Dr. Hendrik Kaufmann

- Fixed Income Quant Portfoliomanagement - Factor Research - Infrastructure Development

- Research on factor investing in Fixed Income - Writing of white papers - Analysis of new data sets - Development of research and backtest environments

- Model development - Scorecards (Large Corps / Midcaps / other non-retail portfolios) - Stresstesting (CCAR) - Presenting and documenting results - Coordination of IT implementations - Participation in external audits (ECB / BaFin / Bundesbank)

Research on financial and economic time series; Teaching undergraduate and graduate students in various statistical methods

Excel-based modeling of power plant projects; Stochastic sensitivity analysis

Audit of a midsized company; Audit of the notes of a large corporation

Thesis on 'Essays on Nonlinear and Explosive Time Series – With Applications to Financial Markets'; Supervisors: Philipp Sibbertsen (Leibniz University Hannover) and Jun Ma (University of Alabama)

Majors in banking & finance, controlling and statistics; Thesis on 'Nonlinear Time Series Models for Real Exchange Rates'