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.
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