Dr. Roman Timofeev
Angestellt, Director, Deutsche Bank
Frankfurt am Main, Deutschland
Werdegang
Berufserfahrung von Roman Timofeev
Bis heute 15 Jahre und 6 Monate, seit Dez. 2008
Director
Deutsche Bank
Development and employment of methodology for LGD and CCF parameters for all portfolios and use cases (IRBA, IFRS9, EC)
1 Jahr und 4 Monate, März 2005 - Juni 2006
Research Assistant
Humboldt Universitaet zu Berlin
- Academic research related to the field of statistical modelling and risk management - Teaching undergraduate and graduate classes, offered by Chair of Statistics - Experience with specialized software or databases
3 Monate, Dez. 2004 - Feb. 2005
Trend Analysis Project
Innovationsgesellschaft InPro
Consulting Project: Development and implementation of trend detection software in Matlab
7 Monate, Jan. 2004 - Juli 2004
Recursive Portfolio Trading Project
Sal Oppenheim AG
Consulting Project: Development and implementation of automated stock trading software using "CART" (Classification and Regression Trees) in C++.
7 Monate, März 2003 - Sep. 2003
Risk Consultant
PriceWaterhouseCoopers
Diverse consulting projects by banks and companies in the area of Basel II, internal and financial audit, improvement of operation efficiency and ISO certification
8 Monate, Okt. 2001 - Mai 2002
Web Application Developer (Volunteer Position)
Arts & Cultural Council for Greater Rochester
Development of web-based search engine in Perl and its HTML interface
Ausbildung von Roman Timofeev
2 Jahre und 6 Monate, Juli 2004 - Dez. 2006
Statistics
Humboldt Universitaet zu Berlin
Master Thesis: “Testing Monotonicity of Pricing Kernels”
4 Jahre und 3 Monate, Juli 2004 - Sep. 2008
Statistics
Humbold Universitaet zu Berlin
PhD Thesis: “Statistical Aspects of Stock Picking and Risk-Averse Behaviour”
9 Monate, Sep. 2002 - Mai 2003
Management Information Science
Rochester Institute of Technology, Rochester NY, USA
undergraduate exchange program
2 Jahre und 6 Monate, Sep. 2002 - Feb. 2005
Master's Program in Economics and Management Science
Humboldt Universitaet zu Berlin; Higher School of Economics (Moskow)
double diploma program between HUB and Higher School of Economics in Moscow Master Thesis:“Classification and Regression Trees (CART). Theory and Applications”
3 Jahre und 10 Monate, Sep. 1998 - Juni 2002
Economics
Higher School of Economics
Financial markets
Sprachen
Englisch
Fließend
Deutsch
Fließend
Russisch
Muttersprache
Chinesisch
Grundlagen