Simone Farinelli

Background

About Simone Farinelli

As an employed professional: Quantitative Asset Liability Management in the banking, life & non life, first & re- insurance, pension fund and asset management/hedge fund industries, as well as in the energy sector. As advisory board member of Core Dynamics GmbH: Core Dynamics is a quantitative software and consulting startup located in Zurich, Switzerland. The mission of Core Dynamics is to provide the next generation of integrated quantitative software applications in combination with high-quality consulting services in quantitative fields. The software solutions are embedded into a powerful workflow engine enabling customers to implement quantitative related processes end-to-end in one system. That is to say, our product offerings enable data feedings, quantitative assessments, reporting as well as governance, risk and compliance controls in one full-fledged solution. This allows our clients to control and more efficiently operate their businesses by considerably reducing operational risks and by anticipating increasing regulation in this area. In addition, interfaces to industry standard tools (Matlab and R) allow customers to leverage their existing infrastructure. Besides our product offerings we offer advisory development in a number of fields such as financial risk, credit risk (PD/LGD/PFE/CVA/DVA), liquidity risk and risk aggregation. Publications to be found online on