Edoardo Berardo

Quantitative Risk Specialist

UBS•  June 2022 - Present

• Development, performance monitoring, and enhancement of structural Forex (SFX) and Other Valuation Adjustment (OVA) models within the Firmwide Stress Methodology Team. • Lead profit and loss simulations under specific global macro-economic stress scenarios, allowing to gauge the firm's financial strength and to evaluate the capital adequacy of the company.

Model Developer, External Advisor

Allianz Suisse•  July 2020 - August 2020

• Developed two VBA programs tailored to analyse consultant performance and maintain the company's customer database. • Codes were sold to Allianz and later extended to other branches within the company's network.

Quantitative Investment Analyst, Intern

LFA Financial Advisor SA•  February 2020 - July 2020

• Implemented predictive models for stock selection based on supervised machine learning algorithms, allowing for more accurate identification of potential investment opportunities. • Conducted fundamental analysis to evaluate company financials, assess risk factors, and estimate intrinsic values. This involved in-depth assessment of key financial metrics, such as earnings, growth potential, and industry comparables.

Università Bocconi

Quantitative Finance, MS•  August 2020 - November 2021

Main Courses: Market Microstructure, Derivatives, Investments, Trading & Volatility Modelling, Machine Learning, Market Risks, Credit Risk, Portfolio Performance Evaluation – in English GPA: 3.73/4, Thesis: “Dynamic Limit Order Book Model”

ETH Zurich - Swiss Federal Institute of Technology, Zurich

Physics, BS•  September 2016 - September 2016

Main Courses: Analysis, Quantum Mechanics, Numerical Methods, Linear Algebra, Complex Analysis, Computer Science – in German GPA, 3.51/4, Thesis: “Chaotic System”