Dr. Hilmar Mai

Angestellt, Team Lead Credit Risk - Scoring Methodology, Sparkassen Rating und Risikosysteme
Berlin, Germany

Timeline

Professional experience for Hilmar Mai

  • Current 3 years and 9 months, since Nov 2021

    Team Lead Credit Risk - Scoring Methodology

    Sparkassen Rating und Risikosysteme
  • Current 4 years and 3 months, since May 2021

    Team Lead Scoring & LGD

    Sparkassen Rating und Risikosysteme GmbH

  • Current 9 years and 5 months, since Mar 2016

    Senior Quantitative Analyst

    Deutsche Bank AG

    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 2014

    Research Scientist

    Weierstraß-Institut für Angewandte Analysis und Stochastik

    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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