25.04.2025 aktualisiert

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100 % verfügbar

Model Developer, Quant, Pricing Analyst

Frankfurt am Main, Deutschland
Frankfurt am Main +25 km
Doktor der Mathematik
Frankfurt am Main, Deutschland
Frankfurt am Main +25 km
Doktor der Mathematik

Profilanlagen

Bachelor_economics.pdf
Bachelor_mathematics.pdf
Master_Mathematics.pdf
Doktorurkunde.pdf
CV.pdf

Skills

.Net FrameworkC#Convex OptimizationDerivatDifferentialgleichungFixed Income ResearchZinssatz-DerivateZinsrisikoZinsswapPythonMathematische OptimierungNumerische AnalysePortfolio-OptimierungPreisstrategienSoftwareentwicklungSQL.NET Core
C#, .NET, Python, SQL, Software Development, FX, Swaps, Fixed Income, Derivative Prcing, Numerics, numerical Optimization, Numerics of Differential Equations

Sprachen

DeutschgutEnglischgut

Projekthistorie

Quantitative Model Developer

Eurex AG

Banken und Finanzdienstleistungen

1000-5000 Mitarbeiter

Main emphasis: Development and implementation of bond pricing tools, bond credit curve fitting, numerics and numerical optimization

Model Developer

Commerzbank AG, Risk Controlling & Capital Management

Banken und Finanzdienstleistungen

>10.000 Mitarbeiter

Main emphasis: Development of loss given default models, approximation
of portfolio distribution, Copulae, multivariate interpolation,
software development & testing

Quant

Lucht Probst Associates, Quant Department

Banken und Finanzdienstleistungen

250-500 Mitarbeiter

Main emphasis: Implementation of financial products (plain vanilla & exotic),
software development & testing, modeling, FI & FX products

Pricing Analyst

KPMG, iRADAR International

Banken und Finanzdienstleistungen

>10.000 Mitarbeiter

Main emphasis: Pricing of plain vanilla & exotic financial products (mortality swaps, fixed income,
foreign exchange & equity), software development, auditing, modeling

Researcher / Lecturer

Technische Universität Darmstadt - Numerik

Öffentlicher Dienst

10-50 Mitarbeiter

PhD - Thesis: Coupling of Euler Equations on Gas Networks

Lectures: Mathematics for engineering, mathematics for electrical engineering,
numerical linear algebra, numerical mathematics,
numerics of hyperbolic partial differential equations

Main emphasis: Euler equations, finite volumen methods, optimal control, simulations,
numerics and analytics of hyperbolic partial differential equations,
computational fluid dynamics, modeling

Publiched:
* Entropy-Preserving Coupling Conditions for One-Dimensional,
Euler Systems at Junctions, Netw. Heterog. Media, AIMS (2018)

* Entropy-Preserving Coupling Conditions for Hierarchical Gas Models,
SIAM J. Math. Anal., 51(6), 4754-4775

* Coupling of Euler Equations on Gas Networks (Dissertation),
URN: urn:nbn:de:tuda-tuprints-urn:nbn:de:tuda-tuprints-87104

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