Benjamin Heinrich

Angestellt, Director - Financial Institutions, S&P Global Ratings
Frankfurt am Main, Germany

Fähigkeiten und Kenntnisse

Credit Risk
Market Risk
Ratings
Stochastics
Monte-Carlo Simulation
Equities
FX
MATLAB
Risk Management
Quant
Mathematics
Statistics
Extreme Value Theory
Time Series Analysis
Portfolio Management
Numerics
Mathematical Finance
Research
Basel III
Solvency II
CRD IV
LCR
CVA
Python
SQL
VBA

Werdegang

Berufserfahrung von Benjamin Heinrich

  • Current 9 years and 11 months, since Jul 2016

    Director - Financial Institutions

    S&P Global Ratings

  • 3 years, Jul 2013 - Jun 2016

    Lead Financial Engineer

    IBM Risk Analytics - Algorithmics

    - Basel III / Solvency II projects at international Top Banks / Insurances in Europe - Modelling and pricing of complex financial instruments - Implementation of Algo ALM solution

  • 3 years and 7 months, Dec 2009 - Jun 2013

    Associate Director - European Structured Finance

    Fitch Ratings

    - Credit Analyst for EMEA Structured Finance transactions, Focus on Covered Bonds - Development of an asset analysis criteria for portfolios of European public entities (based on Monte Carlo simulation) - Speaker at conferences and internal trainings - Quantitative credit risk analysis and cash flow modelling - Publication of credit research and press releases

  • 3 months, Oct 2008 - Dec 2008

    Equity Derivatives Trading

    Deutsche Bank AG

    - Secondary market trading of derivative contracts with competitors, the derivative exchanges in Frankfurt and Stuttgart, as well as with locations of Deutsche Bank AG in London, Switzerland and Italy - Structuring and issuance of new products - Pricing of existing products

  • 5 months, May 2008 - Sep 2008

    Market Risk Management

    Dresdner Kleinwort

    - Backtesting of internal Market Risk models - Stress testing and Worst-Case-Modelling - Daily Market Risk analysis

  • 6 months, Oct 2007 - Mar 2008

    Graduate Assistant - Chair in Mathematics & Statistics

    Universität Konstanz

Ausbildung von Benjamin Heinrich

  • 1 year and 7 months, Jul 2014 - Jan 2016

    GARP - Global Association of Risk Professionals

  • 2 years and 6 months, Mar 2011 - Aug 2013

    CFA Charterholder

    CFA Institute

  • 5 years and 11 months, Oct 2003 - Aug 2009

    Mathematical Finance

    Universität Konstanz

    Finanzmathematik, Stochastik, Partielle Differentialgleichungen, Numerik, Zeitreihenanalyse, Kapitalmarkttheorie, Market Risk Management, Credit Risk Management, Bank Management, Portfolio Management, Insurance Management, Extremwerttheorie, Option Pricing

Sprachen

  • German

    C2 (Verhandlungssicher / Muttersprachlich)

  • English

    C1 (Fließend)

  • French

    A1-A2 (Grundkenntnisse)

  • Spanish

    A1-A2 (Grundkenntnisse)

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