Meet the expert...
Head of Crossmarket Trading at Banca Sella Holding
After finishing hisy MSC in physics, Matteo worked for 3.5 years in equity derivatives Algo Trading in Italy before moving to London. After a short experience as a quant in option market making Matteo ended up in Lloyds where he spent 2 years as a CVA/FVA quantitative researcher during which time he ended up making a lot of work from a quantitative and regulatory perspective for the repo desk as well as the CVA desk. At the beginning of 2014 he joined the repo desk as a Collateral Optimisation Trader and has been responsible for capital and collateral optimization trades such as clearings, compressions, setting up Bilateral Independent Amounts and Initial Margins, for choosing and sourcing the collateral to post for initial and variation margin for CCPs and CSAs.