Curriculum Vitae

1. Antonio Motta
CURRICULUM VITAE
Place and date of birth: Erba (CO), 12 – 02 – 1976
Address: via Sangallo 39, 20133 Milano - ITALY
Phone number: +39 338 5956679
Email address: mottaantonio@yahoo.com
Civil status:
Single
National Service:
From 15-01-2000 to 14-11-2000
Scholastic career:
Diploma (A level): “Liceo” specialising in scientific studies
Degree in Economics: mark: 110/110 (20-03-2000)
Specialization: Economics and Finance
Topic of the thesis: Economy of financial and monetary markets - Noise trading in financial markets
Theoretical and empirical analysis of the presence of noise traders in financial markets with models’
developments
Post-graduate Education:
Financial Risk Manager (FRM) designation - 2005.
Certified Hedge Fund Professional (CHP) designation - 2013.
Academic experience:
Year 2000, Università degli Studi Milano Bicocca - Research in the Political Economy department
Year 2002, SDA Bocconi - External teacher in Master in Management aziende cooperative e non profit
Work experience:
Pioneer Investments Management SGRpA - Sept 2002 to present
Aug 2009 to present, Head of Milan Portfolio Construction in the Investments Department
 Managing Milan Portfolio Construction activities within the Multi-Asset Team (Absolute and Balanced
Desk)
 Portfolio Optimisation, Reverse Optimisation and Simulations
 Portfolio Risk Budgeting and Drawdown Management
 Portfolio Risk Management and Risk Awareness
 Volatility - Correlation Forecasting (historical simulation, EWMA, GARCH, intraday prices)
 Volatility - Correlation Regimes, Concentration with PCA technics
 Scenario Analysis - Impact of Market regimes
 Factor Analysis and Stress Testing
 Hedging
 Portfolio Management Review
 Macro Strategy implementation and monitoring

2. Apr 2008 - Aug 2009, Portfolio Specialist in the Investments Department
 Total Return Risk Overlay and Dynamic Management of Portfolio Risk
 Portfolio Optimisation, Simulations and Risk Budgeting
 Best Hedge with derivatives
 Skew - Volatility analysis
 Historical Analysis and Portfolio Stress Testing
 Portfolio management of Index funds
 Institutional Advisory
Sep 2002 - Apr 2008, Portfolio Analytics and Risk Strategies Analyst in the Quantitative Research Department
 Performance Measurement and Attribution
 Standard Risk measure calculation (VaR, etc.)
 Risk Factor Analysis
 Sales support for contests
 Asset Allocation support
 Portfolio Managers Quantitative support
 Peers and Style analysis
 GIPS compliance
E. Capital Partners - Jan 2001- Aug 2002
Index Manager in the asset management division
 Equity and Bond Indices Management
 Benchmark construction
 Statistical analysis
 Funds of funds selection and due diligence
 Bloomberg contribution
 Customised Indices Construction
 Client presentations
Computer knowledge:
Office, E-views, Stata, Bloomberg, Reuters, Eikon, Datastream, Factset, Business Object, Visual Basic 6.0,
VBA, SQL, Matlab, Barra One, BlackRock Solutions (Aladdin)
Languages known:
Italian (mother tongue)
English (fluent)
French (scholastic level)
Spanish (scholastic level)
German (scholastic level)
Hobbies:
Basket, cycling, cooking, music and reading
I grant access to personal data as of D. Lgs. 196/2003