Dr. Grigorios Mamalis
Fähigkeiten und Kenntnisse
Werdegang
Berufserfahrung von Grigorios Mamalis
- Current 11 years and 10 months, since Sep 2014
Statistical Risk Aggregation Methodology
UBS AG
- 3 years and 3 months, Jun 2011 - Aug 2014
Front Office Software Developer, Zurich
UBS AG
- 3 years, Jul 2008 - Jun 2011
Quantitative Risk Specialist, Firm-Wide Risk Aggregation, Zurich
UBS AG
Operational Risk AMA Model, Investment Risk. Business Risk. Employee Stock Options
- 3 years and 8 months, Dec 2004 - Jul 2008
Quantitative Risk Analyst, Group Quantitative Risk Methodology, Zurich
UBS AG
Pricing (Monte Carlo based) of UBS Employee Stock Options. Market & Credit Risk
- 2 years and 1 month, 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 year and 5 months, Jun 2001 - Oct 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 months, Aug 2000 - May 2001
FX Options Product Development, London
Dresdner Kleinwort Wasserstein
Front Office FX derivatives quant/product developer
- 2 years and 1 month, Aug 1998 - Aug 2000Commerzbank AG
Quantitative Research, Interest-Rate Structured Products; London
Tree and Monte Carlo pricing of Interest Rates exotics. Development of Optimizers for Calibration to Market data.
- 1 year and 7 months, Jan 1997 - Jul 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 year and 1 month, Sep 1991 - Sep 1992
Quantum Optics
Ecole Polytechnique, France
Laser-Matter Interaction; Non-linear Optics;
- 6 years and 1 month, Sep 1984 - Sep 1990
Electrical Engineering
National Technical University of Athens
Semiconductor Physics/Devices; Fiber Optics; Telecommunications; Electrodynamics
Sprachen
English
C1 (Fließend)
French
C1 (Fließend)
German
C1 (Fließend)
Russian
C1 (Fließend)
Swedish
B1-B2 (Gute Kenntnisse)
Greek
C2 (Verhandlungssicher / Muttersprachlich)
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