Dr. Jörg Kienitz

Angestellt, Partner, m|rig GmbH
Bonn, Germany

Fähigkeiten und Kenntnisse

Lectures/Trainings/Seminars on Financial Mathemati
Structured Products
Monte Carlo Simulation
Equities
C++
Matlab
VBA
Interest Rates
Yield Curves
Option Pricing
Asset Allocation Techniques
Consulting for Risk Management - Option Pricing -
Author of Interest Rate Derivatives Explained - Vo
Author of Financial Modelling Theory Implementatio
Author of Monte Carlo Frameworks - Building high p
Computational Finance
Financial Mathematics
Valuation Adjustments (xVA)
Exposure Modelling
Mathematik
Teamentwicklung
Naturfotografie
Python
Generative AI

Werdegang

Berufserfahrung von Jörg Kienitz

  • Current 1 year and 6 months, since Dec 2024

    Partner

    m|rig GmbH

    Quantitative Finance und Machine Learning

  • Current 9 years and 11 months, since Jul 2016

    Owner

    Finciraptor

  • Current 11 years and 4 months, since Feb 2015

    Adjunct Associate Professor

    University of Cape Town, Südafrika

    Adjunct Associate Professor

  • Current 13 years and 5 months, since Jan 2013

    Privatdozent Mathematik

    University of Wuppertal

    Lecture Computational Finance, Programming in Matlab

  • Current 22 years, since Jun 2004

    Trainer/Lecturer/Presenter for Finance Professionals

    u.a. WBS Training, IRR, Inhouse Courses

    I am running math finance courses, e.g. Monte Carlo Methods, for WBS Training (www.wbstraining.com) and other companies as well as inhouse courses. The courses are designed for professionals applying mathematical methods for pricing and risk management derivatives. Furthermore, I show how to implement advanced mathematical models using VBA, C++ or Matlab.

  • 8 years and 1 month, Sep 2016 - Sep 2024

    Partner

    Quaternion Risk Management UK Ltd.
  • 1 year and 9 months, Oct 2014 - Jun 2016

    Director FSI Assurance - Financial Risk Solutions

    Deloitte
  • 11 years, Oct 2003 - Sep 2014

    Head of Quantitative Analysis

    Dt. Postbank AG / Deutsche Bank

  • 4 years and 1 month, Dec 2008 - Dec 2012

    Dozent

    Universität Oxford

    I am teaching in the Masters course on numerical and stochastic methods

  • 1 year and 9 months, Jan 2002 - Sep 2003

    IT-Professional

    Postbank Systems AG

    Professional IT Systeme (Front Office, Risk Controlling Systems)

  • Consultant

    Reuters AG

  • Autor

    Wiley Finance and Palgrave McMillan

    1. book Monte Carlo Frameworks (coauthor Daniel J. Duffy), Wiley 2. book Financial Modelling (coauthor Daniel Wetterau), Wiley 3. book Interest Rate Derivatives Explained I, Palgrave McMillan 2. book (coauthrored Daniel Wetterau) Financial Modelling - Theory, Practice and Implementation with Matlab Source" will be published in September 2012.

Ausbildung von Jörg Kienitz

  • 1 year and 8 months, May 2014 - Dec 2015

    Angewandte Mathematik

    Bergische Universität Wuppertal

    Finanzmathematik

  • 1 year and 7 months, Apr 2006 - Oct 2007

    Mathematik

    University of Bonn

    Lecturer (Monte Carlo Methoden; Seminar Stochastische Prozesse; Programmierpraktikum)

  • 8 months, Jan 2000 - Aug 2000

    Mathematik

    University of Bristol

    Research Fellow for Stochastics (DAAD/DFG Grant)

  • 8 years and 1 month, Oct 1992 - Oct 2000

    Mathematik; Biologie

    Universität Bielefeld

    Mathematik; Wahrscheinlichkeitstheorie; Stochastische Prozesse; Analysis; Funktionentheorie; Dirichlet Formen; Markovketten; MarkovPorzesse

Sprachen

  • German

    C2 (Verhandlungssicher / Muttersprachlich)

  • English

    C1 (Fließend)

  • French

    A1-A2 (Grundkenntnisse)

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