Dr. Hendrik Kaufmann
Angestellt, Portfoliomanager & Quantitative Analyst, Deka Investment GmbH
Frankfurt, Deutschland
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Berufserfahrung von Hendrik Kaufmann
Bis heute 3 Jahre und 4 Monate, seit März 2021
Portfoliomanager & Quantitative Analyst
Deka Investment GmbH
- Fixed Income Quant Portfoliomanagement - Factor Research - Infrastructure Development
- Research on factor investing in Fixed Income - Writing of white papers - Analysis of new data sets - Development of research and backtest environments
- Model development - Scorecards (Large Corps / Midcaps / other non-retail portfolios) - Stresstesting (CCAR) - Presenting and documenting results - Coordination of IT implementations - Participation in external audits (ECB / BaFin / Bundesbank)
4 Jahre und 1 Monat, Feb. 2010 - Feb. 2014
Research Fellow
Institute of Statistics, Leibniz University Hannover
Research on financial and economic time series; Teaching undergraduate and graduate students in various statistical methods
3 Monate, Feb. 2009 - Apr. 2009
Intern
E.ON Kernkraft GmbH
Excel-based modeling of power plant projects; Stochastic sensitivity analysis
Audit of a midsized company; Audit of the notes of a large corporation
Ausbildung von Hendrik Kaufmann
4 Jahre und 1 Monat, Feb. 2010 - Feb. 2014
Econometrics
Leibniz Universität Hannover
Thesis on 'Essays on Nonlinear and Explosive Time Series – With Applications to Financial Markets'; Supervisors: Philipp Sibbertsen (Leibniz University Hannover) and Jun Ma (University of Alabama)
4 Jahre und 4 Monate, Okt. 2005 - Jan. 2010
Economics
Leibniz Universität Hannover
Majors in banking & finance, controlling and statistics; Thesis on 'Nonlinear Time Series Models for Real Exchange Rates'
Sprachen
Deutsch
Muttersprache
Englisch
Fließend