AeroLeads shows a matched LinkedIn profile for Federico Sciullo.

Federico Sciullo previously worked as Risk Measurement and Methods & Internal Models at Vienna Insurance Group (Vig) and Risk Model Validation - Non life / Health at Vienna Insurance Group (Vig). Federico Sciullo holds Master'S Degree, Quantitative Finance from Wu (Vienna University Of Economics And Business).

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Email format at BAWAG Group

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BAWAG Group

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Profile bio

About Federico Sciullo

Federico Sciullo is a Credit Risk Modeller - Model Development at BAWAG Group. He is proficient in English.

Current workplace

Federico Sciullo's current company

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BAWAG Group
Bawag Group
Credit Risk Modeller - Model Development
Austria
Website
Employees
524
AeroLeads page
7 roles

Federico Sciullo work experience

A career timeline built from the work history available for this profile.

Credit Risk Modeller - Model Development

Austria

Credit Risk Modeller - Model Development

Current

Vienna, Austria

Jul 2024 - Present

Risk Measurement And Methods & Internal Models

Vienna, Austria

- Working with the Risk Measurement Team and Internal Models Team. Responsible for the validation of internal models and projects related to Asset and Liability Management (ALM).- Responsible for the development and maintenance of internal pricing packages in R and Python

Apr 2024 - Jul 2024

Risk Model Validation - Non Life / Health

Vienna, Austria

- Worked on the validation of the partial stochastic internal model employed by VIG and its subsidiaries for the calculation of capital requirements in accordance with Solvency II guidelines- Responsible for theoretical validation and unit testing using R and C++

Jul 2023 - Apr 2024

Market And Liquidity Risk Model Validation

Vienna, Austria

Jan 2023 - Jul 2023

Teaching Assistant At The Portfolio Management Program

Vienna, Austria

Jun 2022 - Jan 2023
Team & coworkers

Colleagues at BAWAG Group

Other employees you can reach at bawagpsk.com. View company contacts for 524 employees →

4 education records

Federico Sciullo education

Summer School - Endowment Management And Long-Term Investing

Lectures held by Professor Russell Wermers (University of Maryland) - Asset pricing models - Return-Based Performance Evaluation.

Bachelor'S Degree, Economics, 110/110

The programme presents a multidisciplinary approach, tackling with concepts and models from Management, Economics, Finance and.

Education record

Attended during the years 2017/2018 different courses at College of DuPage with the main purpose of improving English skills (Speech and.

FAQ

Frequently asked questions about Federico Sciullo

Quick answers generated from the profile data available on this page.

What company does Federico Sciullo work for?

Federico Sciullo works for BAWAG Group.

What is Federico Sciullo's role at BAWAG Group?

Federico Sciullo is listed as Credit Risk Modeller - Model Development at BAWAG Group.

Where is Federico Sciullo based?

Federico Sciullo is based in Austria, Austria, Austria while working with BAWAG Group.

What companies has Federico Sciullo worked for?

Federico Sciullo has worked for Bawag Group, Vienna Insurance Group (Vig), Erste Group, Wu (Vienna University Of Economics And Business), and Pmp Wien.

Who are Federico Sciullo's colleagues at BAWAG Group?

Federico Sciullo's colleagues at BAWAG Group include Marcel Schneider, Drilon Morina, Alfred Fresser, Nadine Egger, and Verena Spitz.

How can I contact Federico Sciullo?

You can use AeroLeads to view verified contact signals for Federico Sciullo at BAWAG Group, including work email, phone, and LinkedIn data when available.

What schools did Federico Sciullo attend?

Federico Sciullo holds Master'S Degree, Quantitative Finance from Wu (Vienna University Of Economics And Business).

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