Experience
Swedbank AB
Financial Analyst (Permanent)
Stockholm, Sweden
April 2021- Present
Design and development of bank’s pricing and profitability tools (Raroc, Economic Profit)
Risk models implementation and monitoring
Capital allocation modelling
Kommuninvest
Senior Risk Analyst (Permanent)
Örebro, Sweden
January 2019 – April 2021
IFRS9 – Expected Credit Loss modelling and validation (Sovereign)
Counterparty risk: CVA, Liquidity, Settlement and Spread risk modelling and stress testing
Macroeconomic stress testing: procedures and models
SEK – Swedish Export Credit Corporation
Senior Credit Risk Analyst (Permanent)
Stockholm, Sweden
February 2016 – January 2019
Credit risk modelling and reporting: Expected Loss and Capital Requirement
IFRS9 Expected Credit Loss modelling and validation
Probability of Default and Loss Given Default estimation (Sovereign, Large Corporate, Mid-corp)
Macroeconomic stress testing: procedures and models
Swedbank AB
Credit Credit Risk Specialist (Permanent)
Stockholm, Sweden
October 2013 – January 2016
Credit risk modelling and reporting: PD, LGD and EAD
Risk scorecards development and validation
Risk steering: development and implementation of RAROC and Economic Profit
Risk Data Warehouse specialist: data extraction, transformation and loading (Teradata/SQL environment)
Emric AB
Financial Risk Analyst (Permanent)
Stockholm, Sweden
March 2011 – September 2013
Credit risk modelling: Score cards development, PD, LGD and EAD estimation
Basel II framework: regulatory and economic capital determination
Implementation of specific software solutions for data analysis (code and procedure)
Distinct Business Consulting (Part of DW Scott)
Statistics and Data mining analyst (Permanent)
Dublin, Ireland
July 2009 – December 2010
Statistical models for Data Mining applications and credit risk scorecards
Responsible for implementation of internal project for data mining applications
Provision of periodic presentations of analysis projects to peers and senior management
Research projects
Private research project
Heterodox Macroeconomics – March 2013 – Present
– What is money and why is it accepted?
– How does the monetary system determine the fiscal policy?
– How does the government spend?
– Why does the government tax?
– How do government and central bank coordinate?
Kadam-Research
Research Collaboration as Financial Modeller – March 2010 – December 2014
Research and design of statistical models for financial analysis and quantitative models for risk management.
Education
University of Milan – Bicocca
Masters of Science in Statistics and Economics
Thesis: Measuring the impact of Credit rationing on firm investment level
Milan, Italy, 2007-2009
University of Milan
Bachelor Degree in European Economy
Thesis in Applied statistic and data mining
Milan, Italy, 2004-2007
Further education
London Financial Studies
The xVA Challenge: Counterparty Credit Risk, Collateral, Funding and Capital
London, 2019
Levy Economics Institute of Bard College
The Hyman P. Minsky Summer Seminar
New York, 2017
IT skills
SAS – Base, Guide, Enterprise Miner, R, VBA, SQL, Python, C++/C#, EViews, Matlab, MSCI-CreditManager
Conferences & events
2019: Global Credit Data – North American Conference – New York
Presentation: “A modelling framework for Expected Credit Loss calculation and Stress Testing for low-default portfolios”
https://onexcent.com/wp-content/uploads/2019/10/gcd2019_01.pdf
2018: Global Credit Data – North American Conference – New York
Presentation: “PD Modelling: a Bayesian-Logit approach – Sovereign Focus”
https://onexcent.com/wp-content/uploads/2018/09/gcd_bayes.pdf
2018: Heterodox Macroeconomics seminar (organiser and presenter) – Sweden
https://onexcent.com/heterodox-macroeconomics/heterodox-macroeconomics-seminar/
2011: Tutorial presentation at The R User Conference 2011 (speaker) – University of Warwick, UK
Tutorial title: “R-Adamant: Applied Financial Analysis and Risk Management”
2010: Conference presentation at The R User Conference 2010 (speaker) – National Institute of Standards and Technology (NIST), USA
Presentation title: “R-Adamant financial technical analysis made easy”
Languages
English (Full Professional)
Swedish (Full Professional)
French (Limited Working)
Norwegian (Elementary)
Italian (Native)
OneXCent 