I recently left my position as an executive vice president for Intesa Sanpaolo, the largest bank in Italy.I had the responsibility of Head of Risk Management in New York, the bank's most prestigious branch office.I have nearly 20 years experience managing market risk.Over the past 12 years, I have worked with the bank to restructure the risk management groups in New York, London, and Italy.
While in London, I developed a new and highly successful risk management unit, supervised a team of 14 highly-skilled senior quantitative analysts and IT specialist, and implemented a new internal model for regulatory capital absorption for the equity structured business.Under my direction, the team built an equity derivatives pricing system that was able to price multiple equities and hybrid exotic option pay-offs. The system was successful; it was eventually adopted by the entire bank as the primary system for pricing and computing the risk of structured equity derivatives.After my great success in London, the bank asked me to take on the additional responsibility of monitoring the New York branch's portfolio of structured credit products.Eventually I took over the entire Risk Management practice in New York.
My efforts in London and New York increased the bank's ability to analyze profitability and risks and efficiently allocate capital.My changes helped to ensure that the bank remained strong during the recent global financial turmoil.
After 12 years of developing highly successful risk management teams for the bank, I had exhausted all of the challenges they had to offer.I am looking for a new challenge and a new place to apply my considerable knowledge and expertise.