GIUSEPPE DI LEO
Banca Monte dei Paschi di Siena S.p.A. Head of ESG Risk team
Involved in financial risk management since 1999, when the first RM office was created in my organization. I have been working at almost every type of risk, growing up as a hands-on analyst on first generation ALM and X-at-Risk models, then as a manager of high-potential skilled teams, always with a passion for innovative and smart solutions, joy of working together as a team, scouting young talents, transforming raw data in valuable information.
I worked both on the Property and Customers portfolios sides, pioneering also in measurement of performance and risk of asset management and personal finance. developing models for Mifid profiling and suitability tests.
After a recent return in Market & Counterparty Risk as head of the team to setup plans to FRTB market risk capital charge computation, now I am again setting up new paths for ESG risk integration in traditional risk frameworks.
ESG topics and, within them, Climate Change impacts on risks and opportunities for the banking industry and the economy in general is the real thrill for me at the moment, both on a professional and personal level.
Conferenze edizioni passate
Edizione 2022
Edizione 2023
