Dr. Alexandre Kurth

Angestellt, Risk Analyst, Finma - Swiss Financial Market Supervisory Authority

Zürich/Bern, Schweiz

Fähigkeiten und Kenntnisse

Credit Risk Quantification Methods
Basel II
Regulatory Requirements
Stress Testing
Rating Tools

Werdegang

Berufserfahrung von Alexandre Kurth

  • Bis heute 12 Jahre und 6 Monate, seit 2012

    Risk Analyst

    Finma - Swiss Financial Market Supervisory Authority

    Cross-sectional supervision/regulation topics: Stress Testing, Pillar 2 Risk Aggregation, Concentration Analysis, Liquidity Risk, Operational Risk. Member of the Supervision & Implementation Group (Subgroup of the Basel Committee on Banking Supervision BCBS)

  • 1997 - 2012

    Managing Director, Credit Risk Analyst

    UBS AG

    various positions in Quantitative Credit Risk Methods for SME business, retail, mortgages, lombard (e.g. Expected Loss, Rating, LGD, Portfolio Modelling, Credit VaR, Stress Testing, Concentration Analysis, Expected Shortfall) since 2002 leader of various teams (2-20 persons)

  • 1996 - 1997

    Research Fellow, Lecturer

    University of British Columbia

  • 1987 - 1995

    Mathematics teacher

    High School Basel

    irregular short term teaching assignments

Ausbildung von Alexandre Kurth

  • 1996 - 1997

    Mathematics

    University of British Columbia

    Algebraic Groups

  • 1992 - 1996

    Mathematik

    Universität Basel

    Algebraic Transformation Groups

  • 1991 - 1992

    Mathematics

    University of British Columbia

  • 1984 - 1990

    Mathematik

    Universität Basel

Sprachen

  • Deutsch

    Muttersprache

  • Englisch

    Fließend

Interessen

Family
Mountain Bike
Ski
Running
Stereo

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