Matteo Ricciarelli

Senior Quantitative Researcher, Insurance Solutions
Fidelity

Matteo joined Fidelity in June 2023 and is leading the development of insurance and pension focused analytics and portfolio construction models.

Matteo started his career leading implementations of the Algorithmics IBM models for Solvency II and Swiss Solvency Test purposes at main multinational insurance groups in Europe and the UK. He then led the development of Economic Scenario Generators at Willis Towers Watson, where his team was responsible to provide risk calibrations to insurance, pension funds and sovereign wealth funds globally. More recently, Matteo served as insurance solution strategist at Goldman Sachs Asset Management, where he developed Strategic Asset Allocation and portfolio construction frameworks for insurance firms and pension funds in EMEA and at PwC where he advised insurance firms acquiring pension defined benefit pension schemes on ALM, investment strategies, internal credit rating and internal modelling of complex fixed income assets.