Martin Marquardt

Projects: • Data Quality Framework; Monitoring/Backtesting Data Sets for AIRB models (LGD, EAD, PD) and IFRS 9 (1 Year, SQL) • Quant Backend Developer (1 Year, Java, Spark, SQL) • Web Application; Testing Environment (6 Months, Python, Django, PostgreSQL) • IFRS 9 Impairment (1 Year, R, SQL) Miscellaneous: • Go-to person for internal valuation library "DelVA" (in C#) • Trainer for new colleagues • Agile Champion in internal strategic initiative

• Support in developing, improving and verifying credit models for a wide variety of structured finance products, e.g. ABS, RMBS, CMBS, CLOs, Debt Funds, Project Finance • Implementation of Monte Carlo model for credit portfolio default calculations • Research and implementation of quantitative processes to be applied in the modeling of complex structured finance transactions collateralized by hedge funds • Research and application of ARMA-GARCH models to financial time series

• Model cash flows to analyze and evaluate closed-end and open-ended funds as well as project financing • Develop and maintain Excel and web-based databases • Ad hoc research for various teams in the funds business line • Create presentations, proposals and reports • Participate in and support rating committees in their decision-making process • Further develop quantitative models to assess risk (notably interest and currency risks) • Support various teams, especially Structured Finance

- Reporting - Ad hoc-Analyse - Planung der Function Audit - Optimierung und Automatisierung von Prozessen

Finanzmathematik, Wahrscheinlichkeitstheorie, Computational Finance, Datenbanken & Datenbankmanagementsysteme, Internat. Finanzmanagement, Künstliche Intelligenz, Zeitreihenanalyse, Ökonometrie, Spieltheorie, Finanzökonometrie

Wahrscheinlichkeitstheorie, Statistik, Stochastische Modelle, Unternehmensbewertung & Akquisitionscontrolling, Unternehmensfinanzierung & Investitionscontrolling, Risikomanagement & Kapitalmarkt