Franziskus Dürr
Angestellt, Head S2 Internal Model Reporting & Tools, AXA Group Risk Management
Zürich, Schweiz
Werdegang
Berufserfahrung von Franziskus Dürr
Bis heute 8 Jahre und 9 Monate, seit Sep. 2015
Head S2 Internal Model Reporting & Tools
AXA Group Risk Management
- Leading Group process of Solvency Capital Requirement calculation (Pillar 1) under Solvency II - Aggreagating group figures and report to AXA Group's top management - Leading Solvency Capital Projection process for ORSA and Strategic Planning - Responsible for regulatory stress testing exercises - Leading IT projects for AXA Group's central risk management data base in SAP and workflow platform to make risk management process fully auditable on all calcuation steps
2 Jahre und 10 Monate, Nov. 2012 - Aug. 2015
Risk Manager
AXA Group Risk Management
- Calculation of Solvency Capital Requirement (Pillar 1) in Solvency II framework - Aggregation of SCR results of local entites in order to disclose group results - Preparation of model changes for approval of internal model towards different regulators - SCR projections for ORSA and strategic plan - Impact estimation of asset allocation changes on the solvency capital requirement
7 Jahre und 4 Monate, Feb. 2008 - Mai 2015
Member of the Board of Directors
hedgeanalytics AG
2 Jahre und 1 Monat, Okt. 2010 - Okt. 2012
Risk Manager
AXA Group Risk Management
- Generation of Risk Neutral Scenarios for EEV calculation - Generation of Real World Scenarios for ALM studies - Calculation of Standard Formula in Solvency II framework - Optimization/Automatization of processes
1 Jahr und 9 Monate, Jan. 2009 - Sep. 2010
Research Associate
ZHAW, Center Alternative Investments and Risk Management
Resposible for quality, enhancement, www.hedgegate.com, quantitative analysis, research project: Ratings for Fund of Hedge Funds, Art as Investment
2 Jahre und 1 Monat, Dez. 2006 - Dez. 2008
Research Assistant
ZHAW, Center Alternative Investments and Riskmanagement
Resposible for quality, enhancement, www.hedgegate.com, quantitative analysis, research project: Ratings for Fund of Hedge Funds
Ausbildung von Franziskus Dürr
2 Jahre und 1 Monat, Sep. 2008 - Sep. 2010
Zurich University of Applied Sciences
Art Index, Bias Analysis of Fund of Hedge Funds
3 Jahre und 2 Monate, Okt. 2003 - Nov. 2006
Finance
Zurich University of Applied Sciences
Major: Risk Management, Finance, Econometrics
Sprachen
Deutsch
Muttersprache
Englisch
Fließend