I've worked as a salesperson and more recently, as a trading intern. Ideally, I would be interested in any trading/structuring role in the interest rates/currency/commodities and inflation space (given that this is what, in a way or another, I’ve been doing since I started working). But, as you may guess, in this context I am pretty much open to any option.

PROFESSIONAL EXPERIENCE

Fixed income derivatives trading, January 2009-July 2009 (Internship)

· Pricing, structuring and execution of interest rate derivatives trades (IRS, Caps, Floors, Swaptions, Asset Swaps, Structured Swaps – Callable, Mutlicallable - CMS) on both the asset and liability side.

· Pricing existing structured bonds (interest rate linked, inflation linked) for institutional client; structured bonds trading on the domestic market (MOT).

· Scalping on German Bund Future, Bobl and Schatze contracts.

· Assisting senior colleagues in the development and implementation of option strategy on future contracts (including Bund, Bobl, Schatze, T-Note, Euribor)

· Analysis of an interest rate derivatives book’s risk measure such as bucket delta and vega.

· Interest rate markets analysis including swap curve movements, FRA/OIS spread, volatility surface.

Structured Products Sales, European bank, 2007-2008

· Coverage of Italian Institutional clients focused on Banks, Asset Managers and Insurance companies.

· Selling Multi-Asset Derivatives and Structured Products across fixed income, fund derivatives equity and alternative investments with main focus on Structured Interest Rates products and hedging solutions.

· Attended different Interest Rates Derivatives Seminar

· FSA Approved person (September 2007)

Junior Trader Fixed Income markets – cash and derivatives –long term and securitization desk,2006-2007 (Internship)

· Market making on IRS (Euro), market making on government bonds

· Managed an Interest Rates Derivatives book trading with institutional and corporate counterparties.

· Assisting senior traders with market and strategies analysis on cash, futures and options markets.

EDUCATION

“Wilmott Certificate in Quantitative Finance (CQF)”, United Kingdom ( London), 2008

· Scored 97%.

· Topics covered include mathematics for quantitative finance (Ito’s calculus, simple sthocastic differencial equations, martingale theory), equity-currency-commodity derivatives, interest rate products, credit products and credit risk, advanced monte carlo and finite difference methods, exotic options, stochastic volatility and jump diffusion.

2005 – 2006

Master of Science in Finance (MSc)

· US University

· Graduation GPA 3.91 out of 4.00

· Graduate Certificate in Investments

· Winner “Director’s Award for outstanding Academic Performance”

· Areas of interest: Financial risk management, derivatives, quantitative analysis, behavioral finance, portfolio analysis.

2000 – 2004

Master’s degree in Financial Markets and Institutions

Final grade 108/110

COMPUTER SKILLS

· Software: Murex, Summit, Bloomberg, Reuters, SPSS, @Risk, Kondor+, Bond Vision, Microsoft Office.

· Programming skills : VBA