Jürgen takes responsibility for the quantitative components of WeatherSuite, the company’s integrated weather derivatives trading and risk management software. In particular, he will lead the company’s original research into weather derivatives pricing and portfolio risk management, in conjunction with the company’s commercial and academic partners. Jürgen joins the company from Lombard Risk Systems where he was Financial Engineer and Product Manager for Numerical Models. Whilst at Lombard, Jürgen designed and implemented exotic interest rate option components, Monte Carlo engines for Value at Risk, and software implementations of Extreme Value Theory, all of which are directly relevant to weather derivatives.
The annual BNP Paribas Cash Management University kicked off on Thursday morning with treasury professionals congregating in Paris from across Europe.
APIs may be a solution to MT940 challenges, says Karen Fagan, treasury operation manager, for British television company, ITV.
Kicking off the first day of the Singapore Fintech Festival, issues with cryptocurrencies were addressed by MIT media labs director, Joi Ito, and panels of technology leaders discussed how they’re using data analytics.
Sibos 2017 day two highlights: Brexit and banking, and why ‘data is the new oil’ in financial services
How nation first politics can impact global financial organisations It’s clear that data and regulation are the two key topics that are ... read more