Massimo Spagnol

Experience

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  Banca Popolare di Vicenza

  Sept 2009 - Jun 2010

  Internship - Risk Management

  Asset and Liability Management (ALM)Measurement and monitoring activity of interest rate risk on banking book:• market value• interest margin

• 

  Generali Investments

  Jul 2010 - now

  Fixed Income Portfolio ManagerGovernment bond, SSA markets, Money market instruments (CP, CD, MMFunds, short term Govies)- Asset management activity on Mark to Market portfolios managed against the benchmark (SICAV and Mutual Fund)- Asset management activity on Absolute Return portfolios (SICAV and Mutual fund) Fixed Income Portfolio ManagerGovernment bond, SSA markets, Money market instruments (CP, CD, MMFunds, short term Govies)- Asset management activity on Mark to Market portfolios managed against the benchmark (SICAV and Mutual Fund)- Asset management activity on Absolute Return portfolios (SICAV and Mutual fund) - Asset management activity on Mark to Market portfolios managed against the benchmark (Pension Funds and Unit Linked)- Asset management activity on Absolute Return portfolios (Pension Funds and Unit Linked)) Fixed Income Portfolio manager, Government bond and SSA markets:- Cash management and asset management activity on Italian, German, Spanish and Austrian insurance portfolios - Asset management activity on Mark to Market portfolios managed against the benchmark (Pension Funds, Unit linked and SICAV)- Asset management activity on Absolute Return portfolios (Mutual fund and SICAV) Representative of Risk Management Department in the Investment Committee Mark to Market Portfolios, regarding Performance and Risk Analysis:- SICAV- Mutual Fund- Open Pension Fund & Closed Pension Fund- Unit linkedImplementation of Risk Adjusted Performance Measure (RAPM), in particular using the Conditional Value at Risk (CVaR) - absolut and relative - for the valuation of portfolios, investment strategies and stock selection Performance and Risk Analysis of Mark to Market Portfolios:- SICAV- Mutual Fund- Open Pension Fund & Closed Pension Fund- Unit linked

  • Fixed Income Portfolio Manager - Generali Asset Management S.p.A.

    Jan 2024 - now

  • Fixed Income Portfolio Manager - Generali Investments Partners S.p.A.

    Jan 2020 - Dec 2023

  • Fixed Income Portfolio Manager - Generali Insurance Asset Management S.p.A.

    Oct 2018 - Dec 2019

  • Fixed Income Portfolio Manager - Generali Investments Europe Spa SGR

    Oct 2012 - Sept 2018

  • Portfolio Risk Officer - Generali Investments Italy Spa SGR

    May 2011 - Sept 2012

  • Risk Manager - Generali Investments Italy Spa SGR

    Jul 2010 - Apr 2011