Matteo Gerardo PALUMBO

Personal Info
Place and Date of birth: Rome - Italy | 5 November 1992
Address:: Via Padre Vitale 92, Rome, Italy
Tel.: +39 3475536925
email: matteogerardo.palumbo@gmail.com

Education
July 15, 2016 110/110 cum laude - Quantitative Finance – Master’s Degree
Università di Bologna
Thesis Title: “Risk management and Valuation of sight Deposits: Dealing with
Negative Rates, non-Guaranteed Amounts and Bank Runs”
Subj: Adv. Methods of Risk management | Advisor: Umberto Cherubini
Co-Advisor: Antonio Castagna

July 16, 2014 105/110 - Economics and Business - Bachelor’s Degree

LUISS University of Rome
Thesis Title: “A Cooperative Game Theory Approach to Facility Location Problems”
Subj: Games and Strategies | Advisor: Marco Dall’Aglio

Working Experience
Lug 2017-current Financial Risk Consultant – Iason Italia srl
Consultant at Banca Intesa San Paolo, Risk management division,
where I am mainly involved in:
- Analysis and development of tools for the monitoring of MtM,
sensitivities and pricing models differences between front office
and risk management (cross-asset class)
- Support for development, implementation and testing of pricing
functions, especially for Credit, Rates and FX products.

Dec – Jun 2016 Securitization - Internship – Monte dei Paschi di Siena Bank
Actively involved in activities concerning ABS and Covered Bonds,
including:
- Structuring e monitoring, interaction with relevant parties (e.g.
rating agencies, calculation agent, back office etc.)
- Excel Modelling of cash flows, risk variables (default, prepayment,
recovery, interest rate) and agencies’ rating stress criteria.
- Update of Covered Bond data templates for new ECB eligibility
criteria; report automation via SQL queries and Excel functions.

Aug-Sep 2016 Risk Management – Consultant – Iason Italia srl

For about one month I assisted senior consultants in reviewing
behavioral models (prepayment and sight deposits) for a client bank.
Languages
Italiano: Native
English: Fluent
French: Basic

Computer skills
Programming Languages:
Basic knowledge: Python, Matlab

Intermediate knowledge: SQL

Software:
Basic knowledge: Stata, Murex, IBM Algo-RiskWatch
Advanced knowledge: Microsoft Office (Word, Excel, Power Point )

Papers

Dic 2014 Cooperative Game Theoretic Solutions to Facility Location Problems in

Continuous Setting - Working Paper - Available at Social Science
Research Network (ssrn.com)

Attended Seminars and Courses

Apr- Mag 2016 Workshop in Quantitative finance (Università di Bologna) – Frontal

lectures on various applied and theoretical quantitative finance
topics given by practitioners and academics.

Nov 2015 Risk measures: frontiers of mathematics and regulation (Università di

Bologna) – Two-day seminars on advanced topics on risk
measures (VaR, liquidity risk measures, Expected shortfall,
Expectiles etc.).

Other interests and skills

- Passionate about game theory (in particular cooperative) which has been the subject of
my undergraduate thesis and object of further research, addressing facility location
problems.
- Graduating student in Classical guitar at Conservatory of Bologna (expected
graduation 2018).