Senior Portfolio Manager

4/2014 – offen

• Client facing portfolio management of institutional Multi Asset portfolios including strategic and tactical asset allocation, fundamental and technical analysis, stock picking, benchmarking, rebalancing and reporting
• Implementation and management of Risk, Volatility and FX Overlays, including intraday VaR and volatility calculations (Garch and eGarch), Monte-Carlo-Simulations, Risk and Performance Analysis and hedging via Futures (EQ, FI, FX), Forwards (FX), CDS and Inflation Swaps.
• Implementation of evidence based, data driven decision making with Big Data / AI

Asset-Management, Investmentberatung, Risikomanagement (Finan.), Data Science, Big Data