Dr. André Miemiec

Inhaber, Geschäftsführer, FRAME Consulting GmbH
Berlin, Germany

Fähigkeiten und Kenntnisse

Projektmanagement
Financial Engineering
Risk Management
QuantLib
Market Risk
Trading Software
Credit Risk
Quant
Modellvalidierung
Credit Rating
Credit Score Development
Portfolio Analysis
Pricing
Implementation
C++
Research
OSPlus
FusionRisk
Front Arena
Calypso
Kondor
Murex
OSX

Werdegang

Berufserfahrung von André Miemiec

  • Current 5 years and 2 months, since Apr 2021

    Geschäftsführer

    FRAME Consulting GmbH

  • 2 years and 7 months, Sep 2018 - Mar 2021

    Senior Manager

    d-fine GmbH
  • 6 years, Apr 2010 - Mar 2016

    Professional (Financial Engineering)

    d-fine GmbH

    Financial Engineering: Implementation and validation of pricing models for a variety of bermudan callable fixed income products via shortrate models and LMM

  • 2 years, Apr 2008 - Mar 2010

    Risk Controlling

    BHF-Bank

    Responsibilities include: - Integration of new financial products into the risk measurement environment (Pricing models & VaR) - Reorganisation of the technical infrastructure - Creation of a clone of the KMV model for EC measurement - knowledge transfer (Mathematical Finance)

  • 2 years and 5 months, Nov 2005 - Mar 2008

    Consultant

    d-fine GmbH

    Creation of rating systems for banks, corporates and private customers from scratch

  • 1 year and 9 months, Feb 2004 - Oct 2005

    Research Fellow

    DFG Research Fellowship

  • 1 year and 4 months, Oct 2002 - Jan 2004

    Research Assistant

    University of Turin

  • 2 years, Oct 2000 - Sep 2002

    Research Assistant

    University of London, Queen Mary College

Ausbildung von André Miemiec

  • 3 years and 2 months, Jan 2007 - Feb 2010

    Mathematical Finance

    Oxford University (Christ Church College)

    Thesis: "On the Dynamical Risk Properties of a Bond Portfolio"

  • 3 years and 4 months, Jun 1997 - Sep 2000

    Physics

    Humboldt-University

    String theory

  • 5 years and 10 months, Sep 1990 - Jun 1996

    Physics

    Humboldt-University

    String theory

Sprachen

  • English

    C1 (Fließend)

  • German

    C2 (Verhandlungssicher / Muttersprachlich)

  • Italian

    A1-A2 (Grundkenntnisse)

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