Stefano T.



- Market Risk analyst in quantitative projects with focus on FRTB internal and standard model - Strong experience in pricing derivatives with good knowledge of QuantLib pricing library - Good experience in commodity market risk in oil trading firm - Experience in counterparty risk - Advanced Master's degree in Finance with strong quantitative background - International experience gained during erasmus programme - Self-motivated with high degree of adaptability, keen to take position abroad Main Skills: - Quantitative analysis of methodologies applied in market risk calculation - In-depth knowledge of FRTB regulation - Good knowledge of pricing of derivatives (covering equity, interest rate and credit) - Proficient in C#, Python, Matlab and VBA programming - Basic knowledge of C++ programming


  • banking system
  • environmental policy
  • equity
  • finance
  • research & development
  • test
  • Sectors
  • Funders
  • Countries
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