Nicholas Cornici

Trader

Nicholas Cornici specializes in macro asset classes, with a focus on FX, interest rates and derivatives, both linear and non-linear, as well as in the development of trading strategies and hedging solutions. Prior to joining Plenisfer, he served as Rates Volatility Trader at Banco BPM, where he managed multi-currency interest rate volatility books, focusing on options market making, portfolio risk management and proprietary trading.

Previously, he worked as a Rates Derivatives Structurer, where he structured, priced and originated vanilla and structured products, developing hedging & portfolio management solutions for corporate and institutional clients. He also worked at BBVA CIB as Rates & FX Derivatives Sales, where he was responsible for pricing cash and derivative instruments, including exotics, across FX and rates, while also contributing to strategy development and research on G10 and Emerging Markets macro and monetary scenarios.

He began his career at Intesa Sanpaolo, within the Financial Engineering & Pricing Controls team, where he focused on the analysis of cross-asset portfolio sensitivities to global market factors. He holds a Master’s degree in Quantitative Finance from Bocconi University and a Master’s degree in Financial Markets and Institutions from the Catholic University of the Sacred Heart.

He is passionate about the mountains and outdoor activities, particularly backcountry ski, alpine ski, mountaineering and trekking.