Dr. Grigorios Mamalis
Angestellt, Statistical Risk Aggregation Methodology, UBS AG
Zurich, Schweiz
Werdegang
Berufserfahrung von Grigorios Mamalis
Bis heute 9 Jahre und 10 Monate, seit Sep. 2014
Statistical Risk Aggregation Methodology
UBS AG
3 Jahre und 3 Monate, Juni 2011 - Aug. 2014
Front Office Software Developer, Zurich
UBS AG
3 Jahre, Juli 2008 - Juni 2011
Quantitative Risk Specialist, Firm-Wide Risk Aggregation, Zurich
UBS AG
Operational Risk AMA Model, Investment Risk. Business Risk. Employee Stock Options
3 Jahre und 8 Monate, Dez. 2004 - Juli 2008
Quantitative Risk Analyst, Group Quantitative Risk Methodology, Zurich
UBS AG
Pricing (Monte Carlo based) of UBS Employee Stock Options. Market & Credit Risk
2 Jahre und 1 Monat, Nov. 2002 - Nov. 2004
Deutsche Bank, London. Market Risk Methodologies
Deutsche Bank
Equities VaR methodology; Modelling of the stochastic implied volatility surface for equities; Hedge Funds modelling.
1 Jahr und 5 Monate, Juni 2001 - Okt. 2002
Quantitative Research, Commodity markets; Geneva
Elf Trading (TotalFinaElf)
Commodities Derivatives Pricing; Credit Risk Management; Credit Scoring/Rating; Potential Future Exposure; Weather Derivatives; Emissions Trading
10 Monate, Aug. 2000 - Mai 2001
FX Options Product Development, London
Dresdner Kleinwort Wasserstein
Front Office FX derivatives quant/product developer
2 Jahre und 1 Monat, Aug. 1998 - Aug. 2000
Quantitative Research, Interest-Rate Structured Products; London
Commerzbank AGTree and Monte Carlo pricing of Interest Rates exotics. Development of Optimizers for Calibration to Market data.
1 Jahr und 7 Monate, Jan. 1997 - Juli 1998
Financial Engineering, RISK MANAGEMENT UNIT, Paris
ATSM Finance
Design and implementation of software for Money Market.
Front Office Software Engineer
UBS AG
Ausbildung von Grigorios Mamalis
1992 - 1996
Computational Physics
Ecole Polytechnique, France
System of non-linear random partial differential equations
1 Jahr und 1 Monat, Sep. 1991 - Sep. 1992
Quantum Optics
Ecole Polytechnique, France
Laser-Matter Interaction; Non-linear Optics;
6 Jahre und 1 Monat, Sep. 1984 - Sep. 1990
Electrical Engineering
National Technical University of Athens
Semiconductor Physics/Devices; Fiber Optics; Telecommunications; Electrodynamics
Sprachen
Englisch
Fließend
Französisch
Fließend
Deutsch
Fließend
Russisch
Fließend
Schwedisch
Gut
Griechisch
Muttersprache