Dr. Hilmar Mai
Timeline
Professional experience for Hilmar Mai
- Current 3 years and 9 months, since Nov 2021Sparkassen Rating und Risikosysteme
Team Lead Credit Risk - Scoring Methodology
- Current 4 years and 3 months, since May 2021
Team Lead Scoring & LGD
Sparkassen Rating und Risikosysteme GmbH
Model Validation Specialist for market risk models, counterparty credit risk and derivative exposure. Implementation of back-testing methodology for market risk models and regulatory reporting.
- 1 year and 6 months, Oct 2014 - Mar 2016
Research Scientist
ENSAE ParisTech and CREST
Louis Bachelier Fellow in mathematical statistics and data science at the Centre de Recherche en Économie et Statistique on: - High-dimensional inference - Statistics of stochastic processes: drift estimation, time changed models - Statistical inverse problems - Teaching at ENSAE ParisTech - Numerical simulation via Monte Carlo methods
- 2 years and 1 month, Sep 2012 - Sep 2014Weierstraß-Institut für Angewandte Analysis und Stochastik
Research Scientist
Robust estimation for diffusion models and jumps processes Implementation in MATLAB and C++ Statistics for high-frequency data
Educational background for Hilmar Mai
- 3 years and 11 months, Oct 2008 - Aug 2012
Angewandte Mathematik
Humboldt-Universität zu Berlin
High-dimensional statistics Stochastic modelling
- 5 years and 6 months, Apr 2003 - Sep 2008
Mathematik
Ruprecht-Karls-Universität Heidelberg
Mathematische Statistik Physik Finanzmathematik
Languages
German
First language
English
Fluent
French
Fluent
Russian
Basic
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