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May 05, 2011

PRMIA Munich welcomes Marc, Markus and Klaus as new steering committee members

We are delighted to inform you that the Munich PRMIA Steering Committee is joined by three senior PRMIA veterans. The new Committee members are (in alphabetical order):
Dr. Klaus Böcker
Dr. Markus Hirschberger, PRM, CQF
Dr. Marc Wagner, PRM, CFA

Klaus, Markus and Marc contributed significantly to PRMIA locally and globally over the last years.

Klaus has won the prestigious PRMIA New Frontiers Award in Risk Management in three out of four years in 2010, 2008 and 2007. He has presented twice at Munich PRMIA events and co-organized chapter events in Munich.

Markus received the prestigious PRMIA “Award of Merit 2005” and “Focus Award 2005”. He has joined PRMIA’s Education & Standards Committee in 2006 and is currently a member of the Exam Subcommittee. In 2009-2010, he was Co-Chair of the Exam Review Subcommittee and responsible for revision of the exam question database.

Marc joined the Steering Committee already last year. He initiated the seminar on risk management with Prof. John Hull in September 2010 which was definitely one of the highlights in the history of PRMIA Munich. Marc co-organised various PRMIA Munich events hosted at Allianz.
For a short CV of Klaus, Markus and Marc please see below.

The Munich Steering Committee now consists of the following members:

Dr. Klaus Böcker
Dr. Markus Hirschberger
Dr. Marc Wagner
Dr. Ulla Theiler
Michael Ege
Dr. Michael Thiergen
Prof. Rudi Zagst
Dr. Dominik Dersch (Regional Director)

Please join me in giving Klaus, Markus and Marc a warm welcome!

Regards,

Dominik Dersch

CVs:

Dr. Klaus Böcker is Director and Head of Risk Models in Deutsche Pfandbriefbank AG where he is responsible for market risk methods, counterparty credit risk and CVA calculations. Prior to joining Deutsche Pfandbriefbank, he was team head of "Risk Analytics and Methods" in UniCredit Group. In this capacity, one of his primary responsibilities was overseeing all quantitative aspects of UniCredit Group's economic capital model, in particular business risk, real estate risk, financial investment risk, and risk aggregation.
Klaus is in the Editorial Board of the Journal of Risk Management in Financial Institutions and is also research fellow at the Center for Mathematical Sciences at the Technische Universität München. He is conducting research in various fields of finance where he has authored and co-authored several articles that have been published in recognized finance and mathematical journals.
Klaus is also a frequent speaker at international risk conferences and at seminars about risk management and quantitative finance. In 2007, 2008 and 2010 he won the prestigious PRMIA Institute’s Award for New Frontiers in Risk Management related to his research activities. Klaus is editor of the two-volume book "Rethinking Risk Measurement" which has been published in 2010. In August 2007, Klaus was inducted by his peers as a charter member of the international Risk Who's Who honor society. Klaus holds a degree in Theoretical Physics and a PhD in Mathematics from the Technische Universität München.

Dr. Markus Hirschberger is a member of the Financial Solutions division at Munich Re, his tasks focus on hedging of market risks in Life Re transactions using liquid derivatives. Markus started his career at MEAG, the Asset Manager of Munich Re, where he held positions in Risk Controlling and Quantitative Research. His education includes a Diplom degree in Mathematics, doctoral degree in Mathematics and Postdoctoral Fellowship in Banking and Finance (Terry Business School, USA). He is a holder of the Professional Risk Manager (PRM), Financial Risk Manager (FRM) and Certificate in Quantitative Finance (CQF) certifications. Markus received the Professional Risk Managers’ International Association’s “Award of Merit 2005” and “Focus Award 2005”. He has joined PRMIA’s Education & Standards Committee in 2006 and is currently a member of the Exam Subcommittee. In 2009-2010, he was Co-Chair of the Exam Review Subcommittee and responsible for revision of the exam question database.

Dr. Marc Wagner is with Allianz Investment Management (AIM) in Munich since 2007. His current focus is on Solvency II preparations and Marc is working on credit risk controlling efforts, model validation, and complex financial instruments. He started at AIM with Asset Liability Management and Strategic Asset Allocation, before helping to set up group steering for P&C.
Prior to joining AIM, Marc spent two years at Allianz Global Investors where he was initially responsible for financial and liquidity management and then moved into risk controlling. Marc started his career within a Corporate Finance Consultancy.
Marc is a CFA-charter holder and received the PRM designation. He is a regular lecturer on mathematics and statistics as well as on finance and risk management. Marc is also editor of the German translations of Prof. Hulls “Futures, Options, and Other Derivatives”, as well as “Risk Management”.

Posted by ddersch at 08:48 AM | Comments (0)

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