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Alessandro Mauro – biography
Alessandro Mauro is an energy risk and financial derivatives expert. He has been involved in the energy
industry for the past twenty years. Until recently He has been heading the risk management department
of LITASCO (LUKOIL group) and before that Alessandro worked for ENI, PwC and Sorgenia. For these
companies He has built and managed middle office functions, shaping business processes that have
been monitoring trading activity and consistently delivering key risk indicators.
In the nineties, Alessandro pioneered the application of modern risk measurement tecniques, Value-atRisk, to energy markets and companies. He studied how to effectively manage the new volatility arising
in the gas and power market during the liberalization wave taking place in those years and applied these
findings in the Companies he worked for.
He has also been in charge for pre and post trade management of financial derivatives and compliance
with international regulations and exchanges rules. He has taken part to several projects for the
implementation of Commodity/Energy Trading & Risk Management software (C/ETRM).
Alessandro studied in “L.Bocconi” University, he holds an MBA in Energy economics and management, is
certified GARP FRM and PRINCE2. Alessandro frequently delivers training for executive education and inhouse programs and has written articles published in books and reviews.
He is presently advising commodity trading companies on risk management, financial derivatives
operations and C/ETRM projects. Alessandro is a member of the Energy Oversight Committee for the
Global Association of Risk Professional (GARP).