La gestione del rischio

•	Developing business applications using Visual Basic for Applications (VBA) to increase efficiency and scalability.

Professor of Cambridge IGCSE Computer Science, English, Mathematics, & Physics
•	Teaching computer science, English, mathematics, & physics classes to Italian high school students.

Market-neutral hedge fund and long-only midcap growth equity strategies.
Portfolio & Risk Analyst
•	Risk analysis of hedge funds (market-neutral) using fundamental & statistical multifactor models from Axioma and Bloomberg to construct out-performing portfolios in US’ post-crisis market and EU’s potential systemic risk of 2011.
•	Stress Tests – factor push portfolios using Northfield and Bloomberg. 
•	Scenario Analysis – using Bloomberg to analyze risk exposure to extraordinary scenarios. 
•	Optimization – tested for optimal portfolio construction weights using Northfield and FactSet.
•	Simulation – techniques to back-test investment and trading strategies using Northfield and FactSet.
•	Performance Attribution – top-down analysis using multi-factor risk model risk factors and the Brinson method.
•	Research – equity analysis and fundamental factor research to test and improve model's robustness.
•	Index analysis – performance attribution analysis of fundamental factors affecting index to monitor price drivers, changing investor preferences.
•	Implemented new risk management system and lowered exposures to various factors 

New investment advisor specializing in fixed income investment management.
Portfolio Analyst, SVP
•	Recruited by former Portfolio Manager at Williams-Jones to aid in launch of this new company.
•	Portfolio construction, asset allocation, and stock selection assistance and advisement.  
•	Trading, equity research, client relationship management, and portfolio administration.
•	Portfolio analysis using Excel, APL, and Bloomberg.

Dudack Research Group, New York, NY 						  		     2008 - 2009
Macro investment strategy research firm utilizing fundamental, quantitative, and technical top-down methods.
Vice President of Institutional Sales
•	Learned macroeconomic analysis and strategy from award-winning former UBS Chief Strategist. 
•	Increased sales 19% in 2008 and grew the number of client firms by 10%.
•	Provided investment strategies to money manager clients that comprised of economic, fundamental, quantitative, and technical analysis relative to their portfolios and strategies.
•	Discussed independently our macro investment strategies and analyses with high profile investment CEOs, CIOs, Portfolio Managers, and Analysts.

Investment advisor with balanced investment strategies including alternative asset classes such as hedge funds, private equity, and venture capital with a bottom-up approach.
Head Trader  												     2004 – 2008
•	Promoted from Portfolio Administrator to Head Trader in 2004 
•	Expertise of the entire investment management suite from operations to portfolio management.
•	Risk analysis – created risk analysis process of estimating risk for clients, portfolio managers, and the firm.
•	Portfolio Analysis – analyzed risk, returns, duration, convexity, fees, taxes, by portfolio manager, asset class, sectors, industry, security, and benchmark. 
•	Performance analysis – attribution by asset class, sector, security.
•	Equity Research – researched companies, analyzed financial statements and presented to investment committee.
•	Fixed income research -- Mortgage Backed Securities: Daily analyzed structure of bonds, estimating prepayment speeds for duration analysis. 
•	Assisted portfolio managers solving problems daily with ad hoc projects in portfolio construction, asset allocation, research, investments, creating reports and analysis for client meetings and portfolio reviews.
•	Expert in investment software platforms, trade settlement operations, portfolio administration, and client relationship management.

Portfolio Administrator 										     2001 – 2004
•	Increased efficiency of reconciliation by 75%.
•	Increased efficiency of maintenance of portfolio, security, and client databases properly coding system and adding new functionality.
•	Trading systems instituted electronic trading and model portfolio rebalancing
•	Trading connectivity established electronic connections to brokers for straight-through-processing
•	Trade settlement established electronic connections for delivery of trade allocations, settlement instructions
•	Portfolio accounting quality assurance and new functionalities to manage data more efficiently.
•	Processes automated MBS prepayments, reconciliation and improved efficiencies of updating cost basis, reorganizations
•	Custodians established many electronic interfaces and position break reports improving reconciliation efficiency greatly.
•	Reporting instituted new reports and client statements with more sophisticated analysis and appealing presentation. 

•	St. John’s University, Rome, Italy
MBA in Risk Management & Insurance			             		            		     2015 - 2017
Proficient in Italian
G.P.A. = 3.7/4.0
MBA consulting live strategy project:  National Grid plc					        July 2016
Created an adopted corporate strategy for National Grid to best position itself for 2030 within 3 years
and avoid Germany’s “death spiral” in the utility industry.
MBA consulting live strategy project:  Merck Italy						        June 2016
Created a growth business strategy for a core pharmaceutical product that was adopted by executives.
•	CFA Institute											                 2017
Chartered Financial Analyst, Level 3 Candidate
•	Pennsylvania State University, State College, PA 						                 2000
Bachelor of Science in Economics and International Business