Marc Boettinger Email & Phone Number

Frankfurt, Hesse, Germany

- Factor Strategies & Timing

Frankfurt

- Successful development of a Corporate Bond Selection Model with an IR above of 1.0- Researched and created internal rates, credit and fx risk premia strategy models with an average IR of 0.8- Creation of a filtering and clustering methodology of 800+ external risk premia strategies- Developed and executed an asset allocation model for risk premia strategies addressing non-normality, tail correlations, estimation errors, time variation and transaction costs- Setup of an infrastructure to calculate and execute more than ten risk premia strategies

Frankfurt

- Managed four absolute return fixed income portfolios.- Developed and executed discretionary derivative strategies (rates, credit, fx).- Constructed absolute return portfolios increasing the risk-return ratio.- Won the MindStorm Challenge of DeAWM out of more than 100 participants.- Gatekeeper of fixed income derivatives at DeAWM.

Director (Head of Fixed Income Derivatives Overlay Group)- Proprietary trading for about ten DeAWM Portfolios- Development and execution of discretionary risk premia strategies (rates, credit, fx)- Established a portfolio construction platform for systematic strategies using entropy pooling, different target functions, risk factor limits, copulas and risk factor diversification - Grew the overlay platform adding multi asset, FX and commodity strategies- Development of multi asset allocation techniques for OAP (old age provisioning, Riester)- Head of fixed income derivatives trading desk- Proprietary trading for fixed income DWS Portfolios (overlay strategies with a commitment up to 1.5bn volatility adjusted to 1% p.a.) - Development of a platform for active and discretionary overlay strategies - Grew the usage of discretionary overlay strategies (rates)- Assessed and allocated active trading signals / managers using MatLab- Established a methodology and implementation of a tactical asset allocation (fixed income)- Head of fixed income derivatives trading desk

Director (Head of Fundmanagement Structured Products)- Structured product solutions based using derivates and direct investments (legal wrapper: funds, special funds, SIFs and certificates- Managed and grew a platform of to about 80 guaranteed portfolios (5.8bn EUR assets) - Gatekeeper of structured derivatives at DWS - Invented the DWS Riester Premium product- Member of the working group for the derivative by-law of the BaFin - Member of the working group for the BaFin by-law of capital adequacy for guaranteed portfolios - Asset Liability Management: advisory, implementation and management of the DB Pension Fund (liability hedging of interest rates and inflation sensitivities, 5bn EUR)

Structured Products (Senior Fund Manager)- Managed the development and implementation of structured portfolios (about 6bn new inflows) - Setup of a group to develop and implement portfolio solutions for private and institutional clients - Principal protection, old age provisioning (DWS FlexPension 20xx, DWS Top Rente) - Legal wrapper mainly OGAW and UCITS III - Asset classes equity, equity indices, commodities, real estate, inflation, equity portfolios and fixed income portfolio using plain vanilla-, rainbow-, altiplano- and dispersion options and crash puts

Risk Methodology and PolicyDeutsche Bank (London), http://www.deutsche-bank.de

Germ. Diplom (Master), Mathematics And Economics

Mathematics and Economics

Abitur, Mathematics, Physics

Abitur