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.


Asset Valuation
Risk Management
Visual Basic for Applications
GAUSS programming


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


    Frankfurt School of Finance & Management gGmbH

  • Current 11 years and 9 months, since Jan 2012


    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


    Economic Research and Advisory Services

  • 1 year and 3 months, Jul 2010 - Sep 2011

    Leiter Risikomanagement

    Volksbank Heilbronn eG

  • 5 years, Jul 2005 - Jun 2010

    Credit Risk Manager

    DekaBank Deutsche Girozentrale

    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


    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


Educational background for Sikandar Siddiqui

  • Volkswirtschaftslehre

    Universität Hamburg, Universität Konstanz, Universität Mannheim

    Ökonometrie, Geld und Währung, internationale Wirtschaftsbeziehungen


  • German


  • English


  • French



Geld- und Währungspolitik
Angewandte Statistik
Internationale Politik
Asset Management

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