Risk Models Specialist for the Credit Risk Modelling team, responsible for the design and development of credit risk models used to measure Pillar I risks (Credit Risk, including IFRS9 and Stress Testing) and for the definition and maintenance of the related architectural framework for credit risk modelling.Tasks and responsibilities:• IFRS9 model development and integration• Governance and monitoring of the IFRS9 process execution• Supporting key projects related to IRB, IFRS9 and other managerial models and methodologies• Providing support to Group Risk Management functions with LLP simulations and impact analyses• With reference to Group Wide models, providing support to the group Legal Entities on credit risk parameters and models

Solution Architect for the Credit Risk & Lending Office product line with the goal to provide or evolve calculation engines for Credit Risk parameters and solutions to the UniCredit bank Digital lending channels.Tasks and responsibilities:• Coordinate IT Projects LifeCycle from the Solution Proposal and Kickoff to the Production goLive and Run.• Design and deliver high-performance scalable applications within a highly complex software environment.Main Project & Goals:• Evolution of the UniCredit group platform hosting decision-making webservices linked to credit origination loan processes.• Integration of anti-fraud solution within credit origination processes.

Risk Manager for the Societe Generale Italian Legal Entities: SG Equipment Finance, SGFactoring, SG Leasing, Fraer Leasing responsible for credit risk reporting for internal and group risk committee and for the assessment and identification of risk KPI.Tasks and responsibilities:• Data analysis and credit risk reporting for internal and group risk committee.• Keeping up to date with the regulatory framework, designing and implementing solutions to comply with internal and external control structures.• Assessment and identification of Key Risk Indicators and preparation of ICAAP package.Main Project & Goals:• Credit Risk II level controls - Design and implementation of internal KPI and the automatic tool for their evaluation.

Quantitative Analyst for the Credit Portfolio Models and Economic Capital Models team, responsible for design, development and governance activities of the portfolio credit risk models used across the whole UniCredit Group and for the Risk Managerial Reporting based on Pillar II credit risks.Tasks and responsibilities:• Portfolio model development and update, dealing with internal audit and ECB deep-dives and demands.• Internal reporting, target definition and ad hoc analyses for Group Risk Management area.• Steering ICT projects related to Credit Portfolio Models.Main Project & Goals:• Credit Risk framework for Pillar II based profitability KPI at legal entity and division level for UniCredit Group

Application Manager for the Credit Risk product line being responsible for designing, implementing and maintaining ICT solutions for the centralised calculation and the monitoring of key indicators for Credit Risk, coherently with local and international regulations. Tasks and responsibilities:• Design and implement high-performance scalable applications within a highly complex software environment for the Risk Management Area.• Provide the business users with the most suitable solutions to their requirements.• Follow IT Projects LifeCycle acting as a trait d’union between the business and the software development team.Main Project & Goals:• Replatform of the Credit Portfolio Model simulator for Pillar II regulatory risk calculation as a Group Wide platform based on Big Data technologies.• Development of a group wide engine for past due calculation in UniCredit according to new regulations.• New Configuration tool & Web services for Credit Risk applications and engines.

Teaching and laboratory assistance for the undergraduate course: Physics laboratory I