Christian Haas

Angestellt, Head of Market Risk - FICC Derivatives, Commerzbank AG
Frankfurt, Germany

Fähigkeiten und Kenntnisse

Risk Management
Stress-Testing
Interest Rate Risk Management
FX Risk Management
SQL Basics
VBA Programming
Structured Products
PnL Reporting
FX Derivatives
IR Derivatives
Visual Basic
Bankwesen
Risikoanalyse
Risikocontrolling
FRTB
Stresstest
Python

Werdegang

Berufserfahrung von Christian Haas

  • Current 8 years and 5 months, since Feb 2018

    Head of Market Risk - FICC Derivatives

    Commerzbank AG
  • Current 10 years and 11 months, since Aug 2015

    Market Risk Manager IR Derivatives

    Commerzbank AG

    Risk Management for Interest Rate Derivatives, mainly Swaptions, Bermudans and CMS products. Project management for various model improvements, i.e. transition from LogNormal to Normal Vol and Displaced SABR. Implementation of Smile Risk Reporting.

  • 4 years and 1 month, Aug 2011 - Aug 2015

    Market Risk Manager FX Derivatives

    Commerzbank AG

    Risk Reporting and Analysis: FX Market Risk with Focus on FX Derivatives, mainly Target Forwards. VaR and Stress-Testing, Barrier Monitoring, Smile Analyses. PnL Reporting, PnL Attribution.

  • 3 months, Jun 2011 - Aug 2011

    Master-Thesis Internship

    Deutsche Börse AG

    Master Thesis: Equal-Weighted Stock Indices - A Performance Analysis (Final Grade: 1.3)

  • 7 months, Sep 2010 - Mar 2011

    Buy-Side Intern

    STOXX Ltd.

    Intern Buy-Side Business and Index Development: CRM Reporting and Analysis, Backtesting of new Index-Concepts, VBA Programming, General Management Assistance

  • 4 months, Oct 2007 - Jan 2008

    Teaching Assistant "Introduction to Managerial Economics"

    Otto-von-Guerickt University, Magdeburg

Ausbildung von Christian Haas

  • 1 year and 11 months, Oct 2009 - Aug 2011

    Business Economics

    Otto-von-Guericke University Magdeburg

    Finance & Marketing

  • 4 months, Sep 2008 - Dec 2008

    Cross-Cultural Management & Marketing Research

    Oxford University

  • 1 month, Aug 2008 - Aug 2008

    Summer School - “Chinese-German Business Management” (Taiyuan, China)

    Otto-von-Guericke University & Shanxi University of Finance and Economics

  • 1 month, Aug 2007 - Aug 2007

    Summer School - "Doing Business with China" (Magdeburg, Germany)

    Otto-von-Guericke University & Shanxi University of Finance and Economics

  • 2 years and 11 months, Oct 2006 - Aug 2009

    Business Economics

    Otto-von-Guericke University Magdeburg

    International Management

Sprachen

  • German

    C2 (Verhandlungssicher / Muttersprachlich)

  • English

    C1 (Fließend)

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