Andrea Basile
Senior Analyst and Account Manager @Tinvention S.r.l.
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WORK HISTORY
Senior Analyst and Account Manager @Tinvention S.r.l.
Milan, IT
Implementation of partial Internal Model in ITAS Assicurazioni (calibration, scenarios generation,pricing, aggregation and SCR computation).Managing maintenance and implementation of all the quantitative system applications contributingto the internal model of Generali (PSD regularization of correlation matrix, loss functionspolynomial regression, aggregation for SCR computation)
EDUCATION
Università degli Studi di Milano
Master's degree, Physics
Wilmott's Certificate in Quantitative Finance (CQF)
Certificate, Quantitative Finance
SKILLS
ABOUT ANDREA BASILE
Quantitative analyst and developer with a scientific background in physics, a wide…
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