Federico is a Director in the Risk & Investment Services practice at KPMG Luxembourg. He specializes in regulatory reporting for UCITS and AIF structures across market, liquidity and sustainability risk, with expertise in Global Exposure, Value at Risk, liquidity modeling for assets and liabilities, stress testing, and backtesting. Federico works closely with asset managers and management companies to design and validate quantitative models and to operationalize regulatory requirements into scalable reporting solutions. In his role he leads client onboarding, delivers technical workshops and contributes to product development with a focus on automation and innovation.