Roberto Castelli, Ph.D work email
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Roberto Castelli, Ph.D personal email
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As consultant in FIS, I provide fintech solution within the Front Arena application dedicated to financial Institutions, banks, private firms.Application skills:- BA and professional service for Front Office and Risk Management- Pricing and valuation equity instruments and derivatives, securities, FX- Fixed income and credit valuation and pricing- support to risk management, stress scenarios and VaR, greeks- trades flow and P&L valuation trading, position keeping.- support treasury dept. ALM and risk manager activity, collateral management, Fund managementExcellent Educational records, Master's degree and Ph.D in Mathematics.After 8 years working in academic research, I joined FIS as consultant for Front Arena professional services. An exciting role, where I can combine technical and social skills with personal interests. My deep knowledge of mathematics and computation, the experience in international environments and interest in finance and trading are at the base of a new career.-PROGRAMMING : Python , Matlab, R, C, MaplePersonal skills:- critical thinking- analytical approach- solving attitude- communication skills- fast learner- enthusiastic and committed into work- curious, open-minded- willingness to travelPersonal Interests:- science, mathematics, astrodynamics- finance, economy- project management- modelling- scientific computingSpoken languages: Italian, English, Spanish
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Senior Business ConsultantFisItaly -
Senior Business ConsultantFis Apr 2022 - PresentImplementation and parametrization of Cross-Asset-Trading and Risk platform for Italian and European financial institutions. Risk modeling, Basel regulatory risk reporting CVA-DVA, SA-CCR, stress test.Expertise in pricing valuation and risk measure in various financial products including equity, IR , volatility derivatives, commodities derivatives , structured product. -
Technology Business ConsultantFis Oct 2019 - May 2022- Work on Front Arena implementation for large Italian banks. Equities, securities, NPL, ABS, Collateral management - 2021 work on Front Arena upgrade project- Managing client specification and business needs - Active relation with end user and company development team (Jira )- Wider knowledge in Equity instruments, Securities and Derivatives- Risk metrics, VaR, risk scenario- Development customization using Python and proprietary framework -
ConsultantFis Feb 2018 - Oct 2019Milano, Italia- 2018 Work on Front Arena implementation project for Treasury and Fx desk of big Italian bank- 2018 - 2019 Work in Front Arena implementation project for Italian investment bank. Equity, security and derivatives. Front Office and risk management.- Capital Market and Trading knowledge- Insight in Front Office operations and workflow - Risk Management knowledge- Front Arena implementation and functional analysis- Business development -
Relocation And Studies... Sep 2017 - Feb 2018ItalyRelocation to Italy and study of the online course " Statistical Learning" offered by Stanford University
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Post DoctoralVrije Universiteit Amsterdam Apr 2014 - Aug 2017 -
Postdoctoral FellowBasque Center Of Applied Mathematics Feb 2011 - Apr 2014Bilbao, Spain
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Marie Curie Experienced ResearcherUniversität Paderborn - University Of Paderborn Sep 2009 - Dec 2010
Roberto Castelli, Ph.D Skills
Roberto Castelli, Ph.D Education Details
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Mathematics -
Laurea Magistrale -
Mathematics
Frequently Asked Questions about Roberto Castelli, Ph.D
What company does Roberto Castelli, Ph.D work for?
Roberto Castelli, Ph.D works for Fis
What is Roberto Castelli, Ph.D's role at the current company?
Roberto Castelli, Ph.D's current role is Senior Business Consultant.
What is Roberto Castelli, Ph.D's email address?
Roberto Castelli, Ph.D's email address is r.castelli@vu.nl
What schools did Roberto Castelli, Ph.D attend?
Roberto Castelli, Ph.D attended Università Degli Studi Di Milano-Bicocca, Università Degli Studi Di Milano-Bicocca, Università Degli Studi Di Milano-Bicocca.
What skills is Roberto Castelli, Ph.D known for?
Roberto Castelli, Ph.D has skills like Science, Latex, Statistics, Matlab, Molecular Biology, Mathematical Modeling, Physics, Cell Culture, Scientific Writing, Cell Biology, Project Planning, Astrodynamics.
Who are Roberto Castelli, Ph.D's colleagues?
Roberto Castelli, Ph.D's colleagues are Marcin Madera, Dileep Singh Nayak, Rohan Ankalkote, Michał Lalik, Heather Delalla, Sampada Deshmukh, Priyanka Prasad.
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