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 transactions;• 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 and collection of available impacts, including Basel IV impact study, with a focus on the new IRB Approach (BCBS 424);• SPOC for QIS (Quantitative Impact Study), being responsible for the generation of the report including evolving supervisory requirements;• Disclosure Reporting, with regard to the quantitative part for non-retail credit risk;• Reconciliation between RAY (non-retail credit risk engine) and CoRep reports;• Lead in review and implementation of the expected regulatory changes for funds and securitisation framework;• IFRS9 provision allocation, with a special focus on securitisation transactions;• Ensure Pillar II Economic Capital calculation for non-retail credit risk in the production monthly process;• Lead in definition of EDWH to SAS Interfaces, SAS calculation review and SAS parametrization adaptation for the topics in ownership, in the course the OCR project (migration from RAY to SAS).

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 concerning the implementation of the new reporting templates under Basel III for securitisation transactions, as required by EBA and defined in CRR, CRD and instructions;• 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;• Tagetik entries in Accounting and SPV Db modules;• Point of contact for all ordinary and not ordinary requests on securitisation;• Active participation to on-site ECB audits on regulatory reporting topics;• Regulatory clearance within the SPV flagging process;• Maintenance and development of the existing internal SAS database;• Support on documentation and calculation for structuring new originator ABS transactions, as well as participation to due diligence phases with investors and rating agencies.

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 SPV receivables portfolio, etc.);• 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);• Credit insurance program: due diligence (through a “Credit Insurance Survey”) for the renewal of the program, monitoring of the implementation and management of the ongoing activity;• Implementation of new processes and procedures, also through the identification of areas of improvement and with the involvement of HQs IT;• Analysis and monitoring of group receivables portfolio through specific KPIs (Overdue, DSO, etc.) and analytic queries (through Excel and HFM/Hyperion) jointly with spot credit analysis on critic debtors at group level;• Preparation and analysis to support Senior Management in the review and decision making.

Management, Economics

Economics And Finance, Economics

100/100