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Mattia Mason is listed as Graduate in Quantitative Finance based in Padua, Veneto, Italy. AeroLeads shows a matched LinkedIn profile for Mattia Mason.
Mattia Mason previously worked as Quantitative Analyst - Model Risk Management at Credit Suisse and Data Analyst - Market Risk at Prometeia. Mattia Mason holds Master'S Degree, Quantitative Finance from Alma Mater Studiorum - Università Di Bologna.
Mattia Mason is a Graduate in Quantitative Finance. They is proficient in Spanish and English.
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Zurich, Switzerland
- Validated Credit Risk models under CECL/IFRS9 standards (PD, LGD, EAD)- Reviewed models’ backtesting framework in R to check performance over time- Performed quantitative and qualitative tests to assess model fit-for-purpose- Identified and Monitored validation findings collaborating with model developers- Developed and Presented comprehensive validation.
Bologna, Emilia-Romagna, Italy
- Performed daily analysis of financial instruments time series- Implemented and Optimised automated controls in SQL to identify data anomalies- Supervised daily production of market risk measures in Python (VaR, CVaR, Volatility)
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Mattia Mason is listed as Graduate in Quantitative Finance.
Mattia Mason is based in Padua, Veneto, Italy.
Mattia Mason has worked for Credit Suisse and Prometeia.
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Mattia Mason holds Master'S Degree, Quantitative Finance from Alma Mater Studiorum - Università Di Bologna.
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