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Manager Financial Engineering Unit at d-fine GmbH
Sebastian Schlenkrich is Manager in the Financial Engineering unit at d-fine, a leading consultancy company specialised in risk and finance. In this role he manages and delivers client projects on current valuation and risk management topics. Previously, in the Macro Valuation Methodologies Team at UBS Investment Bank, London he held global responsibilities for methodology and tool development of pricing model validation. A focus of his research and work are valuation methodologies for interest rate, FX and hybrid derivatives. Furthermore he works in the field of Algorithmic Differentiation and its application in finance. Sebastian holds a Ph.D. in Mathematics from Technische Universität Dresden and a MSc in Mathematical Finance from University of Oxford.