Paolo Lilaj
About Paolo Lilaj
Paolo Lilaj is a Risk Modeling & Analytics Specialist at UBS, where he focuses on developing models for Counterparty Credit Risk and ensuring regulatory compliance. He holds an MSc in Quantitative Finance from the University of Warsaw and a Bachelor's degree in Economics from Università degli Studi di Verona.
Work at UBS
Paolo Lilaj has been employed at UBS as a Risk Modeling & Analytics Specialist since 2021. In this role, he is part of the Stress Exposure Methodology Team, where he focuses on the development and maintenance of models for Counterparty Credit Risk. His responsibilities include data documentation and the implementation of Credit Risk Exposure models. Additionally, he develops prototype codes for Securities Financing Transactions (SFT) products within the Investment Banking Portfolio. Paolo collaborates with risk expert functions and business representatives globally to ensure regulatory compliance.
Education and Expertise
Paolo Lilaj holds a Master of Science in Quantitative Finance from the University of Warsaw, which he completed in 2020 after 11 months of study. He also earned a Bachelor's degree in Economics from Università degli Studi di Verona, studying from 2015 to 2018. Following this, he pursued another Master of Science in Banking and Finance (Quantitative Finance LM-16) at the same institution, completing it in 2021 after three years of study. His educational background provides a strong foundation for his expertise in risk management and analytics.
Previous Experience at NatWest
Before joining UBS, Paolo Lilaj worked at NatWest as a Junior Product Controller for six months in 2020. This role was based in Warsaw, Mazowieckie, Poland. His experience at NatWest contributed to his understanding of financial products and risk management, which he applies in his current position at UBS.
Technical Skills in Risk Management
Paolo Lilaj utilizes R and Python programming languages for risk management and stress testing of derivative products. His technical skills enable him to develop and implement complex models that assess and mitigate financial risks, particularly in the context of Counterparty Credit Risk and Credit Risk Exposure.