Carlo Borin
Assistant Vice President, Credit Risk Methodology Quant at Deutsche Bank
Based in Berlin, Germany
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Seniority
Other
Department
Other
Location
Berlin
Industry
Financial Services
Company size
82K
Contact information
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c•••••••@db.com
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Background
About Carlo Borin
CFA Charterholder professional with 7+ years' experience in Risk Management, especially in Quant models (Credit Risk).I've been working on IFRS9, A-IRB and early warning models, hedging strategies, pricing of complex products and counterparty risk using different programming languages (Python, SAS, R, MATLAB, VBA, Excel).My final dissertation produced a comparison of wrong-way risk CVA using 4 different techniques: change of measure, 2D Monte Carlo, Gaussian Copula resampling approach and Basel (No-WWR and WWR).Have attended the ARPM (Advanced Risk Portfolio Management) Marathon provided by Attilio Meucci and obtained the ARPM certificate in July 2018. Won a sponsorship - offered by Eurizon Capital SGR - in August 2018 to be present at the ARPM Bootcamp in New York City, USA.
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