Product expertise :• Tax Credits securitisations (Superbonus, Ecobonus, Sismabonus, etc...) • Direct lending through SPVs in the context of loan syndication under italian securitisation law (130/1999)• NPL securitisations • Synthetic securitisations for credit risk transfer purposes and capital optimization

• Evaluation of risk, compliance, regulatory and capital requirements of structured transactions (Securitisations, Funds / OIC and Business SPVs)• Credit Risk Transfer (CRT /SRT) assessment of originated securitisations both performing and NPLs, as FINO and PRISMA massive disposal programs• Active player in the working groups of Association for Financial Markets in Europe (AFME), European Banking Federation (EBF), Associazione Bancaria Italiana (ABI) and IACPM• Deep knowledge of the current regulatory and compliance framework related to securitisations (for example EU Reg. 2017/2401 and 2017/2402) and extensive familiarity with the Capital Requirement Regulation (CRR I and CRR II) and Basel standards• Project management of new ICT implementations related to SRT assessment, securitisation evaluation and monitoring of Shadow Banking Entities• Development, improvement and management of an internal statistical model aimed at evaluating the risk profile of own synthetic securitisation based on Monte Carlo simulations• Good knowledge of the supervisory reporting framework for securitisations (COREP C13 and C14)• ICAAP and EBA Stress Test of the Group’s exposures towards structured entities

• Analysis of potential new clients’ portfolio and structuring of investment proposals• Involvement in the management of clients’ portfolios by analysing the exposure in different markets and products • Execution of financial transactions required by clients