Michael Gauckler
Dipl. El.-Ing. ETH, lic. oec. publ.
Manager(The company name is only visible to registered members)
- 8050 Zürich
- Switzerland
Personal information
- Haves
- Experience and solutions in high performance computing using clusters and grids for pricing and hedging of financial products. Acceleration of Monte-Carlo methods for financial instrument pricing using Graphics Processing Units as accelerators. Keywords: finance, financial computing, monte carlo methods, option pricing, credit risk, distributed computing, multithreading, Python, C++, C, CUDA
- Organizations
- Pioneers' Club * Unternehmerkreis, PCU
- Groups
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Professional experience (8 years, 3 months)
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Apr 2010
- present
(2 years, 2 months)
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(The company name is only visible to registered members)
Industry: Consulting
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Apr 2010
- present
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Jan 2008
- Jan 2010
(2 years, 1 month)
-
QuantCatalyst Inc., http://www.quantcatalyst.com
Industry: Financial Services
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Jan 2008
- Jan 2010
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Jan 2004
- Dec 2007
(4 years)
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CEO, independent consultant/programmer
Industry: Financial Services, IT, Banking, Finance, Industry, High Performance Computing
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Jan 2004
- Dec 2007
- Employment status
- Employee
Educational background
- May 2003 - Nov 2006
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University of Zurich
Economics, lic.oec.publ.
Quantitative Finance
- Oct 1997 - Apr 2003
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ETH Zürich
Electrical Engineering, Dipl.-El.Ing. ETH / MSc Electrical Engineering
- Languages
- German, English, Spanish, French
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Contacts
Mark Stämpfli, Flavio Rump, Alain Pellmont, Matthias Gehrig(More contacts may only be viewed by registered member)