at MWB Fairtrade AG
Frankfurt Am Main Area, Germany
at MWB Fairtrade AG
Frankfurt Am Main Area, Germany
I trade my own account with quantitative methods based on backtesting for a living. I also provide consulting services for individuals and organisations looking to put their trading activities on solid statistical foundations as well as define and control their risks and exposures.
Trading systems design, Trading systems programming, Backtesting, Proprietary Trading, Long/Short Strategies, Risk Management
(Privately Held; Myself Only; Financial Services industry)
July 2004 — Present (5 years 5 months)
As owner of backtesting.de, I offer consulting and programming services for professional clients in the financial industry. My main focus is on implementing semi/fully automated trading systems for stocks and commodities.
(Financial Services industry)
November 2008 — February 2009 (4 months)
(Public Company; 10,001 or more employees; CBK.F; Banking industry)
May 2007 — June 2007 (2 months)
Building an intranet web site for department at a large german bank. Gather and compile information from sub-departments. Structuring general topics and ensuring maintainability. Working directly with management to ensure timely delivery of content input from sub-departments.
(Public Company; 10,001 or more employees; Banking industry)
November 2001 — September 2004 (2 years 11 months)
Several projects in large german banks. Worked as an independent ("freelance") contractor. Typical project length: 4-6 months full-time.
Main focus: Spcification and implementation of database applications to quantify and model market risk
(Public Company; 1001-5000 employees; FRA:DB1; Financial Services industry)
November 2000 — October 2001 (1 year )
General job description:
Business Analyst and Consultant in Xetra Market Design, responsible as team member and project leader in various projects around modelling the markets that Deutsche Boerse AG, provides on its XETRA and XONTRO platforms.
Main focus:
Coordinated the communication of new market models with the floor trading community
Planning and establishing market models for the transition of floor-based trading onto new electronic platforms
(Privately Held; 1-10 employees; Financial Services industry)
January 2000 — October 2000 (10 months)
A deputy specialist ("stellvertretender amtlicher Kursmakler") provided a market in top-segment, officially traded stocks ("amtlicher Handel") on a german stock exchange floor. He was the only person that can see the full market depth for the stocks he is responsible for. He is also responsible for providing an orderly market meeting the highest standards in german exchange trading.
He typically had full procuration to take positions and conduct all trading activities for his firm in lieu of the Specialist.
Becoming a deputy specialist was only possible by appointment through the finance ministry.
No such official positions exist after the finance market reform in germany. Securities trading is now supervised by "free specialists" tat are appointed by the stock exchange rather by than by the ministry.
Diploma , Psychology , 1992 — 2000
Focus on atrificial neural networks and psychological methodology.