Dr. Alice Dub

Arranging ABS, RMBS and structured Covered Bond transactions within EMEA with the focus of originating new transactions and delivering the best possible service to existing clients. Responsibilities during a transaction include liaising with the issuer, negotiating with rating agencies, ensuring that legal documentation correctly reflects the envisioned structure, preparing investor presentations as well as participating in road shows including investor Q&A.

Responsible for structuring indices and trading strategies for various clients, back-testing of indices, new product development in consideration of updated legal frameworks and accounting standards, in particular proposed new investment strategies for private pension provider based on changing legislation.

Tutorin und Korrektorin fuer den MSc in Mathematical Finance Kurs: 'Practical Stochastic Calculus'

Responsible for extracting and monitoring data from several brokers, maintenance and further development of the equity portfolio risk screening tool, which improved transparency as well as simplified the investment decision process.

Design and development of a VBA Excel application to optimise the spread of underlying portfolios for synthetic CDOs for over given ratings, portfolio size and numbers of portfolios. Analysis and practical interpretation of mathematical credit risk models.

Large Portfolio Optimisation Stochastic Optimal Control Asymptotic Arbitrage

Stochastic Processes Fractal Geometry Multifractals

Kreditderivate Finanzmathematik Portfolio Management