Dr. Sönke Blunck

Partner / Gesellschafter, Managing Partner, smarttra.de GmbH

Berlin, Germany

Skills

PRIIPs SRI Calculation
Barrier Hit Risk Calculation
OTC Derivative and Structured Product Valuation
Exotic Bond Pricing
Finanz-Mathematik
S.o.l.i.d. Software Development
Modellierung
Risiko-Management
Numerische Methoden
Markt-Risiko
Kredit-Risiko
Hohe kommunikative Kompetenz in 3 Sprachen

Timeline

Professional experience for Sönke Blunck

  • Current 9 years and 4 months, since Jan 2014

    Managing Partner

    smarttra.de GmbH

  • 7 years and 11 months, Feb 2006 - Dec 2013

    Senior Quantitative Analyst/Developer

    Landesbank Berlin

    Responsible for the conception, implementation and stability of pricing models, risk management tools and market data tools for derivatives in the asset classes interest rate, credit and inflation. Since Oct. 2010 head of Quant Analysis Team (4 persons). Reporting to head of Quant Department (consisting of Quant Analysis Team and Quant IT Team)

  • 1 year and 1 month, Jan 2005 - Jan 2006

    Scientific Consultant

    I.N.R.I.A. (Paris)

  • 5 months, Feb 2004 - Jun 2004

    Consultant

    R&D Vision (Paris)

    Conception and implementation in C of algorithms and tools in image processing (3D shape reconstruction)

Educational background for Sönke Blunck

  • 4 years and 11 months, Jan 1999 - Nov 2003

    Mathematik

    Université de Cergy-Pontoise (Paris)

    Evolution equations, harmonic analysis, PDEs, stochastic processes

  • 2 years and 8 months, Oct 1995 - May 1998

    Mathematik

    Universitäten Kiel und Karlsruhe

    Functional analysis, spectral theory of elliptic PDEs

  • 4 years and 10 months, Oct 1990 - Jul 1995

    Mathematik

    Universität Kiel

Languages

  • German

    First language

  • English

    Fluent

  • French

    Fluent

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