Thomas Zellerer
Gesellschafter, Consultant für Risikomanagement und Financial Engineering, Quant Edge Solutions GmbH
Bad Homburg, Deutschland
Werdegang
Berufserfahrung von Thomas Zellerer
Bis heute 5 Jahre und 2 Monate, seit Apr. 2019
Lehrbeauftragter (Lecturer)
Frankfurt University of Applied SciencesLehrbeauftragter für die Veranstaltung Risk Management im Sommersemester/Betreuung Bachelorarbeiten.
Bis heute 13 Jahre und 8 Monate, seit Okt. 2010
Consultant für Risikomanagement und Financial Engineering
Quant Edge Solutions GmbH
Consultant for Risk Management & Financial Engineering Outsourcing & valuation model validation service for derivatives
5 Monate, Aug. 2010 - Dez. 2010
Freelance Consultant at HVB
Product Control - Structured Products
Responsible for producing guideline documents for testing the implementation of various complex payoff types in Sophis. Payoff Types covered by the documents included TARNs, Outperformance Options, Everest Coupon, Range Accrual, Cliquet Options etc. Approximately 1900 deals were checked in Sophis with a view towards ensuring that the implementation in Sophis accurately reflects what is indicated in the final terms and ensuring that an adequate valuation model was utilized.
8 Monate, Jan. 2010 - Aug. 2010
Senior Financial Engineer
ValuePrice AG
1 Jahr und 9 Monate, Juni 2006 - Feb. 2008
Assistant Manager, Financial Engineering
Manulife Financial
2 Jahre, Mai 2003 - Apr. 2005
Product Specialist
Fincad
1 Jahr und 5 Monate, Aug. 2001 - Dez. 2002
Financial Engineer
Value & Risk AG
Ausbildung von Thomas Zellerer
4 Jahre und 1 Monat, Jan. 2019 - 2023
BWL (Quantitative Finance)
Edinburgh Business School
Promotionsstudium/Doctoral Studies Course Stage: Doctoral Business Research 1, Doctoral Business Research 2, and Doctoral Business Research 3
3 Jahre und 7 Monate, 2017 - Juli 2020
BWL
Queen Mary, University of London
Marketing for Managers, Accounting and Finance, Strategic Management, Risk Management and Decision Making, Economics for Managers, Entrepreneurial Marketing
3 Jahre und 4 Monate, Sep. 2013 - Dez. 2016
Quantitative Finance
SOAS, University of London
Modelling Firms & Markets (Spieltheorie), Finanzökonometrie, Corporate Finance, Dissertation/Masterarbeit: Incorporating Dynamic Conditional Correlation methods into internal models used to calculate regulatory capital requirements for market risk under Basel regulations
4 Jahre und 8 Monate, Sep. 1998 - Apr. 2003
Economics
Simon Fraser University
Ökonometrie und Finance
4 Jahre und 2 Monate, Sep. 1990 - Okt. 1994
Mathematik
Simon Fraser University
Numerische Mathematik und Optimierung
Sprachen
Deutsch
Muttersprache
Englisch
Muttersprache