Basic

Valerio Matriciani

Angestellt, Head Risk Office, Raiffeisen Schweiz

Zurich, Schweiz

Skills

Extensive experience in quantitative risk management with significant client exposure for traditional and alternative financial services companies.
Management responsibility of small teams of risk specialists. Chief Risk Officer of a FINMA-regulated Swiss Asset Manager
Design implementation and management of risk frameworks for - Asset & liability portfolios - Hedge funds investments - Portfolios of hedge funds and managed accounts
- Structured products - CSSF/UCITS UCITS and FINMA products and asset management licenses
Major topics include: - Liquidity risk framework for portfolios of hedge funds - Quantitative early warning risk flagging system for hedge funds
- Risk transparency infrastructure for hedge funds and portfolios of hedge funds - Risk-based gearing/de-gearing of structured products (e.g. IP220's)
- VaR-based ALM risk framework for life insurance balance sheets - KRI framework for asset managers
Risk appetite framework (ICAAP)
Multi-language
Team leadership and management
Risk Management
Enterprise Risk Management
Derivatives
Risk strategy
Risk Management Framework
Risk Analysis
Risk Control

Timeline

Professional experience for Valerio Matriciani

  • Current , since Jan 2017

    Head Risk Office

    Raiffeisen Schweiz

  • 1 year and 6 months, Jul 2015 - Dec 2016

    Head Risk Office at Vescore AG

    Raiffeisen Schweiz

    Greater Zurich area

  • 1 year and 4 months, Mar 2014 - Jun 2015

    Head Risk Office at The Capital Management Group AG

    Raiffeisen Schweiz

    Greater Zurich area

  • 1 year and 8 months, Jul 2012 - Feb 2014

    Head of Portfolio Risk at FRM Hedge/ CRO Man Investments (CH) AG

    Man Group plc

    Greater Zurich area

  • 3 years and 1 month, Jul 2009 - Jul 2012

    Head of Product Risk at Man Investments / Multi-Manager

    Man Group plc

    Greater Zurich area

  • 1 year and 9 months, Oct 2007 - Jun 2009

    Head of Investment Risk at RMF Investment Management

    Man Group plc

    Greater Zurich area

  • 5 years and 7 months, Mar 2002 - Sep 2007

    Quantitative Risk Manager at RMF Investment Management

    Man Group plc

    Greater Zurich area

  • 4 years and 1 month, Feb 1998 - Feb 2002

    Quantitative (Risk) Analyst

    Swiss Life

    Zurich

Educational background for Valerio Matriciani

  • 7 years and 3 months, Oct 1990 - Dec 1997

    Finance and economics

    Università di Bologna (Italy)

    Quantitative finance, corporate finance, math for economists, statistics, finance theory, micro and macro economics

Languages

  • English

    Fluent

  • German

    First language

  • Italian

    First language

  • French

    Basic

Interests

Travel
history
historic town-centres and buildings
football - basketball - sports in general

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