Financial Services
Active

Riccardo V

Senior Quantitative Risk Manager | Credit Risk Internal Models | Model Risk Management (MRM) | 9+ Years International Financial Expertise

About Me

Results - driven Senior Risk Manager with over 9 years of international experience in quantitative risk management, specializing in Credit Risk internal models and Model Risk. Adept at developing and implementing strategic frameworks, leading teams, and ensuring compliance. Possesses exceptional financial, mathematical, and analytical skills with a proven track record of problem solving in high - pressure environments.

Jurisdiction

Italy

Experience

Seniority LevelMid-Senior level
Years of Experience10-15 years
Current StatusActive
Senior Manager - Head of Model Identification, Inventory, and Tiering ModelIntesa Sanpaolo S.p.A.
2016 - Present

Successfully managed an 11 FTE team, demonstrating strong leadership skills. Headed the identification, governance, and assessment of Model Risk, ensuring periodic assessment and reporting (about 1000 quantitative internal models – including ESG and AI models). Developed and evolved a methodological framework for a unified approach at the Group level, collaborating with relevant functions. Managed and enhanced the Group's model management platform (Model Inventory) for a complete and updated inventory of models. As a part of the "AIxelleration", leading the Group's strategic project for the implementation of a centralized AI library to assess the AI risk with the support of CCO and CDAITO areas. Identified critical areas and implemented model risk mitigation actions, including the quantification of economic capital model risk add - on. Ensured internal model governance, defining general principles and overseeing the preparation and updating of internal regulations. Provided quarterly periodic reporting on the Model Risk Management Framework to key stakeholders and Commitee.

Senior Quantitative Risk Analyst(Turin - Internal Validation)
2016 - 2018

Conducted quantitative validation and parallel run exercises for Risk internal models (PD, LGD, CCF, IFRS9). Independently built SAS routines for back - testing internal models. Conducted quantitative analyses for the validation and recalibration of foreign subsidiaries' internal models.

AuditorsDeloitte and Touche Tohmatsu S.p.A.
2014 - 2016

Managed audit teams, performing annual Statutory Audit reviews for listed clients according to ITA/IFRS/US GAAP and SOX controls. Conducted M&A due diligence for customers involved in extraordinary finance operations, focusing on distressed M&A.

Education

Masters of Economics of StrategyUniversità degli studi di Torino
2012 - 2014
Degree of Business EconomicsUniversità degli studi di Torino
2007 - 2012
Degree of Banking and Financial Diploma – Specialized Executive Master – ASFOR certifiedABI Formazione
2020 - 2021

Skills

Core skills1
Languages4

Skills

Accounting, Financial Risk Management, Quantitative Analysis, Credit Risk Modeling, Model Risk Management, Strategic Planning, Mathematics, Analytical Skills, Problem Solving, SQL (Programming Language)

Languages

English
French
Spanish
Italian