Fabrizio Leone
About Fabrizio Leone
Fabrizio Leone is a Director of Model Risk Management & Control at UBS, where he has worked since 2021. He has extensive experience in risk modeling and analytics, holding various roles at UBS and other financial institutions, and possesses advanced degrees in finance and economics.
Work at UBS
Fabrizio Leone has held multiple roles at UBS since 2015. He currently serves as the Director of Model Risk Management & Control, a position he has held since 2021. Prior to this, he worked as a Risk Modeling & Analytics Specialist in Model Risk Management & Control from 2018 to 2021. His earlier role at UBS was as a Risk Modeling & Analytics Specialist focusing on Risk Aggregation & Analysis from 2015 to 2018. In these positions, he has developed standards for model validation in Retail Credit Risk and coordinates efforts to standardize the model validation process.
Education and Expertise
Fabrizio Leone has a robust educational background in finance and economics. He obtained a Bachelor's degree in Finance from Università degli Studi di Torino, followed by a Master of Science in Finance from the same institution. He furthered his studies at Collegio Carlo Alberto, earning a Master of Arts in Quantitative Finance. He also completed a Doctor of Philosophy (Ph.D.) in Economics from Collegio Carlo Alberto and Università di Torino. Additionally, he is pursuing Actuarial Qualification through the Schweizerische Aktuar Vereinigung, studying at ETH - Zürich.
Background
Before joining UBS, Fabrizio Leone worked as a Junior Risk Analyst at Fondiaria-Sai for nine months in 2011. He also gained experience as an Internship Business Analyst at BIP. Financial Services S.r.l. in the same year. From 2012 to 2015, he served as a Teaching and Research Assistant at SFI Swiss Finance Institute. His diverse background in risk analysis and finance has contributed to his current expertise in model risk assessment.
Achievements in Risk Management
Fabrizio Leone has made significant contributions in the field of model risk management. He serves as the point-of-contact for scenario-based models within the Retail Credit Risk team at UBS. His expertise encompasses assessing model risk across four key dimensions: Input, Methodology, Implementation, and Use. He has coordinated a work-stream aimed at enhancing the efficiency of the model validation process, which includes producing validation tests and documentation.