I combine exceptional finance math skills, deep business process knowledge across a wide range of asset classes
and the ability to implement it in trading platforms. Working as an IT consultant for financial companies for a decade, I developed a solid skill set in programming and analysis.
Education
- Diploma in mathematics and computer science, University of Kassel, Germany
- Ph.D. in natural sciences, University of Kassel, Germany
Professional Focus
- Machine Learning and Artificial Intelligence
- Analysis of business processes, workflow design
- Integration of front and back office processes in trading systems
- Expert knowledge in programming and customizing with C++ and Java
- Integration of external pricing libraries
- Solid knowledge for pricing and valuation of interest rates,
credit derivatives, FX, fixed income and money market products
- Test concepts and execution for bulk pricing, failure analysis and correction of defects