Matteo Fornasier Email & Phone Number

Dublin, Ie

- Engineer and implement innovative financial solutions as Life Insurance products for large distribution networks- Construct portfolios using quantitative and systematic approaches, leveraging data analytics and AI for idea generation- Monitor performance and supervise products from both risk and performance perspectives- Lead Investment Committee and serve on various senior management committees and Board of Directors- Manage shareholder capital across diverse asset classes, optimizing portfolio for enhanced return and risk profile- Collaborate across departments and mentor junior team members

Dublin, Leinster, Ie

- Coordinated and supervised teams of client employees and consultants across different business areas, including Banking, Asset Management and Structured Finance.- Provided expert consulting to clients on financial engineering and the development of exchanged traded products, structured products, including Special Purpose Vehicles.- Developed pricing models for complex financial instruments (SWAPs, OTC Derivatives) and portfolio transactions (Secured and Unsecured Loans).- Implemented Business Intelligence, Reporting tools and large Data Analytics solutions.- Facilitated the optimisation and standardisation of processes and procedures, engaging with multiple stakeholders and through automated platforms.

Milano, Milano, It

Responsible for the Structured Solutions Desk within the Front Office division.Member of the Investment and Performance & Risk Management Committees.- Driven growth from three UCITS funds managed for one client, to 40+ UCITS and AIF Funds managed for multiple clients and across different line of business, while using the same resources.- Management of the Desk's daily activities and Funds management in compliance with regulations, Prospectus, internal policies and procedures.Management, recruitment and training of other Desk's staff members.- Defined and developed management, pricing and reporting tools to improve automation, performance and reliability of results.- Contributed to fill the gaps between the structuring process and the day to day management of the Funds.- Acted as the internal Project Manager and Product Developer for all the new investment projects/products.- Liaised with internal and external stakeholders including institutional investors, derivative counterparties, Legal, Compliance, Risk Management, Distributors, Operations, and the Board of Directors.Working knowledge of:- OTC Derivatives like Interest Rate Swaps, Equity Swaps, Total Return Swaps, Credit Default Swaps, Coupon Swaps (ISDA & VMCSA)- REPO/Reverse Repo (GMRA & RSA)- Listed Securities- Money Market Instruments- Active Fixed Income portfolio management- Credit Risk Management- Pricing models

Searched new investment opportunities across credit and fixed income products (cash, structured and derivatives), new issues and secondary market offerings included.Screened and selected securities to support daily activity of first Italian single manager hedge fund dedicated to Asset Backed Securities, Finint Fondo ABS I.Analysed Asset Backed Securities and securitized products portfolios with focus on performance data, collateral and cash flow.Evaluated ABS/MBS/CDO products for pricing analysis and mark to market verification.Arranged Repo and managed financing activity for fund’s transactions.Collaborated with risk management team in assessing risks, setting trading limits and reviewing positions.

Searched, analysed, and selected investment opportunities covering all Hedge Fund strategies.Conducting due diligence on hedge funds providing the Investment Board with decisive material.Monitored existing investments.Maintained relationships and negotiated business terms withfunds managers.Prepared periodical performance reports for Investment Committee.Participated in the allocation of capital and the rebalancing of portfolio.Developed a web based decision support system for screening, analysing, and monitoring portfolio of hedge funds. The application analyses more than 4500 hedge funds using data from Bloomberg and Mondohedge.

Co-founded and managed the project with a university friend with same interests.Developed a web based platform for research providing in equity markets. Analysis were fully automated by algorithms, daily generated with real-time update over the trading day. Worked toset-up a collaboration with global financial information company like Reuters, Thomson Financial and Italian focused media as IlSole24Ore and Milano Finanza Intelligence Unit.Back-tested different trading strategies and started programming algorithms for creating a black-box trading system.Started incubation process (seed stage) with Italian venture capitalist.Transformed original project in a research group focused in advancing knowledge onquantitative finance.

Other; Certificate In Sustainable Investing

Communication Excellence

Master Of Business Administration (Mba), Business Administration And Management, General

Statistics And Business Intelligence, Statistics And Economics