As part of my work at the Deutsche Bundesbank, I have been dealing with the various quantitative models and methods used by banks for risk measurement for 6 years now. My main task is to determine whether the mathematical models comply with regulatory requirements. I do not have a special focus, but cover the entire range of risk types and banks. Therefore, I was able to acquire and successfully apply an extensive know how of different mathematical methods and models as well as the associated regulatory requirements.
I previously worked as a research assistant at the Chair of Applied Analysis at the University of Rostock under Prof. Dr. Takác and received my PhD during this time. In my dissertation I dealt with nonlinear Black-Scholes equations. My research interests were mainly in the field of partial differential equations and their application in financial mathematics. Due to professional and private commitments, I have not been able to pursue these research interests lately.