Francesco del Rizzo

Senior Risk Manager @Intermonte

Milan, IT

Deliver ad hoc reports and risk insights to senior management, supporting strategic decision-making.• Run pre-trade simulations for OTC structures and grant or deny authorizations against RAF and regulatory constraints.• Oversee breach escalation workflows, partnering directly with Front Office to implement timely remediation strategies.• Supervise the daily Profit & Loss (P&L) analysis and reporting process for proprietary trading portfolios, ensuring accuracy and providing insights to top management and trading desks. • Manage daily VaR/ES reporting and limit monitoring for proprietary books.• Assess credit, counterparty and liquidity risks and manage trade reconciliations end-to-end, ensuring timely resolution and accurate reporting.• Oversee collateral management and mark-to-market (MtM) reconciliation for OTC derivatives.