Donato De Feo

Major Duties: - Identify, quantify, and assess risks. - Ensure alignment and consistency in the application of risk metrics . - Quantify portfolio effects and correlations between risk types. - Collaborate with traders, originators, and sales. - Develop, maintain, and enhance risk models. - Drive and optimize the risk-reward profile. - Calculate E.ON's risk-bearing capacity. - Monitor the performance of risk models. - Prepare ad-hoc analysis, reports, and presentations for stakeholders and committees.

Major duties: Worked on building up a fully automated risk and reporting infrastructure for the trading and sales portfolios including renewable assets. Project leader for the introduction of a VaR-engine and an intraday risk and return infrastructure. Sub-project leader for the implementation of the ETRM system (the part regarding risk management). Performed daily risk management of commodity portfolios including renewable assets. Risk Pricing for Wind and Solar Parks.

Major duties: risk analysis and performance measurement for direct investments and managed accounts, risk management and budgeting for portfolios of institutional clients, market and scenario analysis for senior management, preparing and holding of client meetings, coordinate the risk management activity in the Swiss regional office

Major duties: risk analysis/controlling of assigned Hedge Fund accounts, a large range of asset classes were covered including credit, fixed income, commodity and volatility related financial products. Implementation of the risk engine (RiskMetrics) and risk framework, client reporting for managed accounts

Modelling natural gas spot price

Major Courses: Quantitative methods for risk management I and II (P. Embrechts, A. McNeil), Derivatives and financial engineering (M. Chesney, M. Leippold), Term structure and credit models (P.J. Schönbucher), Mathematical foundations of finance (F. Delbaen)

Actuarial Mathematics