Luca Valori
Internal Auditor (Cia, Crma) - Audit Processi Centrali E Modelli @Banca Monte Dei Paschi Di Siena
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WORK HISTORY
Internal Auditor (Cia, Crma) - Audit Processi Centrali E Modelli @Banca Monte Dei Paschi Di Siena
Providing assurance by assessing the system of internal controls of the company, including policies and procedures to ensure proper risk assessment and compliance with applicable laws and regulations.Assessing and monitoring risks that company faces, and providing recommendations for appropriate risk mitigation controls.Proposing improvements of the risk management process as a whole.In the last few years I was the leader of audit teams involved in the review of the internal validation function and in the assessment of the quality of the sources and data used for operational risk management and measurement purposes.I developed a parallel simulation tool to verify the accuracy of the loss data collection process.As a member of the audit team I conducted engagements to review the RAF, ICAAP and ILAAP macro-processes and the AIRB approach to credit risk of the bank.
EDUCATION
Università degli Studi di Siena
Doctor of Philosophy - PhD
SKILLS
ABOUT LUCA VALORI
Certified Internal Auditor with a quantitative background (Ph.D in Physics), my…
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