Expertise
Portfolio Solutions, ESG & Investment Data Science
9 Professionals
12 years average experience
Trieste
Our portfolio solutions capabilities span strategic and tactical asset allocation, factor analysis and data science to deliver customized client solutions. We leverage AI and machine learning to enhance returns and manage risk effectively. The ESG, advisory and product specialist skills serve as primary point of contact in the Front Office for such topics in collaboration with Product & Distribution and ESG functions.
In-house analysis optimizes portfolio construction, breaking down risk and return through comprehensive assessments, including liability projections, scenario analysis, and backtesting. We utilize both statistical and fundamental factors to provide a holistic understanding of investment performance.
Our dedicated data science team develops AI/ML models to refine research and investment strategies. With a client-centric approach, we bridge the gap between market expertise and ESG/product specialist needs, ensuring that our solutions align with clients' specific goals and objectives.
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 30.06.2023.
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
