Sohail Ahmed Khan

Abschluss: Master, M.Sc. Finance, University of Ulm

Ulm, Deutschland

Fähigkeiten und Kenntnisse

M.Sc. Finance
M.Sc. Applied Mathematics
B.Sc. (Honors) Mathematics
Financial Mathematics
Quantitative Finance
Financial Engineering
Mathematical Finance
Credit Derivatives
Credit Risk
Credit Default Swaps
CDS
Collaterized Debt Obligations
CDOs
CDO^2 Squared
Basket Default Swaps
nth-to-Default Swaps
Interest Rate Derivatives
Term Structure
Constant Proportion Portfolio Insurance
CPPIs
Constant Proportion Debt Obligations
CPDOs
Financial Derivatives
Structured Products
Structuring
Value-at-Risk VaR
Levy Process
Levy Finance
Monte Carlo Simulations
Actuary
SOA / CAS
Insurance
Credit Analysis
Fixed Income
Interest Rate Models
Credit
Equity
Commodity
FX
Asset Allocation
Quantitative Risk
Research
Model Validation
Calibration
Trading
Capital Markets
Financial Markets
Option
Exotic Option
Risk Management
Value-at-Risk (VaR)
Problem solving skills
Quantitative skills
Actuarial Models
Testing
Teamwork
Project Management
Independent work
Linux
Windows
Visual Studio
Object Oriented Programming
OOP
C++
Java
Word
Excel
PowerPoint
VBA
MATLAB
SPlus
FinMetrics
R
RQuant
Rmetrics
RQuantLib
Stata
QuantLib
Bloomberg
(La)TeX
Languages: English
German
Urdu
Arabic
Hindi
Persian

Werdegang

Berufserfahrung von Sohail Ahmed Khan

  • 4 Jahre, Okt. 2006 - Sep. 2010

    Working Student / Part time Employment

    P3 communications GmbH, Ulm Germany

    Software Testing, Verification

  • 1 Jahr und 1 Monat, Sep. 2005 - Sep. 2006

    Working Student

    LogicaCMG GmbH & Co. KG Ulm, Germany

    Software Testing, Verification

  • 2 Jahre und 5 Monate, Juni 2002 - Okt. 2004

    Lecturer

    University of Karachi, Karachi Pakistan

    Lecturer in Mathematics at Department of Computer Science

Ausbildung von Sohail Ahmed Khan

  • 4 Jahre und 5 Monate, Okt. 2004 - Feb. 2009

    Finance, Mathematical Finance

    University of Ulm

    Financial Mathematics, Derivative Securities Modeling, FE with IR Derivatives, Asset Pricing, Credit Analysis, Investment & Risk Management, Markov Chains and MC Simulation, Econometric & Simulation in FE, Financial Methods in Insurance, Risk Theory, Credit Risk/Derivative Products, CDS, CDO, CPPI

  • 1 Jahr, Jan. 2001 - Dez. 2001

    Mathematics

    University of Karachi

  • 3 Jahre, Jan. 1998 - Dez. 2000

    Mathematics

    University of Karachi

Sprachen

  • Englisch

    Fließend

  • Deutsch

    Gut

  • Arabisch

    Grundlagen

  • Urdu

    -

  • Hindi

    -

  • Persian

    -

  • Punjabi

    -

Interessen

Cooking
Financial Modeling and Implementation in C++
R
Rmetrics
RQuant
Excel
VBA
MATLAB
Financial Engineering
Quantitative Finance/Economics
Model Calibration
Validation and Analysis

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