Specialist Counterparty Credit Risk and CVA Trading
80333 Munich - Germany
Alessandro Gnoatto PhD
I am a quantitative analyst with international academic experience (PhD and Post-Doc). I have a keen interest in the use of mathematical tools for the description of financial markets. I am an experienced model developer in the context of FX and Interest Rates.
I offer a good combination of mathematical background and programming expertise, which allows me to manage projects in the domain of quantitative finance from the definition of a model up to its software implementation.
- 09.2015 - present: Specialist Counterparty Credit Risk and CVA Trading - BayernLB - Munich
- 03.2012 - 08.2015: Post-Doc researcher at Mathematics Institute - LMU University - Munich
- 09.2011 - 02.2012: Junior Analyst Risk Management at Prometeia SpA - Bologna
- 03.2008 - 08.2008: Internship as Derivative Analyst - Fondiaria Sai SpA - Milano
- 06.2006 - 09.2006: Internship as Business Consultant - Studio System - Bassano del Grappa
Joint work with C. Cuchiero and C. Fontana.
Joint work with J. Da Fonseca and M. Grasselli.
Joint work with R. Caldana, G. Fusai, and M. Grasselli.
Joint work with M. Grasselli.
Joint work with A. De Col and M. Grasselli.