London, United Kingdom
fixed income and inflation quant at Bloomberg LP
Investment Banking
Education
University of Zurich 2002 — 2004
Post Doctoral, Financial Mathematics
University Of Copenhagen 1997 — 2002
PhD, Probability Theory and its Applications
Experience
Bloomberg LP May 2015 - Present
ICAP August 2011 - May 2015
Lloyds Banking Group October 2008 - August 2011
Barclays Capital November 2006 - October 2008
Abbey Financial Markets July 2004 - November 2005
University of Zurich 2002 - 2004
Skills
Market Risk, Bonds, Quantitative Finance, Derivatives, Interest Rate..., Hedge Funds, Quantitative Analytics, Electronic Trading, Financial Markets, Counterparty Risk, C++, FX Options, Exotic Derivatives, Commodity, Quant, Portfolio Management, Options, Trading, Financial Risk, Hedging, Financial Modeling, Equities, Econometrics, Time Series Analysis, Macroeconomics, Stochastic Calculus, Structured Products, Bloomberg, FX trading, Credit Risk, Risk Analysis, Investments, Risk Management, Emerging Markets, Monte Carlo Simulation, Valuation, VBA, Financial Engineering, Rates, Basel II, Capital Markets, Currency, Equity Derivatives, Equity Trading, Credit Derivatives, Fixed Income, Statistical Modeling, Trading Systems, Quantitative Investing, Investment Banking