Sebastian Menzel

examining quantitative models against regulatory issues as well as checking the validity of assumptions and implications, auditing organisational processes and data integrity connected with models, examine quantitative operational risk model & internal model for market risk for the advanced measurement to be approved by the regulator, various credit portfolio models, auditing of rating models,evaluating implementation and management implication of stresstesting

Senior risk manager, - driving new developments in risk measurement department, new concepts for controlling additional risk factors, - currently establishing more detailed credit risk controlling, - point of contact for structured produtcs and everything complex or exotic, - implementing new instruments, - point of contact in the risk department for IT requirements related and data quality issues - consulting in risk management issues regarding product development

- responsibility for two customers regarding all questions of support, new requirements, pre sales activity - implementing DWH solutions with the customer - designing data ware houses and IT processes to transform data into the DWH - developing interfaces

- application developer (client-server-data base application) - establishing test procedure

General Relativity, Quantuum Electrodynamics