Simone Perotti

Biography

Simone holds a master degree in Quantitative Finance from University of Verona and has been working at iason since 2024. Together with his team, he focuses on xVA analytics and derivatives valuation, supporting pricing validation, risk assessment, and model governance activities. His work combines quantitative analysis, market data expertise, and programming skills to deliver robust solutions for valuation control and client-specific risk management needs.

Researches

EBA Initial Margin Model Authorisation under EMIR 3.0: Supervisory Requirements and Implications for Firms

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