Curriculum Vitae. Thomas Bisig, born on May in Glarus, unmarried, Swiss citizenship

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1 Curriculum Vitae Personal, born on May in Glarus, unmarried, Swiss citizenship Education Diploma/Master of Science in theoretical physics October September 2006 Focus on computational physics, ETH Zurich Diploma thesis: «Phase Transition Tunneling Time in a System of Hard Disks» High School (Science) August September 2001 Kantonsschule Sargans Work Consultant at Solution Providers April 2007 until October 2008 Financial Engineer at Olsen Ltd November 2008 until September 2013 Head of Communication & Marketing at Olsen Ltd Autumn 2011 until September 2013 International Experience International experience in globally operating companies in Munich and Vienna as consultant (Solution Providers) Collaborations in and with international teams (UK, USA, Brazil, India, Italy, Algeria, Portugal, France, Hungary, Croatia, China, Germany, Austria) Lectures at the University of Essex (Olsen Ltd) tbisig@gmail.com 1

2 Presentations and panel discussions at international conferences in Europe (Olsen Ltd) Projects Development of fully automated trading strategies Financial engineer until Olsen Ltd Olsen Ltd is one of the most innovative asset managers with focus on currency trading. The trading algorithms are fully automated, run 24/7 and execute trades per day for institutional and retail clients based on scientific research of time series. Definition of new strategies and algorithms Time series analysis (intrinsic time methodology) Implementation of algorithms in trading framework Monitoring of risk parameters Stress testing The Scale of Market Quakes ( Project lead and implementation - from November Olsen Ltd The goal of the project was to build a Richter scale for the financial markets and to offer it as a free, webbased service for journalists, traders and decision makers to foster the understanding of financial markets. Research and development of suitable quantitative methods Creation of prototypes and live implementation Writing of a scientific publication (Quant. Finance) Definition of design concept and website content ( Maintenance, updates and development of further versions Internal and external presentations tbisig@gmail.com 2

3 Project «QUANT» Project lead and implementation - from Olsen Ltd The fully automated trading models had to be monitored on an aggregated level. For this purpose, a webbased tool was developed that monitored individual accounts, managers, currency exposures and risk parameters. Monitoring of accounts and positions Development of rule based risk management Implementation of alert services (SMS and ) Definition of new risk valuation concepts Creation of synthetic time series Implementation of monte carlo simulations Risk modeling and analysis Definition and implementation - Summer Solution Providers In the context of a new release of a risk modeling software, an international reinsurer required to model its own business as a test case. For this purpose, data analysis was performed and the reinsurer's business was modelled with an inhouse tool. At the same time, new ideas to improve the software arouse, which were implemented in the subsequent release. Modeling of investment portfolio Compiling and analysing data, extracting key figures Analysing asset backed securities and private equity Fine tuning of modeling techniques Parametrisations for QIS 4 (Solvency II) tbisig@gmail.com 3

4 Business analyse for a reporting application Business analyst und QA - October 2007 until April Solution Providers An existing reporting application of an international reinsurance company was due to undergo some significant changes. A quality assurance team was assembled and one member assigned to business analysis. The QA team was the link between IT and business analysis and was responsible for the incorporation of change requests as well as the preparation and coordination of the testing. The BA priorised and specified change requests and checked back with IT for details. Responsible for change requests Link between business analysis und IT Leading team of automated software testers Test preparation, especially economic modeling Test planning and quality assurance Refactoring specification documents Business analyst and QA - May 2007 until September Solution Providers An international reinsurance company had to refactor the existing documentation of a reporting application. The documentation was restructured, completed, errors eliminated and aligned with the latest software release. The QA team was acting as a link between business analysis and IT. Refactoring of specification documents Definition of change requests Incorporation of change requests Test preparation Test planning and quality assurance tbisig@gmail.com 4

5 Technical Knowledge OS Windows, OSX, Debian, Solaris DB Coding Tools MySQL Java, R, C/C++, Perl, Basic, Pascal, Shell, JavaScript, GWT, HTML5, CSS3 MS Office, Matlab, Eclipse, Latex, Xcode, Mathematica Publications The scale of market quakes Quantitative Finance, Volume 12 (4), 2012, Various working papers (on request) Further Activities ERP/CRM evaluation, consolidation of five websites into one ( investor meetings, development of business strategy, creation and maintenance of DDQs, various research projects for clients, weekly economic review for recipients, sales meetings, opinion- and blog texts, design of all internal and external reports at Olsen, illustrations and presentations, risk management training, HackDay 2013 (qualified money) Languages German (mother tongue), English (fluent), French (good knowledge), Spanish (basic knowledge) Interests Music (Guitar), Sport (Climbing, Beach volley), Buddhism, Psychology, Coaching References Dr Richard Olsen, CEO Olsen Ltd, Konrad Niggli, Partner Solution Providers,