Simone Petrillo Email & Phone Number

Luxembourg City, LU

Luxembourg, Luxembourg

Luxembourg, Luxembourg

Vienna, Vienna, Austria

• Within the Integrated Risk Management department in the CRO area of RBI (Credit Risk – Credit Portfolio Calculation team), as Senior Credit Risk Controller I was responsible for the following main aspects:
• Ensure RWA production for non-retail credit risk for NWUs;
• Regulatory product responsibility and SPOC for Securitisation, Equity, Funds, Purchased Receivables, Other Assets, Issued Guarantees and Letters of Credit, in addition to a back-up role for Facilities, Bonds and Repo.
• SPOC concerning securitisation relevant topics, including and not limited to Regulatory Reporting, IFRS9, EBA stress test, internal and external audit requests, as well as implementation of new originator transactions;
• SPOC for non-retail credit risk regulatory changes. Analysis and collection of Q&As, BCBS Papers, changes out of CRD/CRR and new EU Regulations. Maintenance of credit risk regulatory map in terms of time plan, scope.
• SPOC for QIS (Quantitative Impact Study), being responsible for the generation of the report including evolving supervisory requirements;

Munich, Bavaria, Germany

• Within the Finance department (Credit Treasury) in the CFO area of UniCredit Bank AG, I was in charge and responsible for the following main aspects:
• Regulatory reporting to Holding/Bank of Italy and Bundesbank of UCB AGs total portfolio of structured products. More in detail, I was responsible for Pillar I and Pillar III reporting (CoRep, FSB) and for the project.
• Implementation of new reporting requirements from the Holding and the Regulator, with a special focus on the changes on the regulatory requirements (CRR implementation);
• Trend analysis, reconciliation, monitoring and controlling of securitisation exposures and RWAs on credit risk side;
• Securitisation SPV reporting to Holding with responsibility of quarterly reporting on all securitisation transaction (qualitative and quantitative information for originator, sponsor and investor positions);
• Implementation, maintenance and development of Aramis rule tables for CoRep reporting templates sent to the Holding/Bank of Italy and Bundesbank;

Milano, Italia

• Within the Group Credit Management department (Administration, Finance and Control function) of Prysmian HQ in Milan (7.8 bln as turnover in 2012), I took care of a wide range of activities:
• Securitisation program (i.e. weekly and monthly reporting, coordination of the whole process, borrowing requests, support to SPV accounting department for actual, budgeting and forecasting, analysis and monitoring of.
• Multi-country factoring program (i.e. weekly and monthly reporting, verification of transactions, new advance requests, support to local affiliates, portfolio analysis, etc.);
• Renewal of the over mentioned programs with primary investment banks and assessments concerning potential new multi-country factoring or securitisation programs;
• Support to the affiliates on the evaluation of any new local factoring program (verification of local terms & conditions, check of compliance with group policy, etc.);
• Reporting and forecasting related to factoring (monitoring data inserted in HFM);

Management, Economics

Economics And Finance, Economics

100/100