Alessandro Duci
Sr Quantitative Analyst @Fideuram - Intesa Sanpaolo Private Banking
Milan, IT
EMAILS
MOBILE NUMBERS
+91 *********19
Signup · Get unlimited contacts
WORK HISTORY
Aug 2013 — Present
Sr Quantitative Analyst @Fideuram - Intesa Sanpaolo Private Banking
View department →
Milan, IT
Assigned to the Asset and Liability Management team and responsible for governing the banking book interest rate exposure.Previously working in the Treasury division as quantitative analyst responsible for * portfolio analytics;* derivative pricing and valuation (IR, CR, FX);* evaluation of investments and hedging decisions;* developing the internal quantitative library.
SKILLS
Quantitative FinanceMonte Carlo SimulationFinancial EngineeringRiskValuationMathematicsDerivativesPricingResearchModelingStatisticsC++Credit RiskMatlabSqlOptionsExcelQuantitative AnalysisQuantitative AnalyticsAlgorithmsFinancial RiskMicrosoft ExcelRisk ManagementMarket RiskVbaInterest Rate DerivativesRAnalysisLatex
ABOUT ALESSANDRO DUCI
Sr. Quantitative Analyst
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.