About Me

I am working as a consultant of a leading advisory practice for financial services. The focus of my projects is on quantitative risk management: Analyzing, modelling, validating, processing data in order to develop and validate credit and market risk 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.

Work

EY (Ernst & Young)

Senior Consultant October 2015 - Present

I am part of EY's Financial services Advisory practice and member of the Quantitative Advisory Services team. I am currently based in the Stuttgart office. I model and validate the estimation of credit and market risk parameters such as PD, LGD or VaR and develop scorecards for rating systems. In addition, I perform valuation of derivatives, test banking software for P&L account and liquidity costs and assists in the audit of financial statements as well as NCAs in the of Asset Quality Review (AQR).

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
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