Siu Chan Email
Model Validation Specialist - Model Risk Management (Portfolio Model and Alpha) @ Deutsche Bank
Siu Chan's Location
Frankfurt Am Main, Hesse, Germany
Siu Chan's Work
- Model Validation Specialist - Model Risk Management (Portfolio Model and Alpha) @ Deutsche Bank
- Risk Methodology Analyst - MLRM and Risk Methodology (Theoretical Backtesting) @ Deutsche Bank
- Trainee - Division of Risk Analysis @ European Central Bank
- Working Student @ Pensimo Management AG
- Assistant Manager - Financial Risk Management Team @ GCA Professional Services Group
Siu Chan's Education
- University of St.Gallen
Master of Arts (MA) (Quantitative Economics and Finance)
2013 - 2016 - Georgia Institute of Technology
Master of Science (MS) (Computer Science)
2017 - 2020 - The Hong Kong University of Science and Technology
Master of Science (MSc) (Mathematics)
2008 - 2009
- The Chinese University of Hong Kong
Bachelor of Science (Hons) (Statistics)
2005 - 2008 - Wah Yan College, Hong Kong1998 - 2005
Siu Chan's Skills
- R
- Structured Products
- Interest Rate
- Valuation
- Financial Engineering
- Stochastic Calculus
- Matlab
- Financial Modeling
- Derivatives
- Bloomberg
Siu Chan's Summary
Siu Chan, based in Frankfurt Am Main, Hesse, Germany, is currently a Model Validation Specialist - Model Risk Management (Portfolio Model and Alpha) at Deutsche Bank, bringing experience from previous roles at Deutsche Bank, European Central Bank, Pensimo Management AG and GCA Professional Services Group. Siu Chan holds a 2013 - 2016 Master of Arts (MA) in Quantitative Economics and Finance @ University of St.Gallen. With a robust skill set that includes R, Structured Products, Interest Rate, Valuation, Financial Engineering and more, Siu Chan contributes valuable insights to the industry. Siu Chan has 1 email on RocketReach.
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