Main activities: − defining the risk adjusted pricing methodology, according to principles, rules and measures for creating value for the Group;− performing ex-post risk adjusted profitability analysis and reporting on new commercial lending flows, at deal and overall relationship level;− identifying governance actions to support the lending capability of the bank in cooperation with business functions;− developing and maintaining the Pricing Tool, based on official risk parameters provided by "Risk Management", providing risk adjusted KPIs such as EVA and RACE;− supporting the commercial structures in the pricing of business transactions and in the new products development− preparing and updating the methodological documentation and training material for the users;− providing business specification for the system implementation; coordinating the UAT phase.

Main Activities:− developing and maintaining credit risk models to measure Probability of Default, Loss Given Default, Exposure at Default related to Group-Wide portfolios, to be used for Pillar I, IFRS 9 and other managerial practices (e.g. Pricing, Credit Portfolio Model);− preparing and updating the methodological documentation;− providing business specification for the relative system implementation; coordinating the user acceptance test phase;− providing "Group Internal Validation” with all evidences and support needed to carry out validation activities;− providing support to Legal Entities for internal use of credit parameters;− estimating the impacts of changes in credit risk parameters on credit risk measures such as RWA, Shortfall, LLP;− participating to working groups, committees, international consultations, benchmarking exercises regarding credit risk models;− providing support for draft/revisions of Group methodological guidelines.

Management of 2 Teams Start-up of the Function in 2008 with the design and implementation from scratch of the Internal Rating System. Achievement of the validation for regulatory purposes in 2013. Managing relations with Regulator, parent company and all involved Departments (Credit, ITC, Internal Validation, Internal Audit, etc.)Main Activities: − developing and maintaining Internal Rating System (PD, LGD and EAD models); − monitoring Internal Rating System’s performances and back−testing; − defining the methodological guidelines for internal models development; − preparing and updating methodological documentation;− developing and maintaining Stress Testing models and Credit Portfolio Model (Credit VAR); − calculating Internal Capital for Credit / Concentration Risk (ICAAP – Pillar II); − developing and maintaining Early Warning System (timely interception of credit positions at first signal of deterioration);− defining the methodologies for the calculation of Collective Provisions; monthly monitoring and reporting; − estimating the impacts of changes in credit risk parameters on credit risk measures such as RWA, Shortfall, LLP;− calculating and monitoring RWA, Expected Loss and Shortfall; − supporting RWA optimization.

Master degree in Finance and Risk Management, Course: "Risk Management e creazione del valore nelle banche"

Development of Value Based Management model at Group level, based on EVA metrics (economic capital and regulatory capital) used by the Group for strategic planning and budgeting process. Monitoring of capital ratios at the group and individual level and definition of strategies for Capital Management.

Coordination of junior colleagues. Development and maintenance of Internal Rating models. Support to definition of Stress Test modeling Support to definition of Risk-Adjusted Pricing modelingSupport to definition of Loan Approval procedure (Pratica Elettronica di Fido).

Development of the Internal Rating System for Corporate, Leasing, Factoring and Real Estate, performing the whole development process, both data management and statistical analysis using Sas.

Credit risk measurement and controlMaintenance of Value Based Management model and draft of related monthly reporting for top management.