Marco Giammatteo Email & Phone Number

Central, Hong Kong, Hk

Designed, developed and leading a new Investment function responsible for the systematic analysis of performance and risk of portfolios for the identification, reporting and assessment of performance drivers and current, emerging and potential investment risk exposures. In charge of all aspects, including processes, analytics, governance and team buildingPerforming systematic evaluation of the risk-adjusted performance for all portfolios across all asset classes, working with the CIO, Asset Class Heads and other relevant stakeholders to promptly address emerging opportunities or concerns. Supporting portfolio managers in assessing return and risk drivers of portfolios, identifying among other things names/sectors of particular concern and related potential solutionsDesigned, implemented and leading the AIAIM’s Investment Performance and Risk Oversight framework, which brought significant scalability to the systematic analysis and prompt identification of drivers affecting the alpha generation and risk of portfoliosDesigned the framework for the analysis of the performance and risk for Private Assets investments (Private Equity, Real Estate, Venture Capital and Private Credit)

Singapore, Singapore, Sg

Led the team responsible for the monitoring and analysis of risk of all funds in Singapore, Luxembourg, Hong Kong and Taiwan, with oversight of all other regional offices. Liaised with a wide range of teams across the firm and the regional offices, directly engaging with CIOs, fund managers and Performance, Product and Distribution teamsContributed to the creation and definition of the Investment Discipline Framework and led the analysis and presentation of the fund risk and performance attribution at the Risk Oversight meetings, including proposed solutions to the Executive Management. Represented Investment Risk in projects and committees such as ESG, Quant Infrastructure Architecture and DataPerformed ad-hoc analyses and reporting to address evolving market conditions and portfolio developments, provided commentary of portfolio risk profile, liquidity risk, positioning and trends. Promoted the design and implementation of the framework for data sourcing, ingestion, analysis and reporting, enhancing standardisation and modularisation of the analyses, transparency of data and assumptions used and scalability of reporting

Singapore, Sg

The Quantitative Strategies team provides top-down guidance on the strategic direction and portfolio objectives. The team actively explores overlay and alternative portfolio strategies to enhance portfolio returns. Underlying investments include equity indices, sector indices, country indices, single stocks, ETFs and FXAnalysing alternative data to derive investment insights at the single-stock, sector and macro level, using a variety of data sources to forecast near term fundamentals of companies. Working with the investment teams to identify and define investment-relevant questions that can be answered by big data and implement suitable statistical models. Identifying, sourcing and analysing all commercially viable datasets that can be used as part of the investment research processMain projects included the analysis of a large dataset of trade-level international commercial flows of commodities at HS8 level, building long- and short-term models of crude oil price movements based on cointegration and working on the definition, estimation and testing of the internal multi-factor investment and risk model

New York, Ny, Us

Lead Modeler responsible for the definition, development and enhancement of methodologies for analysis and modelling requirements of projects, including data analysis and engineering. Before moving to Singapore, held the position of Head of the EMEA FMA Analytics team, the global function of FMA responsible for the design and implementation of quantitative solutionsAdvising clients on complex capital markets and balance sheet problems, with particular focus to derivatives, structured credit, securitised debt and whole loans. Experienced with valuation and risk assessment of non-performing assets (NPL)Responsible for the quantitative implementation of numerous FMA mandates in EMEA and APAC. Specialised in projection and forecasting of macroeconomic time series as well as cash flow and collateral modelling across retail and commercial asset classes, with focus on behavioural credit models

Gogarburn, Gb

Structuring and analysing ABS products, with focus on the FI sector and hands-on experience on Corporate, Conduit and Property transactionsExperienced with a range of underlying assets, including Residential and Commercial Mortgages, Consumer Loans, Trade Receivables, Credit Cards Receivables, Auto Loans, Dealer Floor-Plan Receivables, Leasing Receivables, CLO, in several European jurisdictions, including UK, Republic of Ireland, Italy, Germany, The Netherlands, Scandinavia, Spain, Portugal and GreeceThe role encompassed all aspects of deal structuring and cashflow analysis of European ABS:• Initial portfolio analysis for Client pitches, whole portfolio purchases and pricing• Managing relationships both with Clients and Rating Agencies during deal structuring• Providing specific quantitative analysis to investors during marketing and post-deal supportBuild up analytics to structure and price RMBS, Consumer Loan ABS and Trade Receivable ABS as well as analytics to derive the empirical probability density functions of default, recovery and prepayment ratios from panel data of mortgage, consumer lending and leasing receivables pools

Gogarburn, Gb

Monitoring markets providing daily commentary and trading suggestions. Assisting salespersons in structuring and marketing of trading strategies. Advising clients on both strategies and marketsAnalysis of caps/floors, swaptions, spreads and butterflies in STIR derivatives and OTC assets. Modelling curve spreads and butterflies on Government and LIBOR curves against both market levels and economic dataStatistical modelling of fair value prices for interest rates assets. Term structure modelling through PCA. Event study analysis to measure market response at 5-minute frequency on bund futures prices to surprises in main economic indicators

Msc, Economics

Msc, Applied Statistics

Laurea, Economics And Business

Economics Summer School, Advanced Econometrics