Investment Analyst, Saa&Alm, Unit Linked & Pension Funds
Milano, Italia
Engineering and developing new unit linked products (e.g. funds selection, peer group analysis; Markowitz optimization); monitoring performances and risks of unit linked and pension products (VaR, TEV); stategic Asset Allocation for Generali segregated funds (Solvency II framework); knowledge of the regulatory framework for Italian Life products (es. circ. 474d, reg. SFDR); maintaining relationship with internal and external asset managers; producing reports for top management.