- Davide Vella
- Head of Financial Resources Management
- Mediobanca, Italy
I’m a Physics graduate working in finance for more than 15 years. Starting as consultant for market risk management, I have moved to banking industry at the end of 2002.
After some years spent in financial engineering department, developing proprietary pricing library, I became Head of Financial Control team, in charge for measurement of front office performances, assessment of risk exposure, fair values validation and hedge accounting.
In 2010 I set up Financial Market Support, a middle office unit aimed to support and control Front Office activities, assuring the compliance with both internal and external regulations and the streamlining of front to back processes, heading the straight through process.
Now, within the Group Treasury, I’m the Head of Financial Resources Management, a unit consisting of three desk: XVA Desk, Collateral Management Desk and Fund Transfer Pricing desk. In particular Fund Transfer Pricing desk is in charge of centralizing all the funding flows, monitoring their allocation to the Business Units and Group entities in order to identify possible mismatches in terms of volume and maturity, defining methodologies for Fund transfer Price (FTP) and calculating, updating and using the FTP curves at Group level.
Since 2010 I teach at Master on Quantitative Finance, holding modules on several topics related to finance and risk management.