Home Page Grimaldi
Date of Birth: July 30th, 1988
Address: Via Sanguanini 7, 14100 Asti (AT), Italy
Cell: +39 348 0420158
LinkedIn: Go to profile
[Nov 2016 - Today] Head of Internal Model Validation at Reale Mutua Assicurazioni, Torino (TO), Italy
[Dec 2012 - Nov 2016] Senior Actuarial Consultant at Ernst & Young Financial Business Advisors S.p.A., Milano (MI), Italy
- Coordination and execution of the Internal Model Validation process
- Liaising with Supervisory Autorithy during the Pre-Application process
- Review of Non-Life Underwriting Risk, Market Risk, Default Risk and Aggregation models
- Experience on topics such as Use Test, Profit and Loss Attribution, Reverse Stress Test
- Contribution to the defintion of the Validation Policy and production of the Validation Report
[Jan 2011 - Dec 2012] Occasional Collaboration with Multicart, CiriÚ (TO), Italy
- Focus on Non-Life Insurance
- Own Risk and Solvency Assessment (ORSA) and Forward Looking Assessment of Own Risk (FLAOR)
- Undertaking Specific Parameter (USP) calculation for Premium and Reserve Risk
- Solvency II - Technical Provision, Standard Formula, Solvency Capital Requirement, Risk Appetite
- Internal Model Validation - Premium Risk, Reserve Risk, Catastrophe Risk
- Audit liabilities for non-life insurance companies
[May 2009 - Jul 2009] Internship at Banca di Credito Cooperativo di Alba, Langhe e Roero, Vezza d'Alba (CN), Italy
- Creation of demo videos
- Website management
- Client relationships and database management
- Support to Risk Management activites
- Montoring clients' positions
- Excel and PPT reporting
[Dec 2012 - Jul 2016] Master in Business Advisory (Corporate Specialized Master ASFOR Certified), EY Business School, Milano (MI), Italy.
[Sep 2010 - Nov 2012] Master Degree in Quantitative Finance and Insurance, FacoltÓ di Economia, UniversitÓ degli Studi di Torino, Torino (TO), Italy.
- The courses are focused on Business Management, Accounting and Finance
- More than 300 hours of courses divided in three years
- It also offers specific sessions on soft skills development
[Sep 2007 - Jul 2010] Bachelor Degree in Banca, Borsa e Assicurazione (Banking, Financial Markets and Insurance), FacoltÓ di Economia, UniversitÓ degli Studi di Torino, Torino (TO), Italy.
- Thesis: Loss Distribution Approach for quantifying the Solvency Capital Requirement for Operational Risk in a general insurance company under the Solvency II Framework.
- Supervisor: Prof. Gabriele Pieragnoli (Partner at Ernst & Young)
- Grade: 110/110 cum laude
[Sep 2009 - Dec 2009] One-semester exchange program at University of Florida, Gainesville, Florida (FL), USA.
- Thesis: Structured Bonds: Equity Linked Notes and Reverse Convertible Notes.
- Supervisor: Prof. Sergio Bortolani (Dean of the Faculty of Economics)
- Grade: 107/110
[Sep 2002 - Jun 2007] High School Diploma at Liceo Scientifico "F. Vercelli", Asti (AT), Italy.
- "Moiso" Scholarship for Extra-EU Exchanges
- Courses completed: Intermediate Macroeconomics, Equity and Capital Markets, Debt and Money Markets, Corporate Finance
[Sep 2005 - Jun 2006] One-year exchange program at Hackett Catholic Central High School, Kalamazoo, Michigan (MI), USA.
- Emphasis on Mathematics and Physics
- Grade: 85/100
- [May 2018] Introduction to R Software at Reale Group Academy, Torino, Italy.
- [Apr 2018] Economic Scenario Generator and their Validation at European Actuarial Academy, Madrid, Spain.
- [Nov 2017] Digital Communication at Reale Group Academy, Torino (TO), Italy.
- [Oct 2017] MATLAB for Financial Applications at Mathworks, Torino (TO), Italy.
- [Jul 2017] Practical Risk Appetite and Risk Tolerance at Institute of Risk Management, London, UK.
- [Jun 2017] Introduction to Visual Basic Application at Overnet, Torino (TO), Italy.
- [Sep 2016] European Actuarial Service annual meeting at EY, Amsterdam, NL.
- [Sep 2015] European Actuarial Service annual meeting at EY, Prague, CZ.
- [Sep 2014] New Senior Program at EY, Amsterdam, NL.
Updated April 30st, 2018.