Can you post the exact model number of the device and what country you are using it in? I can't find a lot of information on the device. It seems to be an Italian device but based on your response, it doesn't seem you are from Italy.
Hoping to find a firmware download for your model because if the malware made it's way to the system, the only way you will get rid of it is to reflash the system. As you've already discovered, a factory reset only wipes user data.
Also, just for information, I would assume that this device is having this issue because it is running such an old version of Android. There were several vulnerabilities discovered on Android: Heartbleed, Stage Fright, Master Key, etc that have subsequently been patched. Google now releases monthly security updates for Nexus devices but unfortunately with other devices you are at the mercy of the manufacturer as to when/if they ever release updates.
How old is this device anyway? Just curious if you've had it for a couple years with no updates or if it's a new device that comes with an old, vulnerable version of Android.