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Rebecca Declara Interest Rates Options Trader at BayernLB

Profile

Rebecca is a quantitative finance professional, experienced both in trading and risk modelling. She complements her current role as an interest rate options trader at BayernLB with quantitative projects focusing on the transparent pricing and risk management of structured interest rate derivatives. Prior to this role, Rebecca worked as an XVA Quant where she contributed to the development and implementation of several methodological XVA initiatives (e.g. MVA) and was the responsible project leader for the implementation of a bank-wide XVA pricing and risk management system. Rebecca holds a M.Sc. in Financial Mathematics and a M.A. in Philosophy from the Ludwig Maximilian University of Munich.

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