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Matthias Weber Location
United Kingdom
Matthias Weber Work
Head of Valuation Model Validation @ (August 2022 - Present)
Head of Credit Derivatives - Global Model Validation @ (August 2010 - July 2022)
Model Validation Credit Derivatives @ (January 2009 - August 2010)
Model Validation Credit Derivatives @ Dresdner Kleinwort (January 2005 - August 2009)
Model Validation Credit Derivatives @ Dresdner Bank AG (January 2003 - January 2005)
Software Engineer - Risk Components @ Dresdner Bank AG (January 1998 - January 2003)
Consultant @ Brandt und Partner (January 1995 - January 1998)
Matthias Weber Education
Friedrich-Alexander-Universität Erlangen-Nürnberg
PhD (Theoretical Physics)
1986-1995
Neues Gymnasium Nuernberg 1975-1984
Matthias Weber Skills
Derivatives
Quantitative Finance
Credit Derivatives
Stochastic Calculus
CVA
Monte Carlo Simulation
Financial Markets
Fixed Income
Market Risk
VBA
Sybase
Financial Risk
Trading Systems
FX Options
Options
Quantitative Analytics
Microsoft Excel
Java
Matthias Weber Summary
Matthias Weber, based in United Kingdom, is currently a Head of Valuation Model Validation at Nomura. Matthias Weber brings experience from previous roles at Nomura International, Commerzbank AG, Dresdner Kleinwort and Dresdner Bank AG. Matthias Weber holds a 1986 - 1995 PhD in Theoretical Physics @ Friedrich-Alexander-Universität Erlangen-Nürnberg. With a robust skill set that includes Derivatives, Quantitative Finance, Credit Derivatives, Stochastic Calculus, CVA and more. Matthias Weber has 3 emails on RocketReach.
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