credit economic capital - model developer presso ing@ ING
Amsterdam, North Holland, Netherlands
Lorenzo Pucci
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Università degli Studi di Napoli Federico II
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FlashIntel GPTLorenzo Pucci is a highly skilled professional with 13.7 years of experience in programming, research, fisica, latex, and matlab. He is currently working as a Risk Associate for the Counterparty Exposure Modeling Group in Amsterdam, Netherlands. Lorenzo specializes in developing and implementing risk models, focusing on dynamic initial margin models, back-testing of simulated exposure, and initial margin. He also provides daily support to existing risk models, conducts investigations, and resolves client queries related to model methodology and functionality. Lorenzo has also worked at ING, Morgan Stanley, NEAT Srl, and GE.
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About
I work as a Risk Associate for the Counterparty Exposure Modeling Group on the development and implementation of risk models. Highlights: dynamic initial margin models; back-testing of simulated exposure and initial margin. My work includes the daily support of existing risk models in production, the investigation and resolution of BAU client queries relating to model methodology and functionality, quarterly calculation and reporting of capital buffers for the mitigation of risk due to model limitations.
...See MoreWork Experience
Model Developer
credit economic capital - model developer presso ing
Banking
Lorenzo Pucci's Professional Milestones
- Postdoctoral Researcher (2013-06-01~2013-10-01): Conducted groundbreaking research, contributing to the advancement of knowledge and advancing scientific knowledge.
- Quantitative Risk Associate (2016-11-01~2020-07-01): Improving risk management patterns, minimizing potential disasters and maximizing client's profitability.
Education
Fundamental And Applied Physics
2010-2013Skill
Programmazione
Ricerca
Fisica
Latex
Matlab
Microsoft Office
Mathematical Modeling
Scienza
C
Python
Mathematica
Analisi Numerica
Quantum Information
Quantum Physics
Many Body Physics
Stochastic Processes
Machine Learning
Statistiche
Teoria
Theory
Modellazione Matematica
Matter Physics
Quantum Optics
Octave
Analisi Dei Dati
Science
Microsoft Excel
Physics
Competenze Analitiche
Lavoro Di Squadra
Programming
Certification
Colleagues
Mimoun Essoubhi
Product Owner | Project Manager | Epic
Kiryl Baranoshnik
product owner at ing agile coach trainer at agilelab
Seppe Sprengers
IT Product Owner at ING - Climate Fresk Facilitator - Founder at Belota - Voedselbosboer in wording
Alperen Goren
Product Owner | Customer Journey Expert
Stefania Gherghe
Product Owner
Other Named Lorenzo Pucci
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Lorenzo Pucci works for ING
Lorenzo Pucci's role in ING is credit economic capital - model developer presso ing
Lorenzo Pucci works in the industry of Banking
Lorenzo Pucci's colleagues are Mimoun Essoubhi,Kiryl Baranoshnik,Seppe Sprengers
Lorenzo Pucci's latest job experience is credit economic capital - model developer presso ing at ING
Lorenzo Pucci's latest education in Università degli Studi di Napoli Federico II
