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Peter Quell
Head of Portfolio Modelling for Market & Credit Risk at DZ BANK

Profile

Dr. Peter Quell is Head of the Portfolio Analytics Team in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of Internal Risk Models, Economic Capital and Model Risk. Prior to joining DZ BANK AG Peter was Manager at
d-fine GmbH where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics. Peter is member of the editorial board of the Journal of Risk Model Validation and a founding member of the Model Risk Managers International Association.

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Agenda Sessions

  • Interconnected Risk Models vs. Aggregated Model Risk

    10:00

Speakers at this event