Eugenio Giancotti

Manage a team of advisors to selected European Asset Managers, Banks, Insurance Companies, Pension and Hedge Funds, paying $30+ million in annual fees, on strategies and implementation of bespoke risk calculation and mitigation solutions, based on Value at Risk, Sensitivity Analysis and Stress Testing

Member of Structured Products trading desk, with a focus on Interest Rates and Inflation Structuring activity, interacting with the Exotics trading desk, with $10+ million revenue in 2008 • Participated in pricing, risks assessing and hedging of various products across asset classes, ranging from swaps, swaptions, caps and floors, to exotic options in both IR and Inflation space

Member of Structured Products trading desk, with a focus on Interest Rates and Inflation Structuring activity, interacting with the Exotics trading desk, with $10+ million revenue in 2008 • Contributed to development of Interest Rates and Inflation structures on both the asset and liability side by building friendly Excel VBA-based pricing interfaces. Produced pitch books to market structures to clients

• Identified and evaluated a $0.6bn Russian market expansion strategy in the face of existing market, political, social, and macroeconomic conditions for the capital markets division of a major European financial institution. Assessed the financial risks of the combined entity. • Conducted due diligence, market research and modeled future stream of revenues to define the post-merger product strategy and internal resource allocation for the Capital Market division a major European bank.

• Co-directed Eurex Desk and managed five traders. Achieved profit of €500,000 p.a., exceeding target by 20%. Monitored the desk risks exposure through stress testing • Led testing and development of new trading tools resulting in an increase of trading software reliability of 50% • Initiated a €2 million project to implement Basket and Volatility Arbitrage operations

• Traded options books on EU Eq. Indices (€80+ million risk equivalent) • Created and co-managed Euronext Desk, exceeded revenue targets: average P&L €2 million p.a. • Chaired internal committee to streamline trading interfaces. Generated savings of €1 million over three years • Co-supervised Volatility Arbitrage Desk, generating €1 million p.a. • Co-created formal methods to control risk exposure using stress testing. Set and monitored maximum firm-wide risk profiles

• Co-authored report on Daimler-Chrysler merger to market the merger in the book-building phase

Finance

Finance, International Studies

MA in Economics. Major in Finance. Magna Cum Laude

Dissertation in French, German and English: “Risks & Strategies of Option Market Making”