英文简历CV IT - Sandro Ambrosanio - January 2010

英文简历CV IT - Sandro Ambrosanio - January 2010

Sandro Ambrosanio’s Curriculum Vitae

PERSONAL DATA January 2010 Place / Date of Birth / Nationality Napoli, Italy / September 8, 1965 / Italian

Family Status:

Office Address:

Office - Fax / Mobile Phone

Home Address:

E-mail:

CV on line: Engaged, 1 daughter Cassa Depositi e Prestiti SpA – Finanza; Via Goito 4, I-00185 Roma, Italy +39-06-4221.4205 – 3000 / +39-335-5743912 47 vicolo de' Cinque, I-00153 Roma, Italy sandro.ambrosanio@cassaddpp.it sandro@ambrosanio.it www.ambrosanio.it/CV

EDUCATION AND HONOURS

1995 Ph.D. in Theoretical Physics, University of Rome “La Sapienza'', Italy.

1991 Laurea, full marks 110/110 summa cum laude, Physics, Univ. of Rome “La Sapienza'', Italy. Military Service in the Italian Air Force.

1983 High School Degree, full marks 60/60, Science, Liceo Scientifico “Nomentano'', Rome, Italy. PROFESSIONAL EXPERIENCE IN FINANCE Jun 2006 - Present Cassa Depositi e Prestiti S.p.A.

Head of Finance Front-Office

The Sector's mission was enlarged to include management of money market risk and,

in general, any front-office task in the Finance Dept.

Manager of a 9-people team.

Starting from 2009, SA and his team are involved in various projects for the general set-up

and the structuring of additional, new CDP activities (PMI financing and support to the

Italian economy through the banking system, corporate and project financing by using

Risparmio Postale funding, etc.)

Mar 2005 - May 2006 Cassa Depositi e Prestiti S.p.A.

Head of Markets and Structuring

Responsible for one of the four Sectors in the Finance Dept., reporting to the CFO.

In charge for structuring "Risparmio Postale" products, distributed by Poste Italiane S.p.A,

creating structures to finance Italian Local Authorities, determining financial conditions to

offer for all products, managing and hedging interest rate and equity market risk, including

the structural property portfolio (Partecipazioni).

Manager of a 4-people team.

Jul 2002 – Mar 2005 Capitalia S.p.A.

Head of Structured Products

Additional tasks and responsibilities:

After merging, the Structured Products team activities were upgraded at the level of

the Holding Company. Many different products created, structured and managed by the

team were distributed through the 5 commercial networks controlled by Capitalia (Banca

Roma, Banco Sicilia, Bipop-Carire, BancaFineco, FinecoCity). Products were built

in collaboration with various Consumer Banking companies related to the Group

(FinecoGroup, Fineco Asset Management, FinecoVita, etc.)

Jan – Jun 2002 Banca di Roma S.p.A.

Head of Quantitative Finance & Product Structuring

Additional tasks and responsibilities:

Direction of a 8-people team, composed by quantitative financial analysts and financial

英文简历CV IT - Sandro Ambrosanio - January 2010

Jan – Dec 2001 interacting with institutional counterparties (finance and insurance companies) and the commercial network of the Bank. The team was assigned a trading area with a dynamic P&L. The team mainly creates structured bonds for Retail and Private customers of the Bank, as well as Life Insurance Index- & Unit-Linked products, sold to insurance companies within or outside the group. Banca di Roma S.p.A., Gruppo Bancaroma, Rome, Italy

Head of Quantitative Finance, Research & Strategy

Tasks and responsibilities:

Recruitment and direction of a new group of quantitative financial analysts, in charge

for new financial products engineering / pricing / hedging, and interactions between finance

and technology.

New trading ideas, financial research projects and strategy.

Coordination of financial research and analysis resources in Gruppo Bancaroma,

redactional work, creation / diffusion of research documents through BancaRoma Intranet.

Creation of a new transversal group in Finance Dept., in charge for designing and

realising the Banca di Roma financial portal on the Web.

PROFESSIONAL EXPERIENCE AS A RESEARCHER IN PHYSICS

ve, Switzerland. 1999-2000 European Lab for Nuclear and Particle Physics (CERN), Genè

Research Fellow, Theoretical Physics Division

1998 Deutsches Elektronen-Synchrotron (DESY), Hamburg, Germany. Research Fellow, Theory Group June 1997 Fermi National Accelerator Lab (FNAL), Batavia, IL, USA.

Visiting Researcher, Theoretical Physics Department

1995-1997 University of Michigan (Physics Department), Ann Arbor, MI, USA.

Associate Researcher, High Energy Particle Physics Theory Group

1995-1997 Istituto Nazionale Fisica Nucleare (INFN), Roma, Italy. Post-Doctoral Fellow

1991-1995 University ``La Sapienza'' (Physics Dept.) & INFN, Sezione Roma, Italy. Assistant Researcher

RESEARCH ACTIVITY IN PHYSICS, RESPONSIBILITIES, PUBLICATIONS 10-year experience as a phenomenologist in high-energy, particle and collider physics.

Phenomenology is the link between formal theory and experiments and deals both with advanced mathematical and statistical tools to build models and analyse large amounts of data.

Generic tasks and responsibilities:

finding an explanation to experimental data and phenomena within existing models or conceiving suitable

new models to fit the evidence;

predicting new phenomena or forecasting events, based on theoretically well-motivated models, through

detailed, numerical simulations;

proposing new searches and analyses to experimental groups.

Collaborating with many European and American researchers, proposed several experiments

performed by many groups working at world's most important particle accelerator facilities:

LEP (CERN); Tevatron (Fermilab); HERA (DESY); SLAC (Stanford).

Co-author of about 30 scientific publications in all major international physics reviews, collecting

over 1700 citations. 3 works quoted as “famous” by SPIRES (world-wide recognised authority in

the field), two of which were cited in “Science'' and “The Economist'”:

S. Ambrosanio, G. L. Kane, G. D. Kribs, S. P. Martin and S. Mrenna:

1. “Supersymmetric Analysis and Predictions Based on the CDF e+e- miss(ET) event”,

Phys. Rev. Lett. 76 (1996) 3498;

2. “Search for Supersymmetry with a Light Gravitino at Fermilab TeVatron and CERN LEP

Colliders”, Phys. Rev. D 54 (1996) 5395.

英文简历CV IT - Sandro Ambrosanio - January 2010

Relator in about 20 international conferences.

For a complete list of publications and contributions to conferences: http://www.ambrosanio.it/CV. Referee for many major international reviews in physics:

Physical Review Letters, Physical Review, Nuclear Physics, Physics Letters, Eur. Physics J.

Responsible for coordinating a research group within the

“Workshop: Physics at TeV Colliders”, Les Houches, France, 1999-2000.

ACTIVITY AND INTERESTS IN QUANTITATIVE FINANCE & FINANCIAL ENGINEERING Options/derivatives/structured products pricing/hedging; partial-derivatives equations and Black-Scholes Model (generalisations and extensions); Bionomial /Trinomial Models; path dependency, multi-asset and exotic

options; volatility surfaces; interest-rate modeling; CIR and HJM Models; portfolio management/optimisation and Capital Asset Pricing Model; risk management and VaR, credit risk and credit derivatives; numerical methods (finite-difference and Monte-Carlo simulations). ADDITIONAL EDUCATION IN FINANCE & MANAGEMENT, CONFERENCES

(SELECTED ITEMS, 2000-2004 ONLY)

“West Meets East”, St. Petersburg, Russia, organized by IXIS-CIB (Nov 2004); “Structured Products”, Roma, Italy, organized by Stoxx Ltd.(as a lecturer, Sep 2004); “Credit Derivatives Seminar”, Venice, Italy, organized by Barclays Capital (Jun 2004); “CDO Conference 2003”, London, U.K., organized by Credit Suisse First Boston (Apr 2003), “Italian Fixed Income Conference 2002”, Portofino, Italy, organized by JP Morgan (Sep 2002); “Bachelier Finance Society 2nd World Congress”, Crete, Greece (Jun 2002); “Human Resources Evaluation, Management and Development”, course held by Watson Wyatt Isso at Training Center Banca di Roma, Rome (Apr 2002); “Team Building”, course by Galgano Group at BdR Training Center, Rome (Dec 2001); “Financial Risk Management” and “From E-Business to E-Finance”, courses held by SDA Bocconi at Training Center Banca di Roma, Rome (Nov 2001); “MATLAB Applications for Finance & Econometrics”, course held by Teoresi S.p.A. at Training Center Banca di Roma, Rome (Nov

2001); “Financial Instruments & Markets”, course held by SDA Bocconi at Training Center Banca di Roma, Rome (Jul 2001); “Asset and Risk Management” and “Financial Engineering”, courses held by Luiss

Management Post-Experience, Luiss University, Rome (Apr/May 2001); “Exchange-Rate and Interest-Rate Risk Products & Management”, course held at Training Center Banca di Roma, Rome (Mar 2001); “The Mathematical Theory of Interest Rate Models”, course held at King’s College, Financial Mathematics Department, London, U.K. (Feb 2001); “New Horizons & Advances In Risk Management, Measurement, Modeling & Capital Allocation”, ICBI Risk Management 2000 Conference, Genève, CH (Dec 2000) TEACHING

October 2005

September 2000 Was offered a permanent position ("cattedra") as Full Professor of Physics at a public High School in Lazio. Offer declined. Entitled ("abilitazione") to teach Physics as a Professor in Italian High Schools, after a

competitive national examination ("concorso a cattedre").

PROFESSIONAL MEMBERSHIPS

Associazione Italiana Analisti Finanziari (AIAF), member, 2002-2004; Bachelier Finance Society, member, 2002-2004); Institute of Physics (IOP) - Physics & Finance Professional Group, member, 2002-Present;

Associazione Italiana Operatori Mercati dei Capitali (ASSIOM), member, 2001-2004, Global Association of Risk Professionals (GARP), member, 2002-2004.

ADDITIONAL INFORMATION, AWARDS, PRIZES

Ph.D. Thesis in Theoretical Physics: published, available at Rome’s & Florence’s National Libraries Biography included in 19th edition (2002) of “Marquis Who’s Who in the World”

Biography included in 6th edition (2002) of “Marquis Who’s Who in Science and Engineering”

英文简历CV IT - Sandro Ambrosanio - January 2010

INFORMATION TECHNOLOGY, COMPUTER SKILLS

Operating Systems:

Programming:

Various Applications: Unix, Linux, VAX-VMS (system manager level); MS-Windows 98/NT/00/XP. Fortran, C, object-oriented programming in Java and C++, MATLAB 6.1. Software for symbolic calculus (Mathematica, Form); data analysis and databases

management (Excel, Access, SQL, PAW); word processing, presentations

(Word, PowerPoint, LaTeX).

World-Wide-Web page building using FrontPage, HTML, Java, JavaScript,

ASP; vast experience with net services and programs/clients for e-mail,

newsgroups, web browsing. Networks / Internet:

Financial, Front-Office Reuters 3000 Xtra, Bloomberg Professional, DataStream Advance 3.5, GateMate, & Risk Management FinancialCad 7.1, Price Wizard, MATLAB Financial, Optimization, Applications: Statistical Toolboxes; Sungard Panorama; Murex

LANGUAGES

Italian:

English: French: German: Mother tongue. 2-year everyday practice (Ann Arbor, MI, USA, 1996-97). 2-year everyday practice (Genève, Switzerland, 1999-2000). CULTURAL ACTIVITY, SPORTS, HOBBIES Sailing (Yachting Club CERN, member, 2000; Altura - Scuola di Vela e di Mare, member, 2004-2006; Sailing and motor yachting license, without limits); Volleyball (Volleyball Club CERN, member, 1999-2000); Scuba Diving (PADI, Open Water Diver Certificate, The Zanzibar Dive Center - One Ocean, 2002); Downhill Skiing (3-Golden-Star Certificate, Scuola Italiana Sci Val Fiorentina, 1988); Cross-Country Skiing; Mountain Biking (RuotaLibera, member, 2003-present); Motorbike Touring; Photography; Chess (Chess Club Roma, member, 1985-1988); Bridge (Bridge Club DESY, member, 1998; Circolo Bridge Roma, member, 2001); Comic Books SOCIAL & HUMANITARIAN ACTIVITY, COMMUNITY INVOLVEMENT

Azione Aiuto / Action Aid (member, 2002-2004); Italia Solidale (member, 2002-2005 and 2008-Present); Associazione Amici di DaGama Home (member, 2008-Present) REFERENCES

Dott. Fabio Gallia, Former Co-General Manager, Head of Finance Dept. at Capitalia, tel. +39-335-6976636 Prof. Alberto Giovannini, Former Deputy General Manager, Head of Banca di Roma Finance Dept., tel.: +39-335-7198317, e-mail: alberto.giovannini@alum.mit.edu Prof. Guido Altarelli, CERN–Theory Division, Genève, CH & “Roma Tre” Univ., Rome, Italy, tel.: +41-22-767.4145, email: guido.altarelli@cern.ch Prof. Peter M. Zerwas, DESY – Theory Group, Hamburg, Germany, tel.: +49-40-8998.2416, e-mail: zerwas@desy.de Prof. Gordon L. Kane, University of Michigan Dept. of Physics, Ann Arbor, U.S.A., tel.: +1-734-764.4451, e-mail: gkane@umich.edu Prof. Ann E. Nelson, University of Washington Dept. of Physics, Seattle, U.S.A.,

tel.: +1-206-543.2027, e-mail: anelson@phys.washington.edu

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