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Jochen Theis
Head of Market Risk Methodology at Deutsche


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.

Jochen Theis's Network

Agenda Sessions

  • Differences between Risk Theoretical and Hypothetical P&L, and how problematic are these likely to be?

  • FRTB panel: how much are business models going to change?


Speakers at this event