Dr. Rainer Pullirsch

Angestellt, Head Risk Model Validation, Executive Director, UBS
Zurich, Switzerland

Fähigkeiten und Kenntnisse

Quantitative Risk Management
Market Risk
Market Risk Modelling
Credit Risk
Credit Derivatives
Credit Derivatives Pricing
Interest Rate Models
Interest Rate Derivatives Pricing
Financial Mathematics
Numerical Methods
Numerical Algorithms
C++

Werdegang

Berufserfahrung von Rainer Pullirsch

  • Current 6 years and 11 months, since Jul 2019

    Head Risk Model Validation, Executive Director

    UBS

  • Current 22 years and 8 months, since Oct 2003

    Lecturer

    University of Applied Sciences bfi Vienna

    Interest Rate Modelling, Credit Spread Modelling, Credit Portfolio Management

  • 2 years and 2 months, May 2017 - Jun 2019

    Head Credit Models Validation, Executive Director

    UBS

  • 6 years and 2 months, Mar 2011 - Apr 2017

    Head of Statistical Risk Aggregation Methodology, Executive Director

    UBS

    Head of Model Development and Maintenance at Firm Wide Risk Aggregation

  • 3 years, Apr 2008 - Mar 2011

    Head Quant Market Risk, Director

    Raiffeisen Bank International

    Head Quant Market Risk Modelling

  • 1 year and 9 months, Apr 2009 - Dec 2010

    Lecturer

    RedEd Business-to-Business Education

    Modern Market Risk Management

  • 1 year and 2 months, Feb 2007 - Mar 2008

    Senior Quantitative Analyst, Vice President

    UniCredit Markets & Investment Banking

    Credit Derivatives Front Office Quantitative Analyst

  • 5 years and 3 months, Nov 2001 - Jan 2007

    Senior Quantitative Analyst

    Bank Austria Creditanstalt

    Market Risk Managment Quant

  • 1 year, Jun 1999 - May 2000

    Zivildiener

    ESRA

Ausbildung von Rainer Pullirsch

  • 6 months, Oct 2002 - Mar 2003

    Quantum Field Theory

    University Regensburg

    Guest Researcher

  • 1 month, Jan 2001 - Jan 2001

    Quantum Field Theory

    Florida State University

    Guest Researcher

  • 3 months, Oct 1998 - Dec 1998

    Quantum Field Theory

    Florida State University

    Guest Researcher

  • 3 years and 7 months, Apr 1998 - Oct 2001

    Theoretical Physics, Mathematics

    Vienna University of Technology

    Quantum Field Theory

  • 5 years and 6 months, Oct 1992 - Mar 1998

    Physics

    Vienna University of Technology

    Theoretical Physics

  • 5 months, Jan 1992 - May 1992

    French

    University of Paris-Sorbonne (Paris IV)

  • 4 months, Sep 1991 - Dec 1991

    English

    Southwark College

Sprachen

  • English

    C1 (Fließend)

  • German

    C2 (Verhandlungssicher / Muttersprachlich)

  • French

    B1-B2 (Gute Kenntnisse)

  • Filipino

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