Head of Quantitative Investment Research @ (January 2005 - May 2006)
Senior Quantitative Analyst @ (June 2001 - December 2004)
Head of Financial Risk Management @ (March 2000 - June 2001)
Asset Liability Management Analyst @ (May 1998 - February 2000)
Actuarial Product Developer Single Life @ (November 1997 - April 1998)
Head of Geometry Assistents' Group @ (September 1993 - October 1997)
Assistent in Geometry Group @ (September 1992 - August 1993)
Simone Farinelli Education
ETH Zürich
PhD (Mathematics)
1992-1997
ETH Zürich
MSc. (Mathematics)
1988-1992
ETH Zürich
BSc. (Physics)
1985-1988
Liceo Bellinzona
Maturità C (High School)
1982-1985
Simone Farinelli Skills
Quantitative Finance
Market Risk
Financial Engineering
Derivatives
Quantitative Analytics
Economic Capital
Structured Products
Monte Carlo Simulation
ALM
Financial Risk
Matlab
Actuarial Science
Stochastic Calculus
Quantitative Investing
Counterparty Risk
Basel II
Volatility
VAR
Fixed Income
Credit Derivatives
Equity Derivatives
Portfolio Optimization
Interest Rate Derivatives
Options
Financial Markets
Hedging
Trading Strategies
VBA
Credit Risk
Hedge Funds
Time Series Analysis
Stress Testing
Liquidity Risk
Capital Markets
Equities
Portfolio Management
Interest Rate Risk Management
Investment Banking
FX Options
Commodity
Asset Allocation
Capital Management
Solvency II
Bloomberg
Valuation
Bonds
Trading
Swaps
Trading Systems
Econometrics
Interest Rate
Interest Rate Risk
Simone Farinelli Summary
Simone Farinelli, based in Zürich, ZH, CH, is currently a Asset Liability Manager at Profond Vorsorgeeinrichtung. Simone Farinelli brings experience from previous roles at core dynamics GmbH, CKW, Kraus Partner Investment Solutions AG and Sabbatical. Simone Farinelli holds a 1992 - 1997 PhD in Mathematics @ ETH Zürich. With a robust skill set that includes Quantitative Finance, Market Risk, Financial Engineering, Derivatives, Quantitative Analytics and more. Simone Farinelli has 1 emails on RocketReach.
Looking for a different Simone Farinelli?
Find contact details for 700 million professionals.