Federico Garzarelli

Angestellt, Senior Consultant, EY - Ernst & Young

Geneve, Schweiz

Fähigkeiten und Kenntnisse

SQL Server
Credit Risk
Operational Risk
SAS Programming
VBA

Werdegang

Berufserfahrung von Federico Garzarelli

  • Bis heute 11 Jahre und 7 Monate, seit Dez. 2012

    Senior Consultant

    EY - Ernst & Young

    I have more than 4 years’ experience within the Financial Services industry, where I worked in the FS Risk Quant & Analytics Team in London and Geneva. I have a significant experience in the Development and Validation of Credit Risk Models (Scorecard development, PD and LGD model development and validation, provision models), Operational Risk models (AMA models), Quantitative Analysis, development of analytical tools and databases.

Ausbildung von Federico Garzarelli

  • 1 Jahr und 1 Monat, Sep. 2011 - Sep. 2012

    Financial mathematics

    Warwick Business School

    Options theory, Statistics and Probabilty, Financial time series analysis, Partial differential equation in Finance, C++ for financial applications

  • 3 Jahre, Feb. 2008 - Jan. 2011

    Physics

    Università degli Studi di Roma "La Sapienza"

    Solid state Physics

Sprachen

  • Englisch

    Fließend

  • Italienisch

    Muttersprache

  • Französisch

    Gut

Interessen

Skiing
Windsurfing

21 Mio. XING Mitglieder, von A bis Z