Steffen Gattermann

Background

About Steffen Gattermann

Experienced Front & Middle Office Specialist and Risk Manager with more than 10 years working experience in Europe and Asia, especially Germany, China and Hong Kong. Currently working for Bank of Communications in Frankfurt as a Risk Manager, mainly dealing with risk measurement for all kind of risks, risk reporting, risk bearing capacity calculations and regulatory issues. Very familiar with Banking and Risk Management in Germany and Asia, especially China. Previously specialised in Sungard's Front Arena and Misys (Ex-Thomson Reuters) Trading & Risk Management Products like Kondor+, Misys Global Risk (MGR), Kondor Value at Risk (KVAR). Expertise includes Pricing of Financial Instruments and Derivatives (Interest Rates, Commodities, Credit, FX, Structured Products), Market and Credit Risk Management topics like Basel Regulatory Capital Requirements, CVA, PFE Simulations, Initial/Variation Margin, Central Counterparty Clearing, OIS Discounting, Value at Risk and Limit Management and other processes related to Position Keeping, Trading, Market Making or Trade Operations/Back Office. Solid Technical Skills like SQL, Oracle & Sybase, Unix and Programming