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| Personal Data |
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| Nationality |
| | German |
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| Date of Birth |
| | July, 22nd, 1977 |
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| Place of Birth |
| | Ludwigshafen am Rhein, Germany |
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| Professional Experience |
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| 01/07 - present |
| | Quantitative Researcher, Financial Engineering Equities and Hybrids, Structured Products Development, UniCredit Markets and Investment Banking, HypoVereinsbank AG, Munich, Germany
- Calibration of financial market models
- Implementation and maintenance of pricing algorithms
- Development and analysis of equity and hybrid models
- Trading support within the front office
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| | | | 12/02 - 12/06
| | | Research Associate of the Department of Mathematics, Numerical Analysis, University of Trier
- 08/06-12/06: Supervision of the research project: Asset Liability Management. Project Partner: Frankfurt Trust
- 02/04-08/06: Several research projects with Unicredit Group / HypoVereinsbank AG (partly supported by the grant Forschungsfonds 2005): Sample-Average-based Parameter Identification in Financial Market Models, Parameter
Identification in Selected Stochastic Volatility Models, Static Hedging of Barrier Options
- 10/05-12/05: Research Semester at the Johann Radon Institute for Computational and Applied Mathematics (RICAM)
- Teaching of graduate and undergraduate courses
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| 06/01 - 09/01 |
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| Internship at McKinsey&Company, Inc.
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| Education |
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| 12/02 - 12/06
| | | PhD studies at the Department of Mathematics, Numerical Analysis, University of Trier - 03/07: Conferral of the doctoral degree "Dr. rer. nat."
- PhD thesis: Robust Static Super-Replication of Barrier Options
- Doctoral advisor: Professor Dr. E. Sachs
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| 10/97 - 11/02 |
| | Graduation as Diplom-Wirtschaftsmathematiker (Major: Mathematics / Business Administration) at the University of Trier
- Mathematical focus: Numerical Analysis, Operations Research, Stochastic Processes / Mathematical Analysis of Financial Markets, Focus in Business Administration: Finance
- 1998 - 2002: Graduate Assistantship. Participation in a project aimed at the sterilization of food in cooperation with Nestlé Research & Development.
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| 08/00 - 05/01 |
| | Graduation as Master of Science (Major Mathematics) at Virginia Polytechnic Institute and State University, USA- 08/00 - 05/01: Graduate Teaching Assistant
- 11/00: Successful completion of the teaching certification process as a prerequisite for teaching at the department of Mathematics
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| Honors and Awards |
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| | | | 11/08
| | | Prize for the PhD thesis "Robust Static Super-Replication of Barrier Options" awarded by the association "Freundeskreis Trierer Universitaet e.V." and KPMG Luxembourg.
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| 07/04
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| | Prize for excellent support of foreign exchange students at German universities (Project C.i.T.i.) awarded by the Department of Foreign Affairs (Auswärtiges Amt, Germany) and the German Academic Exchange Service (Deutscher Akademischer Austausch Dienst) |
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| 08/03 - 12/06
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| | Scholarship holder of e-fellows.net
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| 04/01 |
| | Affiliation to the Mathematics Honor Society "Pi Mu Epsilon" |
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| 08/00 - 05/01
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| | Award of a foreign exchange scholarship of the German National Scholarship Foundation (Studienstiftung des Deutschen Volkes) within the scope of a special program of the Allianz Lebensversicherungs AG |
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| 02/00 - 09/02 |
| | Scholarship of the German National Scholarship Foundation (Studienstiftung des deutschen Volkes) |
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| Diverse Activities |
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| 08/02
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| | Attendance of the management academy of the German National Scholarship Foundation (Studienstiftung des deutschen Volkes). Topic: Effective Communication |
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| 06/02 - 07/05 |
| | Voluntary service at the registered association Internationales Zentrum an der Universität Trier e.V.- 2002-2003: Consulting of the executive board
- 2003-2004: Member of the executive board of the registered association
- 09/2003: Foundation of the C.i.T.i. project, an intercultural contact point at the University of Trier
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| Special Skills | | | |
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| Languages | | | Native German Speaker, Fluent English, French |
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| IT Skills
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| | Microsoft Office, Lotus Notes, LaTeX, HTML, Basic, VBA, Fortran, Turbo Pascal, C, C++, Visual C++, Matlab, Microsoft Windows, Linux, Solaris, MS-Dos |
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