Risk Management
 Yi Cheng+49 89 519966-362 CV |  Dr. Stephan Höcht+49 89 519966-361 CV |
 Dr. Stefanie Kammer+49 89 519966-440 CV |  Patrick Spitaler+49 89 519966-363 CV |
 Peter Weinmair+49 89 519966-364 CV |  Dr. Robert Wendt+49 89 519966-360 CV |
 Alexander Zach+49 89 519966-443 CV |
Vice President
Risk Management
+49 89 519966-361
Dr. Stephan Höcht works for the Risk Management Department of Assenagon, developing risk and valuation models for trading instruments. He studied mathematical finance with a focus on probability theory and financial engineering at the Technical University of Munich. He wrote his dissertation at the HVB-Institute for Mathematical Finance at the Technical University of Munich as part of a third-party funded project on credit risk modelling. He gained first practical experience during internships and projects in the financial industry.
Senior Vice President
Risk Management
+49 89 519966-440
Dr. Stefanie Kammer is a Risk Manager at Assenagon. For controlling the trading and risk management platform, she develops in particular standards for the valuation and the investment of trading instruments as well as for the calculation and reporting of risk ratios. In 2007 she received her PhD from the University of Gießen on a project on credit risk sponsored by the BMBF (Federal Ministry for Education and Research). She studied mathematics with a focus on probability theory, statistics and financial mathematics at the Justus-Liebig-University of Gießen und in the Statistics Department of UC Davis. From 2003 to 2004 she worked at KPMG Frankfurt as advisor in the Department of Risk Management, where among other things she was responsible for the pricing of financial products and the fair-value valuation according to IAS 39.
Director
Head of Risk Management
+49 89 519966-360
Dr. Robert Wendt is Managing Director of Assenagon and Head of Risk Management. He is responsible for the development of all of Assenagon's internal risk and valuation models as well as the management of the trading platform. For his doctoral thesis the trained mathematician spent research visits in Kyoto, Cambridge and at Yale University. In 2007 he also received the qualification of a Financial Risk Manager (FRM) from GARP. Prior to joining Assenagon in 2007, he worked as a consultant for Risk Management and Financial Engineering at Nagler & Company Financial Industry Consulting. Before his move into consulting, he held research and teaching positions at the universities of Toronto and Vienna..
Risk Management
+49 89 519966-364
Peter Weinmair works in the Division of Risk Management. He takes care of Assenagon's service platform for alternative investment strategies and helps monitoring it. He holds a graduate degree in business and engineering from the Karlsruhe Institute of Technology where he specialized in financial engineering and financial statistics. Doing strategy projects for international renowned companies at home and abroad as well as working for the strategic finance department at Deutsche Bank, he has gained practical insight into finance.
Risk Management
+49 89 519966-363
Patrick Spitaler works in the Division of Risk Management, where he is responsible for reporting and market data. His diploma in Mathematical Finance and Economics at the Technical University of Munich focuses on financial engineering. In cooperation with Assenagon Credit Management, he wrote his diploma thesis on "Pricing and hedging of CDO tranches using CIID models: An empirical study" and contributed two articles to a book about credit risk modelling. He gained first practical experience in the field of financial industries and software development during several internships and work experiences in Munich and London at Capgemini sd&m, UniCredit Group, Assenagon and KPMG.
Risk Management
+49 89 519966-362
Yi Cheng works in the Division of Risk Management. He studied Finance & Information Management with a specialisation in Finance at the Technical University of Munich and the University of Augsburg from where he received a Master of Science degree (with honours). He wrote his master thesis on "Liability Hedging" in the department of Hedging and Derivatives Strategies at risklab GmbH. Before joining Assenagon, he gained first practical experience during several internships in the financial industry (KPMG Shanghai, risklab GmbH).
Vice President
Risk Management
+49 89 519966-443
Alexander Zach works in the Division of Risk Management, where he is responsible for the management and development of the trading platform. He studied mathematics with a focus on stochastics and financial mathematics at the University of Munich. His diploma thesis was on the analysis of financial time series using wavelets. He gained first practical experience in the field of financial industries during an internship at A.T. Kearney. Furthermore, beside his studies he worked as Junior Consultant on a financial project at Activest.