Nicola Valsecchi

Nicola Valsecchi is a Financial Engineer at BancoBPM since September 2022, focusing on enhancing C++ position keeping platforms, improving pricing models, managing parallel computing communications, and developing a Python library. Prior experience includes serving as a Financial Risk Quantitative Analyst at UniCredit, where Nicola concentrated on xVA and Counterparty Credit Risk modeling, as well as monitoring the global trading book's variation margin. Nicola began their career at Banca Popolare di Sondrio as an intern in a rotation program, improving VBA algorithms for treasury valuations and testing financial risk models. Educational qualifications include a Master's degree in Mathematical Engineering with a specialization in Quantitative Finance from Politecnico di Milano.