Matteo Ortisi

Senior Analyst - Portfolio Construction & Financial Engineering @Amundi

Milano, IT

As a member of the Portfolio Construction Team, I have played a key role in designing and developing a proprietary risk system that supports risk budgeting and active risk management. My work at the Absolute Return Multi Strategy desk involves contributing to the definition of portfolio core strategies through risk-weighted optimizations. I am responsible for measuring and monitoring portfolio concentration and correlations to ensure timely active portfolio risk management based on our risk budgeting approach.In addition to my portfolio management responsibilities, I regularly participate in due diligence processes with consultants, wealth managers, and pension funds. This has allowed me to develop a deep understanding of the needs and concerns of institutional investors, which I incorporate into my work.Overall, my goal is to provide our clients with innovative and effective investment solutions that meet their needs. I am always eager to expand my knowledge and skills in order to stay on top of the latest developments in the financial industry.

Università degli Studi di Torino

Laurea degree, Mathematics

Università degli Studi di Milano

Ph.D., Applied mathematics