I design risk management software products that delight customers with engaging visualizations of complex data and allow users to customize the solutions to their specific needs. I combine my passion for financial technology with practical knowledge of quantitative finance to advise institutions (asset managers, hedge funds, banks) around the world on the different aspects of financial risk
I design risk management software products that delight customers with engaging visualizations of complex data and allow users to customize the solutions to their specific needs. I combine my passion for financial technology with practical knowledge of quantitative finance to advise institutions (asset managers, hedge funds, banks) around the world on the different aspects of financial risk with a focus on risk models for both equity and fixed income. With a natural ability to lead, I have been able to galvanize team members stationed worldwide in order to execute on time and within budget.
Director, Product Management @ I lead the Eze Risk initiative, introducing risk management tools on the Eze Order Management System, Portfolio Management System and Execution Management System.
Eze Software Group provides global technology solutions for managing the investment process of asset managers and hedge funds. In my role I advise Eze Software clients around the world on best practices in risk management, both for the back office and front office. From June 2010 to Present (5 years 7 months) Greater Boston AreaSubject Matter Expert - Financial Market Risk and VaR Advisory Group @ PRMIA’s Subject Matter Expert Advisory Groups (SME Advisory groups) are a number of groups of senior professionals of different subject matter expertise gathered to advise and support primarily PRMIA Staff but also PRMIA Leadership in its mission of providing quality training, education and research related to risk management. From April 2013 to December 2014 (1 year 9 months) Associate Director, Product Management @ I lead product management for RiskFrontier and DealAnalyzer, credit risk management solutions for financial institutions that allow clients to analyze their portfolio capital (VaR) and performs what-if analysis and stress testing. Asset classes covered include: Retail Loans, Retail Credit, and Commercial Real Estate Loans, structured products (CDO, BDS, CDS).
I was a key contributor to setting the product strategy and participated in several marketing campaigns where I promoted the value proposition to both internal and external clients via engaging presentations and captivating marketing material. From June 2007 to May 2010 (3 years) San Francisco Bay AreaManager, Support and Training @ I developed and delivered training material covering practical applications and case studies in credit risk management. I defined the strategic direction of global training offerings. I led the development and delivery of client training content in the form of in-classroom, instructor-led online, self-paced online, and customized sessions. The training content was delivered globally in more than 10 countries to more than 1200 people (2006 data). I assisted Sales and Support teams in in the following client segments: banks, insurance companies, asset managers and corporations. I also coached new team members on effective presentation and information design techniques. From August 2004 to May 2007 (2 years 10 months) San Francisco Bay AreaLecturer in the M.S. in Financial Analysis and Investment Management @ I designed the course curriculum covering the basics of both the theory and practice of forwards, futures, options, and swaps. I tailored the course material to students of varying professional backgrounds and facilitated discussion among students through group exercises and interactive media. From January 2005 to May 2005 (5 months) San Francisco Bay AreaEducation Consultant, Support Analyst, Quality Assurance Engineer @ I developed and wrote training documents addressing practical applications and case studies in portfolio management for both equity and fixed income risk models. I delivered in-classroom training sessions, in different countries, to more than 200 external and internal clients. I analyzed client portfolios and provided interpretations of the Barra Multiple Factor Model approach. I developed and implemented analytical test cases using different bond pricing methodologies and risk modeling techniques. From August 1999 to July 2004 (5 years)
Master’s Degree, Economic Policy @ Università di Bologna From 1994 to 1999 Finance and Economics @ University of California, Santa Cruz From 1998 to 1999 Davide FRM is skilled in: Credit Risk, Business Analysis, Market Risk, Scenario Analysis, Product Management, Financial Technology, Risk Management, Equities, Fixed Income, Portfolio Management, Agile Methodologies, Financial Risk, CRM, SDLC, Hedge Funds
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