Dr. Sikandar Siddiqui
Angestellt, Head of Quantitative Methods, Deloitte Audit Analytics GmbH
Frankfurt am Main, Germany
About me
Economist and financial analyst specializing in risk management, asset valuation, and applied statistics. Author or co-author of numerous papers in scholarly and professoral journals. More than ten years of leadership experience in the fields of banking and asset management. Dependable, thoughtful, reliable.
Timeline
Professional experience for Sikandar Siddiqui
Current 6 years and 1 month, since Sep 2017
Head of Quantitative Methods
Deloitte Audit Analytics GmbH
Current 9 years and 7 months, since Mar 2014
Lecturer
Frankfurt School of Finance & Management gGmbH
Current 11 years and 9 months, since Jan 2012
Consultant
ET Elastomer Technik GmbH
3 years and 3 months, Mar 2014 - May 2017
Head of Risk Management
Frankfurt School Financial Services GmbH
6 months, Sep 2013 - Feb 2014
Internal Auditor, Lecturer
Frankfurt School of Finance & Management gemeinnützige GmbH
2 years, Oct 2011 - Sep 2013
self-employed
Economic Research and Advisory Services
1 year and 3 months, Jul 2010 - Sep 2011
Leiter Risikomanagement
Volksbank Heilbronn eG
Main tasks and responsibilities: • Development, implementation and maintenance of a computerised toolset for the risk-based calculation of minimum credit margins • Quantitative decision support of investment, structuring and origination processes • Credit quality assessment and valuation of structured products (e.g. ABS tranches, CDOs, n-th to Default Swaps) • Modelling of correlation + spread risks • Credit portfolio modelling & analysis • Programming (GAUSS, VBA, SQL)
2 years and 10 months, Sep 2002 - Jun 2005
Senior Strategic Risk Controller
Dresdner Bank AG
Main tasks and responsibilities: • Credit portfolio modelling and analysis • Econometric modelling of market risks (Methods employed: GARCH, quantile regression, Moving Blocks Bootstrap) • Analysis of credit derivatives and structured credit products • Programming of statistical tools in GAUSS • Programming of database operations in PL/SQL • Project management as to the implementation of newly developed methods
1 year and 11 months, Oct 2000 - Aug 2002
Quantitative Analyst and Portfolio Manager
Deutscher Investment Trust (Dresdner Bank Group)
Main tasks and responsibilities: • Risk and performance evaluation of investment strategies (e.g. by Bootstrap methods) • Development of an econometric model for sector allocation purposes • Development and implementation of quantitative decision models for asset selection purposes • Statistical analysis of stock price indices using nonlinear time series methods • Management of two equity funds and one umbrella fund • Maintenance of two quantitative „master portfolios“
1 year and 7 months, Mar 1999 - Sep 2000
Freelance Economic Consultant
(Self-Employed)
Selected assignments: • Performance of a Due Diligence audit in preparation of a cross-border corporate acquisition • Design and implementation of a multi-country reporting system for an automotive component supplier • Econometric investigation of the demand for business services by companies in El Salvador (by order of the Gesellschaft für Technische Zusammenarbeit) • Design, financial valuation, and implementation of equity–based incentive systems (for several companies)
1 year and 4 months, Nov 1997 - Feb 1999
Senior Consultant
PricewaterhouseCoopers
Educational background for Sikandar Siddiqui
Volkswirtschaftslehre
Universität Hamburg, Universität Konstanz, Universität Mannheim
Ökonometrie, Geld und Währung, internationale Wirtschaftsbeziehungen
Languages
German
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English
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French
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