Bridging financial requirements and technical implementation
Independent management consultant since 2007
PhD in Physics (Freiburg) and M.Sc. in Mathematical Finance (Oxford)
Pricing · Risk Controlling · Market Data · Auditing · QuantLib · C++ · C# · Java · Databases · Docker · GitHub Actions
Algorithm to hedge interest–rate balance with swaps and deposits.
Implementation for valuation and risk of structured products.
Support and extension of internal quant libraries and apps.
Contributions to quantitative finance tooling and open collaboration.
Author and maintainer of a Java language binding for QuantLib, distributed as a Maven module. This enables integration of the QuantLib C++ library with JVM-based applications used in pricing and risk systems.
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