Curriculum Vitae

EUROPEAN
CURRICULUM VITAE
PERSONAL INFORMATION
Name
Address
DARIO GIRARDI
28, Via Asiago, 36030, Zugliano, Italy
Telephone
E-mail
+39 3429387700
[email protected] , [email protected]
Nationality
Italian
Date of birth
11/02/1981
WORK EXPERIENCE
• Dates (from – to)
• Name and address of employer
• Type of business or sector
• Occupation or position held
• Main activities and responsibilities
01/01/2013 up to now
Prometeia
Consulting – Software House
Credit and Operational Risk Analyst
I am currently working on a LGD model validation for one of the biggest European financial
institution where I provide data quality analysis, statistical insight and tests for the validation
requirements. In other projects I provided statistical insight into risk models such as PD, LGD
and EAD.
In addition, I worked to a series of algorithms to split the collateral in order to minimize,
mathematically, the capital requirements.
• Dates (from – to)
• Name and address of employer
• Type of business or sector
• Occupation or position held
• Main activities and responsibilities
01/07/2012 -31/12/2012
Reply – Avantage
Financial Consulting
Quantitative Analyst – IT Analyst
Counterparty risk modeler/ Counterparty risk software tester. My role is to test the CCR
infrastructure both from IT side (Bash script) and from methodological side. (HVB/Unicredit Munich area)
• Dates (from – to)
• Name and address of employer
• Type of business or sector
• Occupation or position held
• Main activities and responsibilities
01/03/2011 – 30 /06/2012
Iason Ltd
Financial Consulting
Quantitative Analyst
I developed (VB6 - SQL), tested, and maintained required software infrastructure for a
CreditVaR model and Operational Risk model. (Banco Popolare). In addition, I developed a
software tools in order to evaluate a portfolio's correlation using decay factors and produce
random numbers (Montecarlo Simulation).
• Dates (from – to)
• Name and address of employer
• Type of business or sector
• Occupation or position held
• Main activities and responsibilities
10/2010 – 02/ 2011
Quanta Finanza
Financial Consulting
Quantitative Analyst
I developed and programmed (VB6-Matlab) a Z-Score model suitable for SMEs in order to
evaluate their default probabilities.
• Dates (from – to)
• Name and address of employer
• Type of business or sector
• Occupation or position held
• Main activities and responsibilities
2009-2012
University of Verona / University of Padua
Consulting and Audit
Adjunct Professor
I taught undergraduate students in Corporate Finance, Computational Finance and
Macroeconomics.
• Dates (from – to)
• Name and address of employer
• Type of business or sector
• Occupation or position held
• Main activities and responsibilities
2007 – 2008
Ernst & Young Italy
Consulting and Audit
Junior Analyst
My mission was to analyze some parts of Banco Popolare’s Financial Statement (Derivatives
and Financial Portfolio, Cash flow Statement) in order to help the audit procedures.
• Dates (from – to)
• Name and address of employer
• Type of business or sector
• Occupation or position held
• Main activities and responsibilities
01/03/2004 to 01/10/2004
Rowcroft (Totnes UK)
Non-profit organization
Trainee (Leonardo Project)
Logistics for the organization’s shops
EDUCATION AND TRAINING
• Dates (from – to)
• Name and type of organization
• Principal subjects/occupational
•Thesis Title
• Title of qualification awarded
2008-2012
University of Verona / Ecole Supérieure d'Ingénieur Léonard de Vinci
Quantitative Finance and Economics.
“A Balance Sheet model and its applications in Budgeting Simulations and Credit Risk” .
I demonstrated the possibility to improve the common Credit Risks models using a new
mathematical formalization of Financial Statement. This formalization is based on a dynamic
representation (difference equations) of accounting items.
In addition this model is also suitable for budgeting and cash flow statement simulation.
Ph.D.
• Dates (from – to)
• Name and type of organization
• Principal subjects/occupational
June 2009 and September 2010
CIDE
Summer Schools in Econometrics and Time series Analysis (AR, MA, ARMA, VAR, ARCH,
GARCH, MULTIGARCH)
• Dates (from – to)
• Name and type of organization
• Principal subjects/occupational
2009
University of Bologna
M.Sc. Finance Mathematics (Mathematics, Stochastic Processes, Derivatives, Risk
Management, Asset Management, Econometric)
29/30
•Final Grade
• Dates (from – to)
• Name and type of organization
• Principal subjects/occupational
•Final Grade
• Dates (from – to)
• Name and type of organization
2006-2007
University of Verona
Master’s degree in Economics and Finance ( Microeconomics, Macroeconomics, Finance,
Econometric)
Excellent
28/09/2006
University of Verona
• Principal subjects/occupational
•Thesis Title
•Final Grade
Degree in International Economics
“Market Structure and Innovation Technology in the Industry of Operative System”;
Summa cum laude
• Dates (from – to)
• Name and type of organization
• Principal subjects/occupational
•Thesis Title
•Final Grade
20/02/2004
University of Verona
Bachelor in Economics of International Trade at Verona University
“La variabile fiscale nelle strategie di internazionalizzazione delle imprese orafe”;
110/110
• Dates (from – to)
• Name and type of organization
• Principal subjects/occupational
Spring 2004
Totnes English School
English course (Leonardo Project)
• Dates (from – to)
• Name and type of organization
• Principal subjects/occupational
Summer 2002
Universidad de Cordoba
Spanish course (ESU Verona Grant)
• Dates (from – to)
• Name and type of organization
• Principal subjects/occupational
25/06/2000
“Aulo Ceccato Technical Institute”
Technical High School, Diploma for Programmers
PERSONAL SKILLS
AND COMPETENCES
MOTHER TONGUE
Italian
OTHER LANGUAGES
• Reading skills
• Writing skills
• Verbal skills
SOCIAL SKILLS
AND COMPETENCES
.
ORGANIZATIONAL SKILLS
AND COMPETENCES
ENGLISH
Excellent
Excellent
Excellent
SPANISH
Basic
Basic
Good
Ability to establish and maintain good working relations with people of different national and
cultural backgrounds.
Responsibility, Self-respect and self-reliance.
Extremely organized person with good abilities for synthetic and global views over concrete
situations.
.
TECHNICAL SKILLS
AND COMPETENCES
With computers, specific kinds of
equipment, machinery, etc.




Math/ Stat. Software: Gretl, Matlab, Stata, Mathcad, SAS;
Operative System: Windows, Linux (Basic);
Microsoft Office (Macro VBA), Open Office;
Computer program Languages: Turbopascal, SQL, HTML, JAVA(Basic), VB6, Bash
script;
DRIVING LICENCE(S)
ADDITIONAL INFORMATION
Driven License (B)
I LIKE PLAYING SOCCER , SWIMMING, SURFING, READING .