Gilberto Crisanti

Department: Risk Management. Credit Risk Analyst. Validation models, Pillar 1 e 2, Capital adequacy. Operational Risk Analyst. Design metodology to VaR calculation, Risk Assessment tecnique and Loss Driven Approach. Use of Credibility and Bayesian inference.

Department: Finances, Functional Analyst in Assicurazioni Generali S.p.A. Experience in Life insurance policy, work in team, write documentation, deal with senior managers. Analista Funcional en Seguros Generali. He madurado experiencia en la gestión de contractos de seguros por Vida, toma de requisitos, elaboración documentaciòn, trabajo en equipo y relacciòn con managers de alto nivel.

Department: Finances, Operational Risk Analyst for my thesis project for Banca IMI (now Intesa San Paolo) and Engineering. Pioneer project for mathematical and statistical method as Bayesian inference used. Desarrollo de un proyecto de gestión de riesgos operativos para el Banco S.Paolo- IMI. Junto a mi profesor de estadistica-financiera elaboramos un sistema de gestión de este tipo de riesgo pionero en Italia. Fue mi práctica de la tesis para licenciarme.

Statistics and mathematics applied to the economic and financial environment. Risk Management, Financial Markets,...