Description

Quantitative Credit Risk modelling with experience in modelling of acceptance. I specialize in Model Development, code review, and backtesting using Python. I help institutions ensure the technical soundness and regulatory compliance of their credit risk and client acceptance models

Industry field of expertise

Languages

English
Native or bilingual
Italian
Native or bilingual
Arabic
Fluent

Workplace preferences

Can work on-site

Milan (up to 50km)

Agos Ducato,
Backtesting
BANKING AND INSURANCE
June 2025 - Today (1 year and 2 months)
Milan, Metropolitan City of Milan, Italy
• Review and validate a diverse portfolio of financial models, including Credit Risk (PD/LGD, IFRS 9, Basel) and Forecasting models (PPNR), ensuring compliance with both regulatory and internal standards.

• Conduct rigorous backtesting and performance assessments to verify model robustness, stability, and predictive accuracy.

• Identify potential areas for improvement and constructively challenge model assumptions, design, and implementation to enhance overall model quality.
Fintech Risk analysis
GoHenry,
Finance Assistant
BANKING AND INSURANCE
August 2022 - February 2024 (1 year and 6 months)
London, UK
• Conducted detailed variance analysis on profit and loss (P&L) statements, providing actionable insights for management.
• Assisted in bank reconciliations and preparation of payment runs, ensuring financial accuracy.
Consulente del Lavoro,
Junior Accountant
CONSULTING AND AUDITS
June 2016 - July 2018 (2 years and 1 month)
20900 Monza, Province of Monza and Brianza, Italy
• Management of VAT Returns and Accurate Data Entry: Handling the preparation and submission of VAT returns in compliance with legal requirements and ensuring the accuracy and integrity of data entered into financial systems.

• Overseeing the preparation and reconciliation of quarterly financial statements and ensuring compliance with accounting standards and regulations during the quarterly closing process.