Tobias Beck

Basic

Angestellt, Supervisor, European Central Bank

Frankfurt am Main, Germany

Skills

Counterparty Credit Risk (CCR)
CVA
Basel II/III
SolvV
MaRisk
PD-/LGD-/CCF-Modellierung
Collateral Management
OTC-Pricing
CDS
iTraxx
SambaPlus
ABIT
Bloomberg
Front Arena
Murex
Summit
Numerix
VBA
MySQL
C++
SAS
R
Mathematica
MATLAB
Regulatory Reporting

Timeline

Professional experience for Tobias Beck

Educational background for Tobias Beck

  • 3 years, Sep 2007 - Aug 2010

    Business Mathematics

    Hochschule Darmstadt

    Abschlussarbeit: A Market Model Approach for Measuring Counterparty Credit Risk of Interest Rate Dervatives (http://fbmn.h-da.de/~martin/uploads/Main/MasterTBeckOnlineVersion-1.pdf, http://fbmn.h-da.de/~martin/uploads/Main/MasterTBeckOnlineVersion-2.pdf)

  • 5 months, Sep 2006 - Jan 2007

    Mathematics

    Dublin Institute of Technology

  • 4 years, Sep 2003 - Aug 2007

    Mathematik

    Hochschule Darmstadt

    Finanz- und Versicherungsmathematik

Languages

  • German

    First language

  • English

    Fluent

Wants

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