Dr. Sikandar Siddiqui


Employee, Head of Quantitative Methods, Deloitte Audit Analytics GmbH

Frankfurt am Main, Germany


Asset Valuation
Risk Management
Visual Basic for Applications
GAUSS programming


Professional experience for Sikandar Siddiqui

  • Current 4 years and 2 months, since Sep 2017

    Head of Quantitative Methods

    Deloitte Audit Analytics GmbH

  • Current 7 years and 8 months, since Mar 2014


    Frankfurt School of Finance & Management gGmbH

  • Current 9 years and 10 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



Beruflich: Makroökonomik
angewandte Statistik bzw. Ökonometrie
Geld- und Währungspolitik
Asset Management. Privat: Politik

Browse over 18 million XING members