Management of mark to market and “book value” managed Institutional mandates (pension funds/LT products, unit linked products and life insurance policy portfolios) focusing on, Equity, Fx, credit and multi-asset allocation.Modelling new portfolio construction tools based on ALM and Solvency II Capital Requirements constraints for Life Insurance portfolios and erc/ir optimization combining internal model portfolios for single asset class or tailor made solutions. Developing new Risk premia… Show more Management of mark to market and “book value” managed Institutional mandates (pension funds/LT products, unit linked products and life insurance policy portfolios) focusing on, Equity, Fx, credit and multi-asset allocation.Modelling new portfolio construction tools based on ALM and Solvency II Capital Requirements constraints for Life Insurance portfolios and erc/ir optimization combining internal model portfolios for single asset class or tailor made solutions. Developing new Risk premia active allocation tools based on Risk Parity. Market timing models for risky assets based on Turbulence/correlation/dispersion analysis. ETFs and Fund selection for Institutional portfolios Show less

Responsibilities on some of the total return funds/Balanced portfolios (until mid 2009) focusing on european/euro equity portfolios and risky assets for many total return funds and for dedicated products (UBI Banca Prop portfolio, Alpha Equity, Ubi Port. Dinamico/Aggressivo and many others) using smart beta allocation models for stock picking and a sector allocation model for active sector bets. Risk budgeting process for multi asset portfolios using CVar optimization and agnostic portfolio… Show more Responsibilities on some of the total return funds/Balanced portfolios (until mid 2009) focusing on european/euro equity portfolios and risky assets for many total return funds and for dedicated products (UBI Banca Prop portfolio, Alpha Equity, Ubi Port. Dinamico/Aggressivo and many others) using smart beta allocation models for stock picking and a sector allocation model for active sector bets. Risk budgeting process for multi asset portfolios using CVar optimization and agnostic portfolio construction tools (Risk Parity, Maximum Diversification and other alternative portfolio construction tools to be applied within a multi- asset class framework or to build more efficient smart beta portfolios. Development of alternative portfolio insurance approach for balanced portfolios (TIPP and Volatility Target) for multi asset funds Show less

Full responsibility on total return/balanced portfolios managed mainly through quantitative techniques used/applied with a “quantamental approach”. Main focus on quantitative approach both on Asset Allocation - risk budgeting using stock selection and Market Timing models .

Member of the Core Plus Team with responsabilities on same of the enhanced indexing product and active equity portfolios managed using quantitative techniques.

Fund, equity portfolios and institutional mandates: all managed though quantitative techniques developed in-house.Development, utilization and ongoing maintenance of screening and valuation tools (based on an econometric/statistical approach) for stock picking and sector allocation. Development of relative value models to manage equity portfolios both long and long/short.Portfolio construction activity including development and management of optimization tools, risk factor exposures… Show more Fund, equity portfolios and institutional mandates: all managed though quantitative techniques developed in-house.Development, utilization and ongoing maintenance of screening and valuation tools (based on an econometric/statistical approach) for stock picking and sector allocation. Development of relative value models to manage equity portfolios both long and long/short.Portfolio construction activity including development and management of optimization tools, risk factor exposures analysis for equity portfolios. Indexing and enhanced indexing both for institutional and retail products. Construction and maintenance for model portfolios with style bias, Definition of ex-ante risk tools and portfolio risk analysis in accordance with Nextra Risk control Unit. Funds managed:Primavera Euro Blue Chips (equity euro)Primavera Blue Chips Internazionali (global equity)Sofid Sim Blue Chips (global equity)Cariparma Nextra Azioni SR (global equity Socially responsible)Nextra Azioni Immobiliari (real estate sectorial fund) Show less

Working with Strategy Department And Risk Management Team. Definition of strategic Tracking error/Var levels in accordance with fund management and marketing guidances. Risk Analysis on an ex-ante and ex-post basis, performance attribution (system developed in house for equity portfolios), Peer group e Style analysis. Risk assessment and management relative to investment portfolios. Portfolio construction and risk analysis for equity/multiassets managers

Working mainly as a financial analyst for the strategy and financial analysis department applying DCF and fundamental equity analisys tools. Risk monitoring on an ex-post basis and performance attribution for mutual finds. Study and implementation of the asset allocation process.