Johannes Probst

Within Deutsche Bank’s Risk division, Risk Analytics & Living Wills (RA&LW) works globally with all business divisions. Risk Analytics is responsible for qualifying DB for the Advanced Internal Ratings Based Approach under Basel II, rating & scoring methodologies in general, calibration & validation of risk parameters, Economic Capital modelling as well as its applications (pricing, client profitability, stress testing, portfolio optimisation, etc.).

Unterstützung des Projektmanagements und Analyse diverser derivativer Finanzprodukte im Rahmen einer Regulatorik-Umsetzung bei einem international tätigen Finanzdienstleister.

Mathematical Finance - Quantitative Finance - Portfolio Analysis - Risk Management

- Value-at-Risk - Discrete Time Finance - Partielle Differentialgleichungen