Zürich Area, Switzerland
Risk Analyst at UBS
Financial Services
Education
1989 — 1994
Dipl. math. ETH, Mathematics
Experience
UBS November 1999 - Present
Skills
Valuation, Risk Modeling, Financial Markets, Stress Testing, Counterparty Risk, Banking, Portfolio Management, Financial Modeling, Economics, Derivatives, Stochastic Calculus, Equity Derivatives, Financial Analysis, Data Mining, Investment Banking, Quantitative Analytics, Data Analysis, SAS, VAR, Econometrics, Operational Risk, Mathematical Modeling, Credit Risk, Statistics, Portfolio Optimization, Basel II, Financial Risk, FX Options, Credit Derivatives, R, Risk Management, Fixed Income, Bloomberg, Equities, Statistical Modeling, Financial Engineering, Market Risk, Time Series Analysis, Economic Capital, Capital Markets, Probability, Trading Systems, Risk Analytics, Quantitative Investing, Structured Products, Volatility, SAS programming, Interest Rate..., Monte Carlo Simulation, Predictive Modeling