Ronert Obst
Fähigkeiten und Kenntnisse
Werdegang
Berufserfahrung von Ronert Obst
- 1 year and 1 month, Aug 2015 - Aug 2016
Senior Data Scientist
Pivotal
- 1 year and 8 months, Dec 2013 - Jul 2015
Data Scientist
Pivotal
Implemented statistical routines and Monte Carlo simulation studies in R.
Econometric analysis of time series, specifically building models to analyze the relationship between the CDS- and stock market. Implemented the ARIMAX EGARCH and VAR models using Matlab and R. Presented results of my analysis to entire department. Worked on a database to automate the importing of the data necessary to generate forecasts with my model.
- 4 months, Mar 2010 - Jun 2010
Praktikant Market Risk Control
HSBC Trinkaus
Anaylzed the risks of “jumps” in German stocks. Automated several data importing procedures previously done manually using VB.NET. Wrote SQL queries.
- 3 months, Jan 2010 - Mar 2010
Selbstständiger Programmierer
JRC Capital Management
Contract programmer for developing and backtesting technical forex trading strategies. Created a performance database and entry system for the traders.
- 6 months, Aug 2009 - Jan 2010
Praktikant im Multi-Asset Management
Pioneer Investments
Developed and backtested several tactical asset allocation models, timing and risk management strategies. These strategies were based on momentum; mean reversion and market sentiment effects. Performed market research and gave weekly presentations to portfolio managers. Automated processes previously done manually with VBA. Performed performance and risk evaluation of portfolios.
- 2 months, Mar 2009 - Apr 2009
Praktikant
vPE Wertpapierhandelsbank AG
Ausbildung von Ronert Obst
- 2 years and 2 months, Oct 2011 - Nov 2013
Statistik
Ludwig-Maximilians-Universität München
Machine Learning
- 3 years and 10 months, Oct 2007 - Jul 2011
Volkswirtschaftslehre
Freie Universität Berlin
Ökonometrie
Sprachen
German
C2 (Verhandlungssicher / Muttersprachlich)
English
C2 (Verhandlungssicher / Muttersprachlich)
Spanish
C1 (Fließend)
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