Dustin Lichey

YEAH is a sub-project of the European Voluntary Service funded by the European Commission. It is a unique opportunity to come into contact with different cultures and to acquire soft skills and abilities through practical experience abroad, e.g. developing the ability to interact with persons of different language and culture. YEAH aims to - spread tolerance among young people of the European Union; - promote active citizenship; - support the development of local communities.

Calculation of strategic, tactical & actual asset allocations; Monitor asset portfolios using multidimensional reporting tools; Determine relevant data to compile financial market overviews; Figure security asset coverage ratios using sensitivity tests; Preparation of PowerPoint slides for Management- and Supervisory Board Meetings; Handle ad-hoc requests in risk controlling and reporting; Estimate new investments yields and concentration risks; Analyse convexity of fixed income portfolios

Analysing the Monte Carlo variance of the Market Pricing Modell and documentation of the results; Validation of the Sensitivity Calculation of the Market Pricing Modell; Analysing the Fixing Risk of Gold Quotations; Programming of Excel-, VBA- and XML tools; scientific research

Examination of model extensions and validation of the stochastic assessment model for asset-liability projections of Allianz Lebensversicherungs-AG and Allianz Private Krankenversicherungs-AG; Creating an Excel-tool for graphical analyses of the output of model screening processes; Enhancement of existing Excel- and Access-tools, e.g. a calculation tool for quantile of stress factor shock impacts or a compression tool for natural disaster data; Scientific research

statistics/stochastics; optimization; macroeconomics, investment, financing and risk management