Julian Eberhardt

Background

About Julian Eberhardt

I’m a risk analyst working at DZ BANK AG since 2011, currently in the department of counterparty credit risk. Starting my professional career gathering experience in the area of collateral management from a front to back perspective during my cooperative degree program. For the past 4 years I have been focussing on central counterparty risk methodologies. Currently working on the implementation of a standardised initial margin model and the integration of initial margin in the methodology for measuring replacement risk. I’m in charge of the daily explain of derivatives valuation for measuring counterparty credit risk exposure and margining purposes. As well as performing portfolio reconciliation and dispute resolution solving issues regarding the valuation of derivatives. In the last years I became the competent contact for different departments answering CCP related questions. Due to my preferences for prototyping I was lately able to provide my skills in generating a python based prototype of an initial margin model in our project activities helping to forecast the impact of this regulatory driven changes on economic and regulatory figures. Furthermore I’m involved in gathering data for requests by external supervisors. I prefer working and especially discussing findings in small groups, challenging my or the others results to generate the best possible outputs. My colleagues would describe me as loyal and conscientious. Helping each other is very important to me, especially to improve to relationships across different divisions. Working together with front office departments, understanding their needs but keeping the position of a risk manager in mind helps enhancing business activities. I studied in Mannheim at DHBW (Bachelor) and in Frankfurt at FOM (Master) with a major in risk management and treasury. I am interested in hearing from alumni, former colleagues or people working in the same area as I do, so feel free to contact me on LinkedIn to connect.