Patrick Sigle

PIPG Sales: - Trading & Pricing of structured derivatives - Handling client requests - Analyzing global markets

Master Thesis Student. Hedging of Structured Products: - Analyzing various hedging strategies for complex structured derivatives and investigating the differences among several volatility models.

FX & Commodity Options Trading: - Supporting traders in market making, pricing, hedging and issuing Plain Vanilla and Exotic Options as well as Structured Products - Monitoring overall risk - Calculating daily profit and loss - Developing and maintaining VBA-based Excel tools enabling traders to identify and capture arbitrage opportunities

Equity Sales: - Preparing investment strategies in the global macroeconomic environment - Assisting in generation of daily financial newsletters - Screening stocks based upon specific criteria for customers’ portfolios - Working to fulfill client requests

Risk Reporting: - Analyzing risk exposure of portfolios - Developing automated process for calculating VaR and AVaR - Generating risk reports for institutional clients

Computer & Computational Science Group: - Using algorithms that learn patterns from training data and apply them on data sets - Employing statistics to make conclusions from advanced data sets - Writing research reports describing the application of statistical learning theory to detecting defects in molecular dynamics simulations