Federica Borin

Experience

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  Università Ca' Foscari Venezia

  Nov 2012 - May 2013

  Tutor Econometria

  Supporto agli studenti frequentanti il corso di Econometria presso l'Università Cà Foscari di Venezia per la prova pratica dell'esame finale.

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  GRETA & Associati

  Jul 2013 - May 2014

  Ricercatore

  Redazione di report macroeconomici mensili per istituti di credito

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  Veneto Banca

  Jun 2014 - Mar 2016

  OTC Derivatives trading, Hedging FX position, BTB Fx Trading, Structured products on FX markets trading, BTB equity option trading.Repo and Stock Lending Operations. Implementation and maintenance of econometric models: credit curve estimation in order to pricing bonds issued by the banking group. Analysis of liquidity coming from repo and securities lending operation both with clients and counterparties;Collateral Management and OTC derivatives reconciliation for collateral purposes; Pricing of group bonds EuroTLX listed;

  • Fx-Derivatives Junior

    Jan 2015 - Mar 2016

  • Junior Financial Analyst

    Jun 2014 - Jan 2015
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  Accenture

  Apr 2016 - Jul 2019

  Support one of Italy’s leading banking groups to define FX exposure through the reconciliation of the accounting and managerial FX positions and define a process to monitoring ongoing changes according with new regulator orientations. The main performed activities are• Define the FX Risk Exposure Parameter for all the asset class on which the Bank works for the FX Var calculation. Mapping the information flows related to foreign exchange positions from across the front and back offices, and identifying the flows and information that need to be managed;• Define and integrate additional information to be included in the current flows across functions to optimize FX position reconciliation and management;• Defining the rules to manage—both from a functional and a technical point of view— according with the information flows received. Show less

  • Management Consultant

    Dec 2017 - Jul 2019

  • Management Consulting Analyst

    Apr 2016 - Dec 2017
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  Be | Shaping the Future

  Jul 2019 - now

  Manager

  Project Management- Support for monitoring key projects of IT Front Office Area.- Preparation of monitoring tools for key projects, including: dashboard for monthly updates, capacity plan for all areas involved, weekly recap to monitor new findings and for an overall projects progress.Capital Markets / Treasury- Risk analysis for Treasury Dept. (Head Office and subsidiaries) on interest rate curves / inflation / basis risk;- Analysis and measurements of hedging derivatives effectiveness for the interest rate risk and calculation of the sensitivity for Hedge Accounting methodology;- Support test phases for processes automation for the calculation of risk measures for the Front Office;- Knowledge of position keeping Murex3 and Kondor+. Show less