Gius Orefice

Securities and Financial Markets Data Division, within the Directorate General - Data Management & Analytics (CSDB & SHS): Manage and maintain critical European financial datasets, including the Centralised Securities Database (CSDB) and Securities Holdings Statistics (SHS — covering sector-level, banking group, and Eurosystem holdings). - Data Quality & Risk Analysis: Oversee end-to-end data quality pipelines, performing rigorous validation checks, data maintenance and risk metrics analysis (including B

- Financial Market Stability Dashboard: Contributed to the development of an operational risk monitoring dashboard by managing end-to-end data pipelines—collecting, integrating, cleaning, and transforming multi-source datasets to ensure high data integrity for supervisory insights. - Operational Risk Modeling & Anomaly Detection: Applied standard operational risk frameworks (including Loss Distribution Approaches and OpVaR metrics) combined with descriptive statistics and machine learning algorithms (such

During my bachelor's degree, I completed a traineeship at BCC within the Credit Risk Department as part of my curriculum. I was introduced to credit risk assessment models, internal credit rating systems, and default probability analysis. I also gained familiarity with the Italian Risk System (CRIF), contributing to the evaluation of creditworthiness and risk profiling of clients. My bachelor's dissertation was on these topics as well.

In my dissertation, I tackled the challenge of modeling the at-the-money (ATM) volatility skew, focusing on its short-term behavior where classical models often fall short. By estimating the Hurst exponent across multiple time scales, I captured the market's rough and multifractal nature, and embed

Thesis: Credit risk management in cooperative credit banks. I hold a Bachelor's degree in Business Economics, with a strong focus on both microeconomics and macroeconomics. Throughout the program, I developed a solid foundation in economic theory and quantitative analysis, which sharpened my analy