Financial Engineering Workshop - Manuela Benigno, Andrea Fraquelli and Adolfo Montoro

Manuela Benigno

She is currently one of the team business line experts in credit and commodities.

Prior joining Deutsche Bank Manuela worked as consultant at Credit Suisse within Market Risk Change on FRTB and prior to this, Manuela worked in market risk validation at Banca Popolare di Milano in Milan, Italy.

She has earned a Bachelor degree and a MSc in Quantitative Finance from Bocconi University in Milan, Italy.

Andrea Fraquelli

He is currently one of the team leader within FRTB strategic market risk methodology team. Previously to market risk he has been in charge of valuation methodology team across asset classes (namely Credit and Commodities) within Finance. Prior joining Deutsche Bank Andrea was a Market Risk Manager at Banca San Paolo (now Banca Intesa San Paolo) in Turin, Italy

He has earned an MSc in Quantitative Finance from Turin University, Italy, and graduated with a degree in economics (with honors) from the same university.

Adolfo Montoro FRM

He currently leads the Strategic Market Risk Methodology team. Previously he has been in charge of teams ensuring the adequacy of quantitative methodologies used for market risk management and regulatory purposes (Pillar I and II)

Prior joining Deutsche Bank, he was part of the Market Risk Control Department at UBS O’Connor. O'Connor is a key strategic alternative investment provider within the A&Q platform of UBS Global Asset Management

Before relocating to the UK Adolfo was a Market Risk Manager at Banca Del Gottardo (now Banca della Svizzera Italiana BSI) in Lugano, Switzerland. He started his career in the Risk Management Department at FinecoGroup in Milan, Italy

He has earned an MSc in Risk Management from Bocconi University, Italy, and graduated with a degree in economics (with honors) from Universita' della Calabria, Italy. He has earned his Financial Risk Manager (FRM) certification in 2005