Risk management, derivati, investimenti, trading

Bes*** ***** (XX Anni)

Middle Office Finanza e Derivati a Banco Popolare - Aletti Bank

Banking& Finance Sciences- Quantitative Finance.

Milano,

Lombardia

Questo candidato e' disposto a spostare

Esperienza

Middle Office Finanza e Derivati

Banco Popolare - Aletti Bank

gen 2017 - lug 2017

Monitoring financial instruments transaction: Derivatives, Bonds, Shares, ETFs, OICR, Options, PCT. Main applications used: Sophis Risque, Kondor +, CAD, Hermes. Excellent interaction with front-back desks for post-trading. Settlement / Matching. Trading Funds business on Omgeo CTM. Treasury activities of repo, euro deposits with domestic counterparts, futures, IRS, OIS manually entered.

NAV Control Specialist. Fund Investment Control & Administration

AMUNDI SGR Credit Agricole Group

set 2015 - Attualmente

Fund Accounting; Pricing Liquid&illiquid instruments; Derivatives&Collateral monitoring, Daily Nav Plausibility; EMIR; Clients Portfolio Validation; Semi annually& Annually Funds Prospectus; Coupon Payment Calculation; Performance calculation.

Formazione

Laurea Magistrale

Banking& Finance Sciences- Quantitative Finance.

ott 2012 - dic 2014

Verona University.
Thesys: Risk valuation, risk decomposition, risk allocation and risk attribution in the investment process. Vote:105/110- Average courses rating 27,2

Lingue

Inglese - Fluent

Francese - Intermediate

Spagnolo - Intermediate

Informazioni addizionali

Technical Skills

MATLAB Software Certificate.
STATA Software Certificate.
Recent courses on Market Securities Trends, Risks And Policies:
Collateral Unchained: Rehypothecation Networks, Complexity And Systemic Effects, Discriminatory Pricing Of Over-The- Counter Fx Derivatives, Otc Premia,
The Bond Pricing Implications Of Rating-Based Capital Requirements.
Applicatives: SaS bases, Bloomberg&Reuters User, MS Office; 
Derivatives: Black and Schools, Hull and White ecc, Hedging (delta,gama,vega), futures, fw, fx, swap, otc.
Risk Management: Value at Risk, C-VaR, Re-VaR, Risk Budgeting, Asset&Risk allocation. Rapa.

Works on team

Dividend-yield Derivatives pricing. Matlab software.
Binomial multistage trees for any option written on any asset that pays dividends during his lifetime , pricing it in each node of underlying asset and the derivative too, taking into account the dividend yield in % form or fixed form.

Italian Media Portfolio Analysis. Software Elton Gruber.

Historical prices valuation followed by technique analyse. Business strategy setted based on the repsective market phase. Performance Portfolio Valuation with CAPM.

“Autorizzo il trattamento dei miei dati personali, ai sensi del D.lgs. 196 del 30 giugno 2003” Besjana Rustemi

Curriculum simili

Risk management, derivati, investimenti, trading