
Markus Wunsch
Suchst Du einen anderen Markus Wunsch?
Fähigkeiten und Kenntnisse
Werdegang
Berufserfahrung von Markus Wunsch
- 7 Jahre und 2 Monate, Juli 2016 - Aug. 2023
Senior Quantitative Analyst / Project Manager
Vontobel Asset Management
- Development of algorithms and tools to automate key parts of the investment, portfolio management, trading, risk management and reporting processes using C#, Python, SQL Server DB - Coordination of projects to implement IT infrastructure for reporting, stock index data retrieval, portfolio setup & close and the synchronization of portfolios on multiple trading platforms
- 11 Monate, Jan. 2015 - Nov. 2015
System Developer
Quantica Capital AG
- Conception and implementation of web applications and back-ends for reconciliation, trading, market risk assessment in Scala and ExtJS - Trade & position reconciliation and communcation with execution / clearing brokers- Conception and implementation of web applications and back-ends for reconciliation,
- Work stream lead for an agile group-wide credit exposure and return on risk capital implementation project covering all international subsidiaries of RWE AG holding, including coordination and business analysis - Specification & implementation of counterparty credit exposure, VaR and portfolio models in C# and R - Quantitative Expert for introducing & validating credit rating systems
- Conception and implementation of counterparty credit exposure & risk capital models - Specification of change requests in credit risk systems and coordination of initial approval, development, testing and deployment - User acceptance testing of group-wide credit risk systems
- Development of a large-scale application computing VaR-based counterparty credit risk exposures for the energy derivative portfolio (power and gas) of a newly acquired trading firm in VB.NET - Implementation of VBA-based risk reporting tools - Administration of SQL Server and Oracle Databases
- 2 Jahre und 9 Monate, Feb. 2006 - Okt. 2008
Quantitative Developer
UBS AG, Zürich, Schweiz
- 2 internships (02/2006 - 05/2006, 11/2006 - 02/2007) - Part time job 03/2007 - 10/2008 - Conception and programming of applications to estimate risk-return profiles for portfolios of structured products in Matlab and C++ using multivariate GARCH models - Deployment of the tool to business units in Switzerland and Asia
Ausbildung von Markus Wunsch
- 6 Jahre und 3 Monate, Okt. 2002 - Dez. 2008
Computer science / Economics / Finance
University of Stuttgart
IT: Simulation, Parallel Programming, Artificial Intelligence, 3D Graphics, Visualization; Economics / Finance: Option pricing theory / Bond valuation, Accounting
Sprachen
Deutsch
Muttersprache
Englisch
Fließend
Französisch
Fließend
XING Mitglieder mit ähnlichen Profilangaben
XING – Das Jobs-Netzwerk
Über eine Million Jobs
Entdecke mit XING genau den Job, der wirklich zu Dir passt.
Persönliche Job-Angebote
Lass Dich finden von Arbeitgebern und über 20.000 Recruiter·innen.
22 Mio. Mitglieder
Knüpf neue Kontakte und erhalte Impulse für ein besseres Job-Leben.
Kostenlos profitieren
Schon als Basis-Mitglied kannst Du Deine Job-Suche deutlich optimieren.