Nicola Girelli, Frm Email & Phone Number

Zürich, Zh, Ch

Zurigo, Svizzera

Set-up and maintenance of structured products (across all asset classes) and hedging products in the risk-management systemPerforming P&L sensitivity checks on new bookings/trades

Verona, Veneto, Italia

I am in charge of creating and maintaining asset allocations with QuantalysHeld webinars, events, financial education events in order to attract new customers.

Verona, Italia

Hedging: built linear hedging strategies (forward on BTPs) as well as non-linear strategies (replica of a put option on BTP/Bund spread with delta hedging on futures)Pricing: I was in charge of pricing with FastVal (Sungard) illiquid assets purchased by Cattolica Assicurazioni Performed Portfolio analysis: on return (weekly and monthly P/L, return attribution/contribution) and risk (Key Rate Duration, Duration, Var, ES, Stress tests) with FactsetResponsible of reporting to Portfolio… Show more Hedging: built linear hedging strategies (forward on BTPs) as well as non-linear strategies (replica of a put option on BTP/Bund spread with delta hedging on futures)Pricing: I was in charge of pricing with FastVal (Sungard) illiquid assets purchased by Cattolica Assicurazioni Performed Portfolio analysis: on return (weekly and monthly P/L, return attribution/contribution) and risk (Key Rate Duration, Duration, Var, ES, Stress tests) with FactsetResponsible of reporting to Portfolio Managers, Risk Managers, CIO, CRO on portfolio analysisCoordinated complex instruments team (before and after purchasing the securities) Show less

Verona, Veneto, Italia

Conducted portfolio analysis: P/L, AAS mismatch, duration, duration attributionDelivered reports on portfolio analysis matters to portfolio managers, ERM and ALM

Master'S Degree, Banking And Finance - Quantitative Finance Curriculum, 110 E Lode

Bachelor'S Degree, Business And Economics