Alexander GieseManaging Director, Head of Quantitative and Digital Development for Trading at UniCredit
Alexander Giese is a Managing Director and the Head of Quantitative and Digital Development for Trading at UniCredit. Prior to joining UniCredit in 2002, Alexander worked as a repo trader at Deutsche Bank. He graduated in financial mathematics from Technical University Berlin and also holds a MSc in financial mathematics from Florida State University. His main research interests include stochastic volatility models, hybrid models and static hedging. Recently, he is exploring applications of machine learning in the context of front office trading.