​​​​​​​‘Always embrace a new challenge’

Vittorio Maio is an enthusiastic Mathematical Engineer with a passion for finance. His driving values are teamwork and commitment. Born in Rome he now feels at home in Amsterdam, working as a senior consultant at Deloitte. He claims: ‘I believe in a working environment governed by enthusiasm, passion and empathy.’

Photo by: emile vrolijk photography

What did you study?

‘After I finished High School, I thought I wanted to become a doctor, but then the big passion I have always had for maths prevailed. Eventually I chose to study pure maths, at Sapienza Universitá di Roma. After completing my Bachelor I did my Master of Mathematical Engineering at the Politecnico di Milano, choosing the track of Quantitative Financial.

In the last year of my master I moved to TU Delft as a participant in an Erasmus+ exchange program. During this period I had the chance to attend a class given by Pasquale Cirillo, Associate Professor of Applied Probability and Coordinator of the Financial Engineering Specialization at TU Delft. I approached him for a thesis project and he suggested me to get in touch with Deloitte, with which he has collaboration for an online course. This way, after the standard recruiting process, I joined the team of Financial Risk Management (FRM) at Deloitte Amsterdam. There I wrote my master thesis about credit risk ‘Modelling the Dependence between PD and LGD’.

After finishing my thesis and before officially graduating, I decided to join the team as a working student, combining the study with the working experience. I really enjoyed all of this, so after I graduated I immediately started as a consultant.’

Tell us about your work...

‘I participated in a lot of different projects since joining Deloitte in 2018. I have developed credit risk models for several large banks in the Netherlands. During these projects, I realized that I reached a point when I was not only learning, but also sharing my experience with other colleagues and clients - that is definitely an extra motivation which helped me a lot!

I have also been involved in the development of various Artificial Intelligence and Machine Learning tools, which can be used to enhance the work of a Financial Risk Manager. My favourite one is by far RegMiner: an innovative regulatory tool which makes use of AI to supervise the enormous amount of financial laws and regulations.

In all these occasions, I first really understood the difference between just ‘playing with numbers’ (as I like to say) and effectively applying the methodology I studied to real life - a feeling I will probably never forget.

At the same time I got the opportunity to join the recruitment team within FRM. I am primarily responsible for recruiting events and guest lectures. It gives me the opportunity to be some sort of entrepreneur. At the moment I am also busy in the organization of a series of Online Financial Risk Masterclass sessions for students, aimed to keep creating a bridge between our work and university.’

How do you focus?

‘I’ve always enjoyed being outside, to grab my headphones, a book and go to study for an exam at the park rather than inside. For example now I’m studying for the GARP FRM exam. I enjoy the sun and that is something I do recognise in most of Dutch people as well. Whenever there is a bit of sun, literally everyone goes outside. Back in Italy I was so used to good weather, that I didn’t even notice it.’

What are your goals?

‘I definitely want to stay here and help my team growing, not only in numbers but also in knowledge. That is why I combine being part of the credit risk learning team with recruitment. On the long term my goal would be to become a facilitator in different fields, which can be more numerical and financial risk management related, but also from a soft skills point of view. Training people in understanding how to make an impact on society, how to make that change. That’s my ultimate goal, to really become a coach to advance the career of others.’

How about the Netherlands….

‘I live in De Pijp in Amsterdam, a great and extremely international city, but at the same time as Dutch as can be. The fact that I can easily reach any point by bike or public transport, is something that I really enjoy. My dad used to be a professional cyclist and always tried to make me bike a bit more. But to be honest, in Italy I wasn’t biking as much as I do here. My favourite neighbourhood in Amsterdam is exactly where I live, but I’m always up to discover new local places together with a nice community of friends, also really international. We are a very close group and we like to have dinner together: one night we might have a Spanish dinner, the other night Italian or Dutch. I’m a big fan of the stamppot.’

 

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This article was published in the second editon of the 4TU Career Special, a shared publication by the news editors of Cursor (Eindhoven University of Technology), Delta (Delft University of Technology), Resource (Wageningen University and Research), and U-Today (University of Twente). The magazine came into being in collaboration with industry, and is explicitly aimed towards students who are either in the final phase of their studies, or have just graduated.