Fabiana Liu
Sector
Fabiana is a Junior Risk Management Consultant at Probability and Partners.
She has a BSc. Degree in Statistical Sciences-Economy and Business and a MSc. Degree in Quantitative Finance at the University of Bologna.
Through her master’s degree programme, she found herself to be a growth-oriented Risk Management student. She took several Financial Risk Management courses which covered a broad range of topics from new regulations and adjustments to be implemented by financial institutions, e.g. FRTB and CVA/DVA, and financial instruments like CDS and IRS.
Nevertheless, she has a strong background in Asset allocation and investment strategies.
In 2021, she participated in an intensive programme with the University of Iasi (Romania) in “Advanced Topics in Banking Risk Management” with the aim to develop a credit rating model and scorecard.
During her time at the University of Bologna, she developed a strong knowledge of various programming languages like R, Python, MATLAB, Sas, and Stata, and she also had the opportunity to achieve a well-rounded insight about corporate finance, financial law, risk management, stochastic processes, asset allocation and high frequency trading.
She did the preparation of her master’s thesis at UCLouvain (Belgium). The scope of her research is to identify the main drivers of sovereign bond return by computing a cross-sectional analysis for a diversified sample of countries.
She is an attentive learner and has a keen inclination for details, which allowed her to develop an analytical problem-solving mindset.
By joining Probability & Partners, she is looking to be challenged with real-world projects, to be a vigilant observer and to help clients to achieve effective strategies to secure a more footing position with their finance.