Thomas Zellerer

Gesellschafter, Consultant für Risikomanagement und Financial Engineering, Quant Edge Solutions GmbH
Bad Homburg, Germany

Fähigkeiten und Kenntnisse

Financial Engineering
Basel III
MaRisk
Credit Risk
Operational Risk
Hedge Accounting
BCBS 239
Risikomanagement
Portfoliomanagement
IFRS
Ökonometrie
Marktrisiko
Kreditrisiko
Bewertung von Derivaten
EViews
Matlab
R
Visual Basic for Applications
Bloomberg
Reuters
Derivate
Fixed Income
Controlling
Beratung
Derivatives
Implementierung
Risiko
Bankwesen
Compliance
Finanzmathematik
Marketing
Finanzen
Testing
Python-Programmierung
Python Programmierung

Werdegang

Berufserfahrung von Thomas Zellerer

  • Current 7 years and 2 months, since Apr 2019

    Lehrbeauftragter (Lecturer)

    Frankfurt University of Applied Sciences

    Lehrbeauftragter für die Veranstaltung Risk Management im Sommersemester/Betreuung Bachelorarbeiten.

  • Current 15 years and 8 months, since Oct 2010

    Consultant für Risikomanagement und Financial Engineering

    Quant Edge Solutions GmbH

    Consultant for Risk Management & Financial Engineering Outsourcing & valuation model validation service for derivatives

  • 5 months, Aug 2010 - Dec 2010

    Freelance Consultant at HVB

    Product Control - Structured Products

     Responsible for producing guideline documents for testing the implementation of various complex payoff types in Sophis. Payoff Types covered by the documents included TARNs, Outperformance Options, Everest Coupon, Range Accrual, Cliquet Options etc.  Approximately 1900 deals were checked in Sophis with a view towards ensuring that the implementation in Sophis accurately reflects what is indicated in the final terms and ensuring that an adequate valuation model was utilized.

  • 8 months, Jan 2010 - Aug 2010

    Senior Financial Engineer

    ValuePrice AG

  • 1 year and 9 months, Feb 2008 - Oct 2009

    Senior Specialist - Portfoliomanagement

    Commerzbank AG
  • 1 year and 9 months, Jun 2006 - Feb 2008

    Assistant Manager, Financial Engineering

    Manulife Financial

  • 1 year and 2 months, May 2005 - Jun 2006

    Financial Analyst

    Reval
  • 2 years, May 2003 - Apr 2005

    Product Specialist

    Fincad

  • 1 year and 5 months, Aug 2001 - Dec 2002

    Financial Engineer

    Value & Risk AG

Ausbildung von Thomas Zellerer

  • 4 years and 1 month, Jan 2019 - 2023

    BWL (Quantitative Finance)

    Edinburgh Business School

    Promotionsstudium/Doctoral Studies Course Stage: Doctoral Business Research 1, Doctoral Business Research 2, and Doctoral Business Research 3

  • 3 years and 7 months, 2017 - Jul 2020

    BWL

    Queen Mary, University of London

    Marketing for Managers, Accounting and Finance, Strategic Management, Risk Management and Decision Making, Economics for Managers, Entrepreneurial Marketing

  • 3 years and 4 months, Sep 2013 - Dec 2016

    Quantitative Finance

    SOAS, University of London

    Modelling Firms & Markets (Spieltheorie), Finanzökonometrie, Corporate Finance, Dissertation/Masterarbeit: Incorporating Dynamic Conditional Correlation methods into internal models used to calculate regulatory capital requirements for market risk under Basel regulations

  • 4 years and 8 months, Sep 1998 - Apr 2003

    Economics

    Simon Fraser University

    Ökonometrie und Finance

  • 4 years and 2 months, Sep 1990 - Oct 1994

    Mathematik

    Simon Fraser University

    Numerische Mathematik und Optimierung

Sprachen

  • German

    C2 (Verhandlungssicher / Muttersprachlich)

  • English

    C2 (Verhandlungssicher / Muttersprachlich)

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