Tommaso Matteini
Derivatives Portfolio Manager @Generali Investments
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WORK HISTORY
Derivatives Portfolio Manager @Generali Investments
Trieste, IT
Analysis, implementation and monitoring of derivatives and yield enhancement strategies for Insurance companies, focusing on- Equity hedging for Capital saving and Impairment protection- FX hedging for Mark to Market and Insurance portfolios- Interest Rate and Credit derivatives usage for Capital purposes- Yield optimization through FX or Interest Rate derivatives- Active management of the first hedge fund of Generali group during Covid crisis - Pricing of structured product for yield pick-up or restructuring analysis- Coding in Python for derivative strategies backtesting and optimization- Derivatives Reporting for Top Management- Application of Machine Learning to Asset Allocation
EDUCATION
SISSA
Diploma di Percorso Formativo Comune, Mathematics
Università degli Studi di Genova
Laurea Triennale in Matematica, Mathematics
Max Planck Institute of Mathematics, Bonn
Guest programme, Mathematics
Fitch Learning
Certificate in Quantitative Finance (CQF)
SISSA
Doctor of Philosophy (PhD), Mathematics
SDA Bocconi
Online course, Uncovering the Universe of the Alternative Investments
INSEAD
Generali Future Owners Programme
Università degli Studi di Trieste
Laurea Specialistica in Matematica, Mathematics
ABOUT TOMMASO MATTEINI
I am a Derivative Strategist with 10 years experience in a leading insurance group. In my…
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