Roberto Castelli, Ph.D

Roberto Castelli, Ph.D Email and Phone Number

Senior Business Consultant @ FIS
Italy
Roberto Castelli, Ph.D's Location
Santa Maria Hoè, Lombardy, Italy, Italy
Roberto Castelli, Ph.D's Contact Details

Roberto Castelli, Ph.D work email

Roberto Castelli, Ph.D personal email

About Roberto Castelli, Ph.D

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

Roberto Castelli, Ph.D's Current Company Details
FIS

Fis

View
Senior Business Consultant
Italy
Website:
valuelink.co.uk
Employees:
3378
Roberto Castelli, Ph.D Work Experience Details
  • Fis
    Senior Business Consultant
    Fis
    Italy
  • Fis
    Senior Business Consultant
    Fis Apr 2022 - Present
    Implementation 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.
  • Fis
    Technology Business Consultant
    Fis 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
  • Fis
    Consultant
    Fis Feb 2018 - Oct 2019
    Milano, 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 2018
    Italy
    Relocation to Italy and study of the online course " Statistical Learning" offered by Stanford University
  • Vrije Universiteit Amsterdam
    Post Doctoral
    Vrije Universiteit Amsterdam Apr 2014 - Aug 2017
  • Basque Center Of Applied Mathematics
    Postdoctoral Fellow
    Basque Center Of Applied Mathematics Feb 2011 - Apr 2014
    Bilbao, Spain
  • Universität Paderborn - University Of Paderborn
    Marie Curie Experienced Researcher
    Universität Paderborn - University Of Paderborn Sep 2009 - Dec 2010

Roberto Castelli, Ph.D Skills

Science Latex Statistics Matlab Molecular Biology Mathematical Modeling Physics Cell Culture Scientific Writing Cell Biology Project Planning Astrodynamics Critical Thinking Computation Data Analysis Analytical Modelling Machine Learning

Roberto Castelli, Ph.D Education Details

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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