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Valentina Lenzini

Valentina Lenzini

Mathematics and Physics Tutor

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location of Valentina LenziniMilan, Lombardy, Italy

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  • Timeline

  • About me

    Acquiring risk oversight || Nexi Group

  • Education

    • Università degli Studi di Modena e Reggio Emilia

      2009 - 2012
      Bachelor's degree Mathematics

    • Università degli Studi di Modena e Reggio Emilia

      2012 - 2015
      Master of Science Applied Mathematics 107/110

      Focus on: -PDE and Advanced Analysis-Stochastic Processes and applications-Advanced Probability-Statistical Mechanics-Computational Physics-Complex Systems

  • Experience

    • AGE Modena - Istituto di Istruzione Superiore "Cavazzi Sorbelli"

      Jan 2012 - Jan 2014
      Mathematics and Physics Tutor

      Maths and Physics Tutor for students with specific learning disabilities.

    • University of Modena and Reggio Emilia

      Nov 2014 - Jun 2015
      Mathematical Analysis Teaching Assistant

      Exercise sessions, support to the written-test of the final exam of the course and preparingofficial corrected solution of the exercises included in the test.

    • BPER Banca

      Sept 2015 - Oct 2017
      Credit Risk Internal Auditor

      Auditing the development and validation processes of the Internal Ratings Based models (PD, LGD, EAD) for Credit Risk under the Basel II/III capital adequacy rules for banking institutions, with a particular focus on quantitative aspects.

    • PwC Deutschland

      Oct 2017 - Nov 2018
      Consultant

      I am currently working in the Regulatory Quantitative Management team in the Financial Service Department at PwC Frankfurt. The team is focused on Credit Risk management and on related Regulatory topics with specificity on quantitative aspects. Projects are usually conducted abroad for several clients all across Europe.Main topics and responsibilities:- Evaluating the methodological aspects of the AIRB models development process;- Estimation and validation of credit risk parameters: PD, LGD and EAD;- Interpretation and implementation of the most of to dated regulatory requirements for AIRB models from the ECB and EBA;- TRIM support;- Validation of IFRS9 PD and LGD models;- Statistical Analyses on large datasets and RDS construction for the estimation of PD and LGD models compliant with regulation requirement (particularly using SAS software);- Preparation of documentation and presentations for internal/external purposes. Show less

    • PwC Italy

      Oct 2018 - Dec 2020
      Senior Associate

    • CRIF

      Dec 2020 - Nov 2021
      Project Leader

    • Nexi Italy

      Nov 2021 - now
      Credit risk and Data & Analytics Manager

      Risk Management specialist

    • Nexi Group

      Jul 2024 - now
      Senior manager

  • Licenses & Certifications