About Me

I am working as a management consultant of a leading consulting practice for financial services. I have succesfully completed projects in the field of quantitative risk management, mathematical simulation and data analytics such as analyzing, modelling, validating, processing data in order to develop and validate mathematical-statistical models in an efficient and effective way. After end of work, I enjoy doing sports such as football, running, Beach volleyball, hiking or skiing. As leisure, I also play piano and I am a fan of card and board games.

Download Resume

Work

EY (Ernst & Young)

Manager • October 2015 - Present

I am part of EY's Financial services consulting practice and member of the Quantitative & Analytics Services team. I am currently based in the Stuttgart office. I am a subject matter expert for modeling and estimation of credit and market risk parameters such as PD, LGD or VaR. Moreover, I develop scorecards for rating systems and advanced Machine Learning models. In addition, I build tools in R and Python and design frameworks for the validation of risk model and AI systems. In addition, I perform valuation of derivatives, test and certify banking software and support the audit of financial statements at EY as a specialist.

University of Heidelberg

Research and student assistant • Februar 2011 - January 2015

I taught physics to undergraduates as a teaching assistant. I tutored exercise groups and instructed Lab courses. Further, I assisted in the administration covering personal management, purchases and office matters. In 2014, I was a scientific member of a measurement campaign in Brazil.

Theodor-Schneller-School

Volunteer • August 2006 - July 2007

As part of my Community service abroad, I was in charge of a residential youth group in the boarding house. I supervised their homework, provided coaching and offered individual sport activities.

Education

University of Heidelberg

M.Sc. Physics • March 2015

I was enrolled in the Master program of Physics and taught physics to undergraduates as a teaching assistant. My focus was on Theoretical Physics. I started doing research in the field of Environmental Physics and and completed my master degree in March 2015.

B.Sc. Physics • November 2010

Since 2007, I studied Physics at the University of Heidelberg. Besides, I attended several lectures and seminars on arab grammar and literature. I completed my undergraduate studies with a Bachelor thesis on “Quasar variability” at the Max-Planck-Institute for Astronomy, Heidelberg.

University of Cairo

Studies abroad • September 2011 - Februar 2012

I studied Physics and Arabic abroad at the Cairo University in Egypt in midst of the Arab Spring.

Skills

Computational Skills

  • R
  • MatLab
  • C++
  • VBA
  • Java
  • Python
  • SQL

Languages

  • German
  • English
  • French
  • Arabic
  • Portuguese

Contact

0049 160 939 26501
email@matthias-knecht.de
GPG-Key: DOF7AA64.asc