Financialytic uniquely combines the latest expertise in quantitative methods with multi-year industry experience at top-tier financial institutions. Since 2001, Financialytic GmbH has been providing advice and analytics to the finance industry. Our clients include major investment banks, asset managers and hedge funds, as well as regulators and central banks, consultants, FinTec startups, and software companies. We are proud to have been able to help our clients achieve important strategic objectives by application of superior analytics, be it in Risk Management and Regulatory-Driven Risk Modelling, or in Structured Products, or in the application of cutting edge Data Science to Finance.
We believe in knowledge transfer to our clients. We have provided training for over 500 finance professionals on topics ranging from Quantitative Risk Management, over Credit Risk Modelling and Credit Derivatives, to Algorithmic Trading Strategies.
Founder and CEO of Financialytic
Philipp's Professional experience includes seven years at the Department of Mathematics of ETH Zurich as Professor for Quantitative Methods of Risk Management, and seven years at Goldman Sachs International, London.
He was awarded Risk Magazine’s “Quant of the Year” in 2005 for his work on Credit Derivatives pricing models, and is author of “Credit Derivatives Pricing Models” (Wiley, 2003) which was named "Quant Book of the Year" in 2003. He authored multiple academic publications on multiple topics including Credit Risk, Liquidity Risk, Stochastic Volatility, and Numerical Methods.
Sitz: Rheinallee 15b, 53173 Bonn, Germany
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