Michael Amrein's Location
Zürich, Switzerland
Michael Amrein's Work
- Head Ai, Monitoring and Surveillance Models Validation @ UBS
- Head Monitoring, Surveillance and Operational Risk Models Validation @ UBS
- Head Consequential Risk Aggregation Methodology @ UBS
- Quantitative Analyst Statistical Backtesting @ UBS
- Head Statistics Assistant Group and Teaching Assistant @ Singapore-ETH Centre
Michael Amrein's Education
- ETH Zürich
Aktuar SAV (Actuary SAA) (Actuarial Science)
2013 - 2018 - Eidgenössische Technische Hochschule Zürich
Dr. sc. ETH Zürich (PhD) (Statistics)
2007 - 2010 - Eidgenössische Technische Hochschule Zürich
Dipl. Math. ETH mit Auszeichnung (MSc with Distinction) (Mathematics)
2001 - 2006
Michael Amrein's Skills
- R
- Algorithms
- Matlab
- Financial Modeling
- Data Analysis
- Oracle Database
- Time Series Analysis
- LaTeX
- Programming
- Risk Management
Michael Amrein's Summary
Michael Amrein, based in Zürich, Switzerland, is currently a Head Ai, Monitoring and Surveillance Models Validation at Ubs, bringing experience from previous roles at Ubs and Eth Zurich. Michael Amrein holds a 2013 - 2018 Aktuar SAV (Actuary SAA) in Actuarial Science @ ETH Zürich. With a robust skill set that includes R, Algorithms, Matlab, Financial Modeling, Data Analysis and more, Michael Amrein contributes valuable insights to the industry. Michael Amrein has 2 emails on RocketReach.
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