Paolo Roscia
About Paolo Roscia
Paolo Roscia is an Associate Director at UBS with a strong background in quantitative finance and risk management. He has held various roles in financial engineering and consulting, including positions at Algorithmics and Razor Risk, and has extensive experience in fixed income and derivatives pricing.
Current Role at UBS
Paolo Roscia holds the position of Associate Director at UBS, where he has been employed since 2019. In this role, he is involved in various aspects of financial management and risk assessment, leveraging his extensive experience in the financial sector. His work at UBS focuses on enhancing portfolio management and implementing risk strategies, drawing on his strong background in fixed income and quantitative finance.
Previous Experience at Razor Risk
Prior to his current role, Paolo Roscia worked as an Implementation Consultant at Razor Risk from 2014 to 2017 in London, United Kingdom. During his three years there, he contributed to the development and implementation of risk management solutions, utilizing his expertise in financial engineering and quantitative analysis. This experience provided him with valuable insights into risk assessment frameworks.
Internships at Banca IMI
Paolo Roscia completed two internships at Banca IMI in 2011. He worked at the Trading Structured Equity Desk for three months and also gained experience at the Financial Engineering equity desk over a similar duration. These internships allowed him to develop foundational skills in trading and financial engineering, which have been instrumental in his subsequent career.
Education and Expertise in Quantitative Finance
Paolo Roscia has a solid educational background in quantitative finance. He studied at Collegio Carlo Alberto and the University of Torino, where he earned a Master's degree in Quantitative Finance from 2010 to 2011. Additionally, he holds a Master's degree in Mathematics from the University of Pisa, completed between 2008 and 2010. His education has equipped him with advanced skills in pricing derivatives and time series analysis.
Technical Skills and Programming Proficiency
Paolo Roscia possesses advanced skills in several programming languages, including R, C++, and VBA. His technical expertise extends to the use of Murex, a prominent platform for trading and risk management. This proficiency supports his specialization in quantitative risk management and enhances his ability to analyze and manage financial portfolios effectively.