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Curriculum Vitae (04/2011)

Kurt Annen
born 18 June 1974

I. Career Objective

Seeking a corporate position where my expertise in econometrics, mathematics and quantitative modelling will be fully utilized in a growing environment.

II. Skills

Possessing excellent skills in econometrics and computer management with proven performance in completing tasks involving programming, developing, and analyzing. Moreover I am highly responsible, diligent, creative and self-motivated individual with strong social skills.

III. Professional Experience (Reference available on request)

10/2009 - present

Trader / Quantitative Analyst – Portfolio Investments / Strategic Asset Allocation at NORD/LB.  HANNOVER Germany


Project Manager: build up an ABS Monitoring system including Due Diligence of possible vendors.


Valuation of CLO/CMBS/RMBS cashflow models.


Developing ABS-Amortisation and RWA forecast model.


Modelling and programing a capital markets model


Establishing a strategic asset allocation


Responsible for the credit spread forecast workshop


09/2008 - 09/2009

Senior Structurer / Risk Modeller HSH Asset Management S.A. ,KIEL Germany


Structural Engineering of special funds


Quantitative performance test of external products


Risk measurement of several asset classes.


FX Hedging of Private Equity Investments


Due Diligence of credit funds


05/2007 - 08/2008

Quantitative Analyst HSH Financial Markets Advisory S.A. ,KIEL Germany


For the HSH Nordbank treasury project manager of a quantitative spread model


Quantitative model validation of several in-house fund ideas


Validation of a in-house pricing model/software for synthetic CDO


Development of a quantitative model for inflation linked bonds regarding further development of a capital markets model


Project to establish a portfolio management system


05/2006 - 04/2007



Development of econometric software to test quantitative trading systems


Development and programming a rollover rule to generate a synthetic commodity future index


Design and development of an update environment for internal data bases


Execution of economic analysis of financial markets


05/2003 - present

Self-employed [web:reg], software developer and consultant, Neuss, Germany / Riga, Latvia

·  Developement of free econometric software and Excel Add-Ins.
·  Provided customer service concerning my software.
·  Development of individual econometrical solutions for several companies.

05/2003 - 05/2006

Consultant Assistant at DST-Hossbach-Immobilien, real estate broker in Düsseldorf, Germany

·  Carried out market analysis and regional real estates valuation and developed a successful marketing strategy.
·  Negotiated substantial contracts with customers.
·  Ensured that data on trends were analysed and interpreted to support valuation forecasts (regional market).

07/2001 - 10/2001

Internship at Günes Sigorta, insurance company in Istanbul, Turkey

·  Prepared statistics for calculating the share holder value.

07/2000 - 10/2000

Internship at TECIS FDL, financial service provider in Cologne, Germany

·  Negotiated substantial contracts with customers.
·  Verified insurance billing.
·  Acquisition of new client.

03/2000 - 04/2003

Student Assistance at DST-Hossbach-Immobilien, real estate broker in Düsseldorf, Germany

·  Provided technical IT-support for the company's business systems.
·  Organised a strategy to develop a distribution channel for Italian armoured doors with clients.

03/1998 - 09/1999

Accountant at Sun Direct (now DA Direkt), insurance company in Düsseldorf, Germany

·  Prepared statistics for the accounting department.
·  Verified the receipt of payment and accuracy of policy billing statements.

IV. Education

05/1995 - 05/2003

University of Cologne, Germany

Diplom Volkswirt (equivalent to Master of Economics)

Focus: econometrics, statistics and dynamic/monetary macroeconomics

Thesis: “Monetäre Transmission und der Liquiditätseffekt in dynamischen allgemeinen Gleichgewichtsmodellen“ (Monetary transmission and the liquidity effect in dynamic general equilibrium models)


03/1996 - 04/1997

Compulsory alternative service , ST. HUBERTUS FOSTER HOME, NEUSS Germany



Abitur (equivalent to A-levels UK), MARIE CURIE GYMNASIUM, NEUSS Germany 

V. Computer Skills

Operating systems:

Windows 2000/XP, Win9x, Linux


Programming languages:

C, C++, Visual Basic, PowerBasic, JAVA, HTML, PHP, PERL, MatLab/Octave, Assembly (x86), Fortran



MySQL, Microsoft SQL Server, SAP BW


scientific statistics and mathematical software:

E-Views, SPSS, Statistica, Mathematica, Maple, R, GRETL



Bloomberg , SCDM ABSGate/CASCADE, CDO Evaluator, CDROM, SfW, CDO Net

VI. Languages


German: native, English: excellent, Turkish: basic, Latvian: basic


Countries of expereience

Germany, Turkey, Latvia, Luxembourg

VIII. Miscellaneous


Author at IDEAS: Economics and Finance Research:



Author at IDEAS: Economics and Finance Research:Programming of free econometric Excel add-ins


[printable versions of my CV (pdf)]

[curriculum vitae]
© 2011 Kurt Annen