Expertise
Portfolio Solutions, ESG & Investment Data Science
8 Professionals
12 years average experience
Trieste
Intelligent investment solutions
In our management activity, we provide tailored portfolio solutions through strategic and tactical asset allocation, factor analysis, and advanced data science. By leveraging artificial intelligence and machine learning, we aim to enhance returns and manage risks more effectively.
Optimized portfolio construction
Our internal analysis breaks down risk and return through liability projections, scenario analysis, and back-testing. We integrate statistical and fundamental factors to provide a comprehensive view of investment performance.
ESG & data-driven insights
Our ESG, advisory, and product specialists work closely with investment teams to align portfolio strategies with client’s sustainability goals. Meanwhile, our dedicated data science team develops AI/machine-learning models to refine research and investment decisions, ensuring solutions are tailored to clients’ specific needs.
Enrico Scarin
Head of Portfolio Solutions, ESG & Investment Data Science Industry experience: 18 years
We define Strategic Asset Allocation which combines clients’ needs and market expectations to target the long-term risk/ return profile
AA portfolio construction is based on optimization studies and Efficient Frontier analysis and is performed with dedicated tools developed internally
Source: Generali Asset Management S.p.A. Società di gestione del risparmio, data as at Q4 2024.
Using in-house market analysis, we optimize ex-ante Tactical Asset Allocation (TAA) tilts to exploit risk-adjusted short-term expected returns
TAA implementation, monitoring and continuous steering of Model Portfolios are performed accordingly
We design customized solutions for LDI/CDI clients
Specific KPIs/KRIs as well as regulatory capital constraints are embedded in the analysis
Every study can be enriched through liability projections, CFM simulations, SCR estimates, what-if scenarios and back-testing
We can break down portfolio risk and returns according to statistical and fundamental factors
Ex-ante/post factorial exposure analysis
Consistency check of factor exposure implementation
Our Data Science unit explores and develops AI & ML models to strengthen the whole offering
Main initiatives cover NLP algorithms, data-driven TAA inputs through ML algorithms, web application, database designing and services in Cloud
Serve as the primary client contact for ESG, advisory, and investment implementation
Integrate portfolio managers’ experience with ESG analysis, delivering a holistic investment and regulatory service
Provide investment advice based on specific institutional contracts, managing client relationships seamlessly while separating financial advice and portfolio management
Support our distribution team with product knowledge in Fixed Income, Multi-Asset and LDI solutions
