QuantMinds International is part of the Informa Connect Division of Informa PLC
This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.
Jochen Theis joined Deutsche Bank in February 2018 as Head of Market Risk Methodology based in Berlin. He was previously responsible for market risk methodology and pricing model validation at Standard Chartered Bank from September 2010, based in Singapore. He has been working on FRTB since its inception.
Jochen started his career as a front office quant working on interest rate models, working for several investment banks in London. He then moved from the Front Office to Risk to head a pricing model validation team, and subsequently became involved in risk and capital models.