Valentin Braun, Phd

Valentin Braun, Phd Email and Phone Number

Portfolio Management | Asset-Liability-Mgmt | Credit&Market Risk | Quantitative Analysis @ Athora
pembroke, bermuda
Valentin Braun, Phd's Location
Frankfurt, Hesse, Germany, Germany
About Valentin Braun, Phd

I have more than 10 years of experience managing multi-billion USD in systematic multi-asset strategies and designing insurance asset-liability-management and investment solutions. I hold academic degrees in Math and Quantitative Finance, and I have a strong passion for finding creative solutions and a dedication to continued learning. My technical skills, include proficiency in R, MATLAB and Python for data analysis, and I have an in-depth understanding of portfolio construction, asset-liability matching techniques, credit risk modelling and stochastic simulation methods. I quickly adapt to fast-paced and dynamic environments, collaborate and coordinate global resources and stakeholders for project efficiency, and I communicate effectively both with clients and at international conferences.

Valentin Braun, Phd's Current Company Details
Athora

Athora

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Portfolio Management | Asset-Liability-Mgmt | Credit&Market Risk | Quantitative Analysis
pembroke, bermuda
Website:
athora.com
Employees:
445
Valentin Braun, Phd Work Experience Details
  • Athora
    Group Head Actuarial Modelling Assets And Investment Strategy
    Athora Sep 2024 - Present
  • Moody'S Analytics
    Director - Alm | Investment | Risk Solutions
    Moody'S Analytics Jul 2022 - Oct 2024
    Frankfurt Am Main, Hesse, Germany
    > Economic Scenario Generator methodology> Credit risk model methodologies> Integration of stochastic market risk and credit risk models> Asset-Liability-Management (ALM)> Liability-aware portfolio optimization> Strategic Asset Allocation optimization> Climate and macro credit risk stress-tests> Private asset risk modelling and valuation> Lead project teams> Thought leadership and publication of use case/ white papers> Presentations at international conferences, e.g. IIF, RiskMinds, etc.
  • Deka Investment
    Senior Portfolio Manager Quant Gtaa
    Deka Investment Oct 2020 - Jul 2022
    Frankfurt Am Main, Hesse, Germany
    > systematic multiasset fund management; lead/colead responsibility 6 billion EUR AUM> pitches and performance review meetings> derivatives> strategic asset allocation> tactical asset allocation> member of the research platform (e.g. enhancement of the Black-Litterman portfolio construction; dynamic option strategy; maximum entropy covariance estimation)
  • Allianz Global Investors
    Portfolio Manager Systematic Multiasset (Vp)
    Allianz Global Investors Jul 2014 - Sep 2020
    Frankfurt Am Main, Hesse, Germany
    > Systematic multiasset fund management; responsible for 1.6 billion EUR AUM (majority pension funds)> Risk overlay > Equity, fixed income and FX derivatives> Liability-aware strategic asset allocations (pension funds/ endowments)> Pitches and performance review meetings> Member of the global multiasset R&D function (MultiAsset RiskPremia, MultiAsset Long/Short strategy, extreme value distribution based risk management, portfolio optimization under estimation errors, option based equity tail risk hedging, stochastic “longterm Capital Markets” simulation framework)
  • Allianz Global Investors
    Financial Engineer
    Allianz Global Investors Feb 2011 - Jun 2014

Valentin Braun, Phd Education Details

Frequently Asked Questions about Valentin Braun, Phd

What company does Valentin Braun, Phd work for?

Valentin Braun, Phd works for Athora

What is Valentin Braun, Phd's role at the current company?

Valentin Braun, Phd's current role is Portfolio Management | Asset-Liability-Mgmt | Credit&Market Risk | Quantitative Analysis.

What schools did Valentin Braun, Phd attend?

Valentin Braun, Phd attended Goethe-Universität Frankfurt A. Main, Ebs Universität Für Wirtschaft Und Recht, University Of Arizona, Eller College Of Management, Fernuniversität In Hagen.

Who are Valentin Braun, Phd's colleagues?

Valentin Braun, Phd's colleagues are Mike Wells, Patricia Garcia, Fcca, Andrew Piper, Fred Kleisner, Luc Morren, Eirnín Ramsey, Nial Connor.

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