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Curriculum Vitae (04/2011)


Kurt Annen
born 18 June 1974
single

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

Economist STAEDEL HANSEATIC SIA , RIGA Latvia

· 

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
   

04/1994

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
   

Databases:

MySQL, Microsoft SQL Server, SAP BW
   

scientific statistics and mathematical software:

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

Miscs:

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: http://ideas.repec.org/e/pan166.html
   

 

Author at IDEAS: Economics and Finance Research:Programming of free econometric Excel add-ins http://www.web-reg.de
   


[printable versions of my CV (pdf)]

DIN A4 Format

US-Letter Format

[curriculum vitae]
© 2011 Kurt Annen