As Head of Unit of the Group Risk Management at Generali Group, he is responsable for development and maintenance quantitative models in the context of the Internal Model for Solvency II.Key skills:- Quantitative models for pricing, insurance and financial risk modeling.- Fixed income and derivative pricing models.- Least Square Monte Carlo (LSMC) techniques for insurance liability modeling.- Economic Scenario Generation (ESG) techniques.- Dynamic Volatility Adjustment.- Risks calibration, copulas and aggregation techniques.- Asset and Liability Management (ALM) - quantitative analysis for interest rate risk.- Evaluation of risk-return profile for life insurance products.Role competencies:- Support the local units of the Generali Group in developing internal model methodologies in relation to financial and undwriting risks.- Provide report and legal documentation for key stakeholders.- Work proactively and in an independent manner to solve complex tasks.- Ability to prioritize work and delegate effectively.- Provide advice, thought leadership and training to more junior staff.- Good communication and influencing skills.- Good understanding of project management disciplines.- Report writing and presentation skills.

Main activities and key skills are related to identification, assessment, quantification and monitoring of financial and insurance risks.In particular:- Pricing of financial instruments: bonds, derivatives, structured products.- Economic Scenario Generation (ESG).- Solvency II: Best estimate (BE) and Risk Margin (RM), Minimum Capital Requirement (MCR) and Solvency Capital Requirement (SCR).- Quantitative modelling of market, credit, liquidity, and insurance risks (Value at Risk and other metrics...).- Market-consistent evaluation of insurance liabilities: projection of the cash flows, pricing of embedded options.- Stress test and scenario analysis.- Economic Capital Modelling: copulas and aggregation techniques.- ORSA, development of the risk appetite framework (RAF).- Basel III and ICAAP: involved in the calculation process related to the Intesa Sanpaolo Bank Group's ICAAP.- Portfolio analysis and control of limits according to IVASS regulation and internal requirements.Main projects:- Responsible for the implementation of a proprietary tool (database + calculation engine + interface) to provide portfolio analysis, pricing, risk measures and reporting.- Responsible for the implementation of the proprietary ESG tool.- Owner in the implementation of EIOPA stress test (2011).- Owner in the implementation of QIS5 under Solvency II.- Programming: - Use of Excel/VBA, Matlab, R, ability to translate technical specifications into practical applications.

Sale of financial and insurance products.

Sale of financial and insurance products.

Sale of insurance products.