2005 -
2006 Head of Quantitative Investment Research @
2001 -
2004 Senior Quantitative Analyst @
2000 -
2001 Head of Financial Risk Management @
1998 -
2000 Asset Liability Management Analyst @
1997 -
1998 Actuarial Product Developer Single Life @
1993 -
1997 Head of Geometry Assistents' Group @
1992 -
1993 Assistent in Geometry Group @
Simone Farinelli Education
ETH Zürich
PhD (Mathematics)
1992
-
1997
ETH Zürich
MSc. (Mathematics)
1988
-
1992
Eidgenössische Technische Hochschule 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 Zurich, Switzerland, 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.
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