Mauro MOTTA

Portfolio Management & Risk:

• Conduct continuous portfolio monitoring, emphasizing risk consultancy by analyzing indicators such as VaR, standard deviation, and max drawdown.
• Provide asset allocation support and aid in financial securities selection.

Quantitative Analyst:

• Maintain and enhance quantitative models, optimizing portfolio strategies and conducting scenario analysis via stochastic and 'Monte Carlo Simulation'.
• Perform statistical analysis on historical benchmarks and model portfolios.
• Apply quantitative analysis to ETF and fund selection, including developing an internal MiFID 2 model for product governance and target market determination.
• Construct OCF indicators, corporate reporting, and investment portfolio factsheets.
• Analyze portfolio and security performance, generate asset allocation reports, and prepare institutional client reports.

Corporate Asset:

• Offer quantitative support for budget analysis and target company selection for Mini-Bonds.

Back Office & Middle Office:

• Manage bank order executions and oversee securities entry and monitoring, ensuring compliance and appropriate documentation.
• Responsible for asset management platform management and monitoring.

I served as an FX Analyst & Trade Support professional, specializing in delivering comprehensive FX analysis to Portfolio Managers (PMs) and strategists. My role extends to guiding clients through the management and oversight of the provided Hedging solutions.

Key Responsibilities:

• Providing daily market updates to PMs and strategists, offering potential scenarios related to market events.
• Delivering weekly market updates to clients, ensuring they stay informed about market trends.
• Conducting spread analysis, consolidating bank forecast consensus, and updating deck presentations.
• Demonstrating platform functionalities to clients, showcasing features such as Spot, Drawdown, and Hedging Summary.

I played a pivotal role in supporting the Risk Manager in overseeing real estate funds under management.

Key Responsibilities:

• Spearheading the management and enhancement of risk methodologies and related processes.
• Updating datasets crucial for assessing the risk scores of diverse funds under management.
• Providing valuable assistance in planning, designing, and executing the Risk Management process from inception to completion.
• Additionally, handling tasks delegated by the Heads of the Risk function.

I collaborated closely with a Senior Trader in overseeing a specialized fund focusing on FOREX, Commodities, and Futures.

Key Responsibilities:

• Assisting in daily trade executions and meticulously recording financial transactions.
• Vigilantly monitoring the market, analyzing and assessing market behaviors impacting trading activities.
• Preparing comprehensive research reports and technical analyses while maintaining meticulous records in the system.
• Skillfully managing investment portfolios for High Net Worth Individuals (HNWIs), providing tailored service to individual clients

In my capacity as a Quantitative Analyst, I focused on pioneering new quantitative strategies for managed funds. Additionally, I contributed to fund screening and selection processes.

Key Responsibilities:

• Spearheading the development of quantitative analyses tailored for managed funds.
• Collaborating on fund screening and selection initiatives.