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Frosinone was the club Nesta managed before Reggiana. Nesta's managerial career began with Frosinone in 2018, where he spent two seasons before moving on to Reggiana in 2021. During his time at Frosinone, Nesta guided the team to a 10th-place finish in Serie B in his first season and a 6th-place finish in his second season, narrowly missing out on promotion to Serie A.