â–ª Allianz
Worked on the Asset & Liability Management, upgrading the existing cashflows forecasting simulator.Technology: C, FoxPro, MoSes,SQL,Java.
Knowledges: Pricing, MCEV, forecasting of cashflows.
â–ª UniCredit
Developed an enterprise application for portfolio VaR calculation. Created database tables, views and stored procedures to manage historical prices data series. Technology: Java, Oracle, DB2, WebSphere
â–ª ING Direct Italia
Developed a change request for trading online business logic migration from the web front-end to the bank’s middleware. Implemented the interface to external data providers. Technology: Java, VB, Oracle
â–ª Tree Real Estate mobile
Designed and develo...