Main
Alessandro Fregosi
Motivated analytics expert candidate with knowledge in Risk & Credit Modeling field. Quick learner, eager to expand my knowledge and deliver added value.
Professional Experience
Risk Analysis and Modelling Specialist - Credit Risk and Managerial Models Internal Validation
Intesa SanPaolo SpA
Milano, Italy
Sep 2023 - Today
- Coordination of a strategic automatization project for the overall Internal Validation activities by means of data science tools and best practices. Design and support activities involving the definition of the technological stack (Python, Git, DVC, Markdown, etc..) and the porting of annual ongoing reports from the as-is to full automation. Supporting the capability building of colleagues.
- Support the activities of internal model validation on models developed for regulatory purpose (ECB-EBA regulated) and managerial purpose, either in ongoing validation activities and in initial models adoption.
Techonology Consultant - Data Scientist
Accenture SpA - A>RACE (Accenture Risk Analytics Center of Excellence)
Milano, Italy
Jun 2021 - Sep 2023
- NPL Evolved Collection: in SAS Enterprise Guide, stack of statistical models to assess probability of collection plan decay and algorithm to resolve NPV calculation and find the optimal instalment to reach the desired economic level of operations.
- Machine Learning DQ: Implementation of a dashboard in R Shiny that with an Isolation Forest performs agnostic data quality on database tables;
- Credit Risk Models: Implementation of EAD Model; Re-estimate of PD classes for an Italian Subsidiary of a Large European Group.
- Data Driven Credit Collection: development of unsupervised learning models for improving regularization performance on outstanding credit positions and algos to determine best collection strategy (through NPV optimization).
- Suppliers Reputation: development of predictive algorithms aimed to intercept warnings about the increasing risk of third parties reputational risk through insights extracted from data collected on the web and processed by means of NLP techniques and sentiment analysis.
- Early Warning: refactoring of existing model with the addition of ad-hoc modules to capture the impact of Covid pandemic on counterparty credit risk.
Technology Consulting Analyst
Accenture SpA - A>RACE (Accenture Risk Analytics Center of Excellence)
Milano, Italy
Oct 2019 - Jun 2021
Data Scientist
Borsadelcredito.it (Opyn)
Milano, Italy
Nov 2017 - Set 2019
- Data Scientist for a leading company in the P2P marketplace lending and in the Italian fintech environment;
- Created and presented models for credit scoring and lenders behavior;
- Provided analytic tools and reports and helped in maintaining the daily data accounting controls;
- Manage the R company repository.
CERTIFICATIONS
● RAI Certificate Holder – Global Association of Risk Professionals - 2025
Licence:0035d00006SxNi3AAF
● Google Cloud Digital Leader – 2022
Licence:64904136
● AWS Certified Cloud Practitioner – 2020
● Quantitative Analyst with R – DataCamp - 2019
Licence: eca0e2e2a0fda48b144074bccffe0aa5bb5ad806
● Data Analyst with Python – DataCamp – 2020
Licence: eca0e2e2a0fda48b144074bccffe0aa5bb5ad806
● English TOEFL (iBT) Certification – 2017
Score: 104/120
Intern
Intesa Sanpaolo Corporate & Investment Banking
Milano, Italy
May 2017 - Oct 2017
- Credit lines management for large Corporations;
- Risk evaluation for assessing creditworthiness;
- Management lines of trust;
- Supporting manager in offering financial products.
Tutoring Activities
University of Pavia
Pavia, Italy
2015
Help Desk Part-Time Job
University of Pavia
Pavia, Italy
2014
Education
University of Pavia
Master’s Degree in Economics, Finance and International Integration
Pavia, Italy
2015 - 2017
Thesis: Fintech big data analysis: an application to P2P lending
- Probability and Stochastic Process
- Financial Risk Management
- Credit Markets, Probabilities and Spreads
- Quantitative Finance
- Financial Econometrics
University of Pavia
Bachelor’s Degree in Economics Science
Pavia, Italy
2011 - 2014
Liceo Scientifico Statale G.Galilei
Scientific High School Diploma
Voghera, Italy
2006 - 2011
Activites
Certified wine passionate - WSET Level 2 Award in Wine
Milano
Vice President of my little home village Pro Loco.
Ponte Nizza