Giuseppe Alessio Caccamo

Prior to joining S&P Global, Giuseppe worked as a quantitative analyst at banco BPM in the model validation team, helping with the validation of EQ, IR and FX pricing models. Within S&P Global he is working in the portfolio valuation team and is mainly focused on IR and bespoke trade types. Among his main responsibilities: enhancing and validating existing models for plain vanilla and exotic derivatives, coordinating client trials, addressing queries and price challenges, scripting with in-house language IR structured product payoff. Giuseppe graduated from the Politecnico of Milan with a bachelor’s in mathematical engineering and master’s degree in quantitative finance.