Lorenzo Cerretani
Model Validation & Infrastructure Testing Engineer - Risk & Valuation Solutions @Bloomberg
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WORK HISTORY
Model Validation & Infrastructure Testing Engineer - Risk & Valuation Solutions @Bloomberg
London, GB
Responsible for Bloomberg Market and Liquidity Risk testing, validating Risk Analytics and scenario analysis- Development of a prototype for calculating Market Risk capital requirements under the Fundamental Review of the Trading Book using the Standardized Approach- Validation of EIOPA\'s risk-free interest rate term structures using Python.
EDUCATION
Politecnico di Milano
Master of Science - MS, Mathematical Engineering - Quantitative Finance
Politecnico di Milano
Bachelor of Science - BS, Mathematical Engineering
Mälardalen University
International Exchange, Financial Engineering
Istituto di Istruzione Superiore Tito Sarrocchi
Diploma di Liceo Scientifico Tecnologico
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