Federico Giorgi Email & Phone Number

Germany

Roma, Lazio, Italia

Poste Vita Insurance Group (Gruppo Assicurativo Poste Vita), subsidiary of Poste Italiane, operates in the life and non-life insurance industry.Tasks: • Supervision and development of credit risk models on the overall Group portfolio within the scope of Solvency II Internal Model, in particular - spread risk - migration risk - default risk - counterparty risk• Coordination of the interactions with the supervisory authority• Overview on the overall Solvency II market risks and loss modeling• Impact models to evaluate scenarios of the company Solvency Ratio across market and life risks• Development of asset system interfaces

Milan, Lombardy, Italy

Oliver Wyman is management consulting firm. The Company offers strategies, operations, risk management, and organization transformation services. The quantitative analysts team is devoted to deliver advanced quantitative and analytical solutions to the company’s clients, working alongside Oliver Wyman’s consulting teams.Tasks:• Delivering customized analyses of data, advanced models and tools for client project needs• Working with project teams and clients in order to identify needs and potential practical solutions• Summarizing the performed analyses and features of the developed solutions in client-ready documentation

Roma, Lazio, Italia

ARPM operates as a research and education firm in quantitative finance. The firm’s expertise lies in reviewing and developing the most modern mathematical methods for data science and quantitative risk and portfolio management. ARPM maintains and offers educational programs across the financial industry: asset management, banking, and insurance, serving customers worldwide.Tasks:• Supervision of the data science research area• Direction and supervision of international research teams• Coordination for the development of IT systems for researchers• Management of the ARPM Python code development• Coordination of the ARPM MATLAB and R code development in partnership with Mathworks and R community• Training activities for master-level programs in quantitative finance addressed to corporates and academia

Roma, Lazio, Italia

Tasks:• Research activities in data science, risk management, portfolio management• Development of advanced case studies for multi asset portfolio optimization with credit risk

Doctor Of Philosophy - Phd, Economics And Finance, Excellent Cum Laude

Research interests: • Reinforcement learning for investment strategies with trading signals and transaction costs • Automatic option.

Master Of Science (M.Sc.), Pure And Applied Mathematics, 110/110 Cum Laude

Thesis: Large deviations for conditional Volterra processes

Bachelor Of Science (B.Sc.), Mathematics, 110/110 Cum Laude

Diploma Di Maturità, 100/100