Begin-Date:  09-09-2014

Position: Functional Finance Risk Analyst IT

(Ext Consultant)

End-Date:  Present

Company:  Unipolsai SPA  , Via Stalingrado N°45 (BO)

Department/Position:  Risk-Management  ICT  Software Finance

Progect:Internal Model Solvency II ,Directive IVASS

Duties:

-Analysis of business requirements, synthesizing by UML model language and execute Test-Case.

-Cash flow analysis (identifying information of the Portfolios/Branche/Folders and Positions (Anagrafics) / Transactions(Deals) ) from SOFIAAplSystem  (Front-End Insurance) to Kondor 3.4.4 with using of Financial-Reports.

-Using Template of import of Kondor to update to Db ,Anagrafic fields as (Amount,Trade-Date,Maturity-Date, Price,Price-Bid,Price-Ask,Codifiers ,Counterparty  info  like Cities and others information .
-Analysis of Calibration Parameters (Hull-White Model) and Asset (Risk Factor).

– Using Risk-Kartcher to pricing instrument to calculate NPV.
– Mapping DML/DDL SQL Commands and  develop Stored-Procedures on SYBASE –DBto export data from Kondor.

– Mapping and Reporting of Financial Instrument on  suite Kondor (Thomson Reuters Position Keeping)
Equity,Forex,C&F,Swaption,Derivatives,Bonds,Futures,CDS(Credit Default Swap)
-Develop and Maintenance tool C++/VB  to download Market-Data-Reports from Reuters Providers

– Monitoring MonteCarlo-Var and Historical-Var Risk model  for regulatory framework​​ aboutSolvencyIIInsuranceDirective using position in Kondor 3.4.4

-Using Bloomberg Trading Terminal and its syntax commands for entry level  analysis ( Beta-Value, Index-TimeSeries,HistoricalPrice,GrossAmaunt, Quantity) .

– Develop Smith-Wilson algorithm for TimeSeries RSD-MSWAP on different class of Tenors with setting parameters (Additive-Margin,Volatility-Adjustment,Symmetric-Adjustment,UFR,floor)

– Using TIBCO Spotfire platform for visualization and analysis on Output Scenarios for modelling SCR Group Markets

-Settings and Update Agency- Ratings (Fitch,Moody,Standard&Poor,AM-BESTfor each  Instrument),  Players, Cunterparty-Limits , Counterparty-Groups for Credit Office Deapartment.

–  Working with SAS-Base 9.3 &SAS-MACRO to store data into framework for Test-Orsa

–  Using and implement Pipeline-process to run scripts on Jenkins scheduler for Production and Solvency enviroments.

Begin-Date:  04-03-2013

Position:  Programmer Analyst  (Ext Consultant)

End-Date:  09-09-2014

Company:  Unicredit SPA,Lampugnano (MI)

Department/Position:  Sistem Application @ UBIS (Unicredit Business Integrated Solution)

Progect: FRE (Full Revaluation Engine)

Duties:

– Development  and  Monitoring of internal Banking processes(Monitoring Supervisor/Beta scheduled jobs).
– Troubleshooting on Price forecasting: Market Risk,CCR,Kondor,Bank of  Austria.
– Shell Unix and debugger Programmer(Bash Scripting) and (AWK Scripting)
– System administrator on Unix/Linux based system  (SunOS 5.10/Red Hat Enterprise 6.3)
– Execution of Analysis on Murex  and  Market Data System
– Develop and maintenance of Web-Console monitoring
– Customization of TRACK SYSTEMto create a system of Ticketing (Mantis Traker)

-Using Sophis Trading Application runs on SUNS UNIX platform to manage Equity and Derivatives attributes for trading .

Educations:

·         AccademicUniversity Master(2 years)

From:16-09-2011To: Present

·         Politecnico di Torino, Torino, Italy

Degree Engineer  in Computer Engineering

·         AccademicUniversity(3 years)

From:14-09-2006 To:16-09-2011

·         Politecnico di Torino, Torino, Italy

·         Bachelor Engineer  in Information Technology 

·         High School diploma

2006

·         Istituto Tecnico Industriale G.Giorgi, Brindisi, Italy

PeritoCapotecnicoInformatico

 Professional Certifications:

IELTS 5.0

Linguistic Knowledge:

 Italian :  Native

English:  B1 Level

Information Technology Skills:

Programming Language:

C/C++

Java
SQL
Scripting Bash

Scripting AWK
Visual Basic 6.0
SQL
PHP
HTML
XML
JSP
ASSEMLER 8086

Finance Application: 

SOPHIS

Kondor+ (Position Keeping)

MGR Fusion Risk

kGR

Bloomberg Console Language

SOFIA

MOSE

SAS Version 9.3

Matlab

TIBCO Spotfyre

Data Base: 

Oracle 10.g
Microsoft Access

Sybase

Networking: 

Rooting
VPN
TCP/IP
FTP

Operating System: 

MS-Dos,
Windows 3.1, 95/98, 2000,XP,VISTA
Linux (Red Hat,Ubuntu)

Other Application:

Microsoft Office
DEV-C
Visual-Studio 10.0
Eclipse
GCC (linux)

MTPuTTy client  for FTP using

AutoCad
Symulink
VirtualBox
VMware