Frankfurt Am Main Area, Germany
Professor of Financial Mathematics bei Technische Hochschule Mittelhessen
Research
Education
Justus-Liebig-Universität Giessen 1998 — 2001
Dr. rer. nat., Mathematik
Experience
Technische Hochschule Mittelhessen September 2014 - Present
Hochschule Darmstadt September 2008 - August 2014
DekaBank 2008 - 2013
1 PLUS i GmbH 2008 - 2013
Finbridge GmbH & Co. KG 2008 - 2013
Deutsche Bundesbank March 2005 - August 2008
Deutsche Bundesbank November 2004 - August 2008
Deutsche Bundesbank January 2002 - November 2004
Skills
Valuation, Kreditrisiken, Economic Capital, Quantitative Analyse, Devisenoptionsgeschäft, Eigenkapitalderivate, Analysen, Marktrisiko, Festverzinsliche Werte, Market Risk, Wirtschaftswissenschafte..., Financial Risk, Structured Products, Finanzmärkte, Monte Carlo Simulation, FX Options, Strukturierte..., Finanzwesen, Kredite, Quantitative..., Basel III, Banking, Quantitative Finance, Derivate, Investment Banking, Kreditderivate, Derivatives, Risk Management, Counterparty Risk, Financial Markets, Fixed Income, Bankwesen, VAR, Finanzmodelle, Monte-Carlo-Simulationsv..., Credit Derivatives, Quantitative Analytics, Analysis, Equity Derivatives, Credit, Credit Risk, Kapitalmärkte, Investmentbank, Mathematics, Basel II, Capital Markets, Risikomanagement, Wertbestimmung