Perform various analysis - at portfolio level - regarding: exposure, collateral, disputes, GWWR (General Wrong Way Risk), stress test scenarios (based on current and future exposure), overdrafts, Central Clearing Counterparties.In implementing the analysis I've used various programming languages: R, Matlab / Octave, Oracle SQL, and Fusioncharts.I've also done mobile programming using the Xamarin framework.

I am part of the team that is managing the Deal Capture system, a middleware application that integrates data between financial markets (e.g. Bloomberg, BrokerTec, MTS, XETRA, Eurex s.o.), and Front & Back Office systems of Unicredit (e.g. Murex, Kondor, SPS, CAD, PKS s.o.)I am the responsible person for the project that aims to migrate the Deal Capture platform from Windows Server 2003 and SqlServer 2000 infrastructure in Verona, to a new infrastructure in Munchen (Germany) based on Windows Server 2008 R2 and SQL Server 2008 R2.

I have been part of the working team that handled the migration of the Summit and Kondor+ Systems to Murex and the integration between Murex and the financial datawarehouse.I was also responsible for the production and delivery of data report files to LIMEX (for Counterparty Risk Management)

EAI/Java Architect - design and technical supervision of a financial java solution able to integrate with ORC Liquidator (www.orcsoftware.com). The solution is responsable for calculating the raw prices for financial instruments in the Euronext, TLX and SeDex markets allowing Unicredit to act as a Market Maker.The architecture of the sistem is based on the Event Driven Architecture concepts, beeing able to dinamically react at the continuous market events, traders input and handle infrastructure problems, in real time and with high performance and availability specifications.

I've developed a web application using .NET technology for the complete management of collateral contracts. Collateral is an advanced technique used to reduce the credit risk in unsecured financial transactions.The application manages the anagraphical data of the contracts, includes modules to completly automatize the margin call requests, reconciliate various portfolio mismatches between counterparties, produces detailed reports with the exposure at risk s.o.

I've created the architecture and also partecipated actively in the phase of development of an .NET application capable of completly managing the anagraphical information for different categories of financial instruments: Bonds, Equities, Certificates and Covered Warrants.The application calculates the Value at Risk of the financial instruments it manages and has also a reporting component, integrating with external real time sistems like Reuters and ORC in order to exchange data.I've also participated in the analisys and development phase of an application that manages CPPI (Constant Proportion Portfolio Insurance) and VPPI (Variable Proportion Portfolio Insurance) contracts. The application in responsable to rebalance every day the investment of portfolios composed of active and cash funds, based upon different factors like: market data information, specific coupon payment dates, yield curves, inflation fixings, s.o.The application uses Java2EE (Jboss, Tomcat, Struts, Hibernate, XDoclets, SqlServer)

I've been doing java and C development as a group leader for an application that completly manages the IPO (Initial Public Offering) process, used when a company issues common stock or shares to the public for the first time.Tha application is able to act as both a Lead Manager as an Underwriter and continuously comunicates with other bank systems involved in the same process.The core of the application is written in C, stores the informations in Oracle databse, has a public web interface written in Java and also an adminitration console (Windows forms) written in Java. The file exchange between various systems involved in the process is done through a message queue. The application server sits on a Sun Solaris machine.

Java developer for enterprise J2EE solutions for banking and insurance. I've used design patterns, application integration patterns to fulfill performance and high availability requests, and resolve cross-platform related issues.

I've been doing system administration work for about one year, designing the physical network (including firewall, router, switches s.o.) of a software company, that hold the main servers on HP Unix and Suse Linux machines.I've been doing shell programming, configured mail server (QMail), database server (MySql), WebServer (Apache) s.o.