Dr. Colm Nee

Angestellt, Head of Financial Engineering, Multi-Asset and Solutions, risklab GmbH / Allianz Global Investor's
Munich, Germany

Fähigkeiten und Kenntnisse

PhD
financial engineering
statistics
Monte Carlo simulations
risk modelling
Excel
Powerpoint
VBA
C++
C#
MATLAB
Derivatives pricing
Time-series analysis
Private Equity
Quantitative Analysis
MS Office

Werdegang

Berufserfahrung von Colm Nee

  • Current 10 years and 10 months, since Aug 2015

    Head of Financial Engineering

    Multi-Asset and Solutions, risklab GmbH / Allianz Global Investor's

    - Development of innovations in quantitative portfolio management and risk architecture using advanced quant techniques - Development of dynamic risk strategies - Advising clients and portfolio managers on portfolio risk and performance analytics - Management, training and recruitment of young quants

  • 3 years and 7 months, Jan 2012 - Jul 2015

    Financial Engineer, Vice President

    risklab GmbH, Allianz Global Investors

    Financial Software and Technologies

  • 7 months, May 2011 - Nov 2011

    Quant in structured products and equity derivatives

    Credit Suisse

  • 2 months, Jul 2006 - Aug 2006

    Actuarial and Insurance Management Solutions

    PricewaterhouseCoopers LLP

    Initiated secondment at London non-life office to broaden experience. Researched solvency of companies exposed to asbestos-related legal risks. Implemented department-wide Excel application using VBA. Developed operational risk modeling spreadsheets.

  • 1 month, Jul 2002 - Jul 2002

    Intern

    Reeves Co

    Gained exposure to accounting methods and practices. Responsibilities included internal and external financial reporting for local businesses.

Ausbildung von Colm Nee

  • 3 years and 6 months, Oct 2007 - Mar 2011

    Financial mathematics

    Imperial College

    Stochastic analysis, financial mathematics, mathematical modelling.

  • 3 years and 9 months, Oct 2003 - Jun 2007

    Mathematics

    University of Bath

    stochastic analysis, financial mathematics, pure mathematics

Sprachen

  • German

    C1 (Fließend)

  • English

    C2 (Verhandlungssicher / Muttersprachlich)

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