Gilles Daniel
• Switzerland
• financial services
Current: Market Risk Controler, UBS Investment Bank
Past:
Post-Doctoral Fellow, ETH Zurich
PhD, University of Manchester, UK
Gilles Daniel
Address: Zürich Area, Switzerland
Current:
- Market Risk Analyst at UBS Investment Bank, Zurich
Past:
- Post-Doctoral Fellow at ETH Zurich
- PhD at University of Manchester, UK
- Visiting researcher a
Education:
- The University of Manchester
-
The University of Manchester
People Network: 63
Industry: Investment Banking
Websites:
Gilles Daniel’s Summary
Following a dual university education in Engineering and Finance, I did a PhD in Manchester, UK, and a Post-Doc in Zurich, Switzerland, mainly investigating the statistical properties of stock markets, by means of direct analysis as well as simulation.
I then specialised in the conception and back-testing of systematic (algorithmic) trading strategies.
I am currently working as a Market Risk Analyst at UBS Investment Bank, where I specialised on the US subprime market.Gilles Daniel’s Specialties:
Structured Finance
Algorithmic TradingMarket Risk Analyst
UBS Investment Bank, Zurich
(Public Company; 10,001 or more employees; UBS; Banking industry)
September 2007 — Present (8 months)
My job is to understand, estimate and mitigate the risk exposure of various trading portfolios (Mortgage-Backed Securities, Corporate Repo) to different risk factors (adverse evolution of price, volatility or spread) in the underlying.
Eductional Details:
The University of Manchester
PhD, 2002 — 2006
Gilles Daniel’s Contact Settings
Interested In:
- career opportunities
- consulting offers
- new ventures
- expertise requests
- reference requests
- getting back in touch
Additional Information
Gilles Daniel’s Websites:
Gilles Daniel’s Interests:
Free climbing, ice climbing, scuba diving, extreme programming Handball
Gilles Daniel’s Groups:
European Complex Systems Society,
European Social Simulation Association, European Confederation of Junior Enterprises, Free Software Foundation Europe, University of Manchester, Electronic Frontier Foundation- Complexity Science member
- Econophysics member
Gilles Daniel’s Honors:
Best PhD dissertation Award 2007, School of Computer Science, University of Manchester, UK
1-year Research Scholarship from the Lagrange Interdisciplinary Laboratory for Excellence in Complexity, Turin, Italy
3-year Research Scholarship from the Engineering and Physical Sciences Research Council, UK