Daniele Spinella

Basic

Employee, Risk Manager Short Term and Algorithmic Trading, EWE TRADING GmbH

Bremen, Germany

About me

Quantitative Developer with international expertise in banking and energy industry: - End-to-end implementation of complex projects involving pricing, market, credit and regulatory risk both in waterfall and agile frameworks - Process design, implementation and compliance - Portfolio risk management and risk adjusted optimization - Prototype development and automated testing - Business Lead Software and Languages [Summit, UC4, Endur, Bloomberg, Power BI, R, Python, Gitlab, Jira, IBM RQM] Interests: Macro Long/Short Portfolio Management, Algo Trading

Skills

R
Python
GitLab
Market Risk
MaRisk
Credit Risk
Endur
Summit
UC4
Business Analysis
Quantitative Finance
Algorithmic trading

Timeline

Professional experience for Daniele Spinella

  • Current 4 months, since Jul 2021

    Risk Manager Short Term and Algorithmic Trading

    EWE TRADING GmbH

    - Risk Manager Short Term Power Desk - EWE Algo Risk Management and Governance - Risk Stakeholder in Market Risk and Algo Tickets/Projects - Deputy for Risk Modeling and Power LT - Risk Guideline

  • 6 months, Jan 2021 - Jun 2021

    Associate Director Business Analysis & Risk Models

    FMS Wertmanagement Service GmbH

    - Direct Promotion to AD - Deputy Team Head - IBOR Fallbacks implementation Stream Lead - Switch on of Raw Rate Sensitivities

  • 3 years, Jan 2018 - Dec 2020

    Associate Business Analysis & Risk Models

    FMS Wertmanagement Service GmbH

    - SA-CCR Project Lead - Post IBOR Valuations and Risk Measurement - Development of Prototypes and Regression testing tools [R, Python] - Batch Streamlining, Process Design and Automation, Software Upgrades [UC4, Summit] - IDV Compliance International Exposure [Dublin, New York]

  • 6 months, Jul 2017 - Dec 2017

    Associate - Credit Risk

    PwC Italy

    - IFRS 9 - Definition of Default [CRR, EBA]

Educational background for Daniele Spinella

  • 2018 - 2019

    Certificate Program Data Science

    Ludwig-Maximilians-Universität München

    Data Science

  • 2017 - 2017

    Double Degree Wirtschaftsmathematik

    Double Degree Program. Final Thesis: Linear "Rational Term Structure Models"

  • 2016 - 2017

    Postgraduate Degree Mathematical Finance

    Università di Bologna - Alma mater studiorum

Languages

  • Italian

    First language

  • German

    Intermediate

  • English

    Fluent

Browse over 18 million XING members