Peter M. Email & Phone Number
Who is Peter M.? Overview
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Peter M. is listed as Information Technology Engineer at European Central Bank, a with 4893 employees, based in Frankfurt Rhine-Main Metropolitan Area, Germany. AeroLeads shows a matched LinkedIn profile for Peter M..
Peter M. previously worked as IT Engineer | Data Scientist at European Central Bank and Data Scientist at European Central Bank. Peter M. holds Master, Computer Science from Charles University In Prague, Faculty Of Mathematics And Physics.
Email format at European Central Bank
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About Peter M.
14+ years cross-field experience in IT and finance- SW application development, data science- capital markets, quantitative finance, financial instruments, financial risk management
Peter M.'s current company
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Peter M. work experience
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It Engineer | Data Scientist
Data Scientist
Data science related work around AnaCredit, on of the largets ESCB datasets containing detailed information on individual bank loans in the euro area. - python, spark, hdfs, impala, hive
Quantitative Financial Risk Manager
Conceptual design of a real-time VaR based portfolio margin model of a major clearinghouse / CCP - Market risk and pricing methodology for a broad range of cleared products, e.g. for options and futures (equity and fixed income), volatility derivatives, OTC IR instruments, security financing transactions, bonds and equity cash transactions;- Model calibration and prototyping (Matlab & Python) - Data analysis (SQL);- Portfolio hedging methodologies;- Data Science stream of Deutsche Boerse;
Head Of The Risk And Control Unit
- Relocation from Prague to Brussels;- Participation in regular risk committees;- Provision of risk advices;
Risk Analyst At Risk Control Unit
- Risk management in a brokerage house active in Belgium and multiple CEE countries;- Market/credit risk (limit) framework setup;- Daily monitoring of market risks in prop trading activities and of credit risks in outstanding transactions in equity shares and derivatives;- Parameterization of margin requirements for positions in derivatives and of multiple (retail) leveraged loan products;- Tools creation; most prominently fully-fledged - DB and BI powered - automated stress tests and settlement risks calculations;
Peter M. education
Master, Computer Science
Bachelor, Economics, Summa Cum Laude
Exchange Studies, Business / Finance
Maturita
Frequently asked questions about Peter M.
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What company does Peter M. work for?
Peter M. works for European Central Bank.
What is Peter M.'s role at European Central Bank?
Peter M. is listed as Information Technology Engineer at European Central Bank.
Where is Peter M. based?
Peter M. is based in Frankfurt Rhine-Main Metropolitan Area, Germany while working with European Central Bank.
What companies has Peter M. worked for?
Peter M. has worked for European Central Bank, Eurex Clearing, Deutsche Boerse Group, Kbc Securities, Kbc Securities, Patria Finance, and Kpmg.
How can I contact Peter M.?
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What schools did Peter M. attend?
Peter M. holds Master, Computer Science from Charles University In Prague, Faculty Of Mathematics And Physics.
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