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Peter M. Email & Phone Number

Information Technology Engineer at European Central Bank
Location: Frankfurt Rhine-Main Metropolitan Area, Germany 7 work roles 4 schools
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Current company
Role
Information Technology Engineer
Location
Frankfurt Rhine-Main Metropolitan Area, Germany
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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.

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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

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Peter M.'s current company

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European Central Bank
European Central Bank
Information Technology Engineer
Germany
Website
Employees
4893
AeroLeads page
7 roles

Peter M. work experience

A career timeline built from the work history available for this profile.

Data Scientist

Frankfurt Am Main Area, Germany

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

Apr 2018 - Jul 2021

Quantitative Financial Risk Manager

Frankfurt Am Main Area, Germany

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;

Jan 2014 - Mar 2018

Head Of The Risk And Control Unit

Brussels, Belgium

- Relocation from Prague to Brussels;- Participation in regular risk committees;- Provision of risk advices;

Apr 2012 - Oct 2013

Risk Analyst At Risk Control Unit

Prague, The Capital, Czech Republic

- 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;

Oct 2008 - Mar 2012

Assistant At Risk Advisory Services

(Software) penetration testing

Jan 2008 - Sep 2008
4 education records

Peter M. education

Bachelor, Economics, Summa Cum Laude

Charles University In Prague, Institute Of Economic Studies

- Parallel study of economics with an emphasis on mathematics, statistics and econometrics; - My thesis explaining the existence.

Maturita

Gymnazium Alejova 1, Kosice
FAQ

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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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