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Alessandro Fregosi
Motivated analytics expert candidate with knowledge in Data & Risk Analytics field. Quick learner, eager to expand my knowledge, lead activities and deliver added value.
Professional Experience
Sep 2023Today
Risk Analysis and Modelling Specialist - Credit Risk and Managerial Models Internal Validation
Intesa SanPaolo SpA Milano, Italy- Validation Automation: Coordination of a strategic automatization project for the 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 evolution of annual ongoing reports from as-is to full automation.
- Model Validation: Support the activities of internal validation on models developed for regulatory purpose (ECB-EBA regulated) and managerial purpose, either in ongoing validation activities and in initial models adoption. Partecipation in the first proof of concept on validation of a use of Generative AI models.
Jun 2021Sep 2023
Techonology Consultant - Data Scientist
Accenture SpA - A>RACE (Accenture Risk Analytics Center of Excellence) Milano, Italy- 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.
Oct 2019Jun 2021
Technology Consulting Analyst
Accenture SpA - A>RACE (Accenture Risk Analytics Center of Excellence) Milano, ItalyNov 2017Set 2019
Data Scientist
Borsadelcredito.it (Opyn) Milano, Italy- 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
May 2017Oct 2017
Intern
Intesa Sanpaolo Corporate & Investment Banking Milano, Italy- Credit lines management for large Corporations;
- Risk evaluation for assessing creditworthiness;
- Management lines of trust;
- Supporting manager in offering financial products.
2015
Tutoring Activities
University of Pavia Pavia, Italy2014
Help Desk Part-Time Job
University of Pavia Pavia, ItalyEducation
20152017
University of Pavia
Master’s Degree in Economics, Finance and International Integration Pavia, ItalyThesis: 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
20112014
University of Pavia
Bachelor’s Degree in Economics Science Pavia, Italy20062011
Liceo Scientifico Statale G.Galilei
Scientific High School Diploma Voghera, ItalyActivites
Certified wine passionate - WSET Level 2 Award in Wine
Milano
Vice President of my little home village Pro Loco.
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