Ms. Cennamo joined Optima in 2008 from Alternative Asset Management, LLC, where she was responsible for conducting in-depth research, performing statistical analysis and preparing due diligence reports on hedge fund managers and fund of funds. Prior to this, she completed Internships at Banca IMI in fixed income trading and at the Italian Chamber of Commerce in Los Angeles. Ms. Cennamo is a graduate of University Luigi Bocconi (Milan, Italy) where she received a B.A. in Institutions and Financial Market Management. She also received her Masters degree from University Luigi Bocconi in Finance. Her thesis, focused on Risk Management, was the “Exposure at Default (EAD), Estimates for Facilities with Explicit Limits” and it was based on UBI Bank (Italian Banks Union). Her thesis analyzes various credit risk models for estimating EAD (using SPSS) for facilities with explicit limits and tries to assess their optimality from both an internal and a regulatory point of view.
