Bernhard Hientzsch
Adjunct Professor @Nyu Courant Institute School Of Mathematics, Computing, And Data Science
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WORK HISTORY
Adjunct Professor @Nyu Courant Institute School Of Mathematics, Computing, And Data Science
Teaching in the MS Mathematics in Finance program
EDUCATION
New York University
Ph.D., Mathematics
Universitaet zu Koeln
Dipl.-Math. (M.S. equivalent), Mathematics, Minor: Computer Science
MANOS (Martin Andersen Nexoe)
Abitur (general qualification for university entrance), Intensive Studies in Mathematics, Natural Sciences, and Technology
Technische Universität Dresden
Vordiplom (B.S. equivalent), Mathematics, Minor: Mechanical and Structural Enginnering
SKILLS
ABOUT BERNHARD HIENTZSCH
As the Validation Head for Exotic Equity at Model Risk at Morgan Stanley, lead and supervise a team of quantitative analysts responsible for assessing model risk and independently reviewing and validating trading models in equity (including hybrids), oversee the full lifecycle of model reviews and validations. As the Head of Market Modeling Techniques in Model Risk at Wells Fargo, developed, implemented, validated, and benchmarked models. Ran and managed validation activities for various asset classes and contexts. Advised and Mentored.Implemented systems and environments that enable better pricing, risk, validation, verification, oversight, and benchmarking, with interfaces to front office, middle office, back office, and risk systems, as necessary. Worked on generic components/implementations/approaches for MC/AMC/LSM, PDE, and deepBSDE/ deepPDE/deep* approaches using the power and expressiveness of DNN/DL/computational graphs for the solution of mathematically or financially interesting models. Invited Speaker for Workshops and Conferences of various organizers receiving great reviews from attendees and organizers.
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