Mathematical Models
for the Finance Industry

simply closer to the market

The bridge between investment banking and academic research


 

MathFinance, founded by Uwe Wystup in 2003, is an independent consulting and software company specializing in all areas of derivatives, from mathematical modeling, implementation of pricing libraries, consulting in the area of exotic options and structured products up to the integration of our software into trading systems and model validation.

Our team of experts has a strong quantitative background and many years of practical experience in front-office environments as quants, structurers and traders.

MathFinance acts on a global scale together with its business partners. We believe in delivering
the best solutions available in the market. Through our carefully chosen network of professionals
we are able to maintain this high standard.


 Management

About us - MathFinance

Prof. Dr. Uwe Wystup

Founder & Managing Director

Uwe specializes in expert reports, conflict resolution, especially in derivatives, training, structuring and independent valuation.

Expertise

Prof. Dr. Uwe Wystup

Founder & Managing Director

Uwe Wystup is managing director of MathFinance AG. He worked in FX derivatives trading as Financial Engineer, Global Structured Risk Manager and Advisor since 1992, including Citibank, UBS, Sal. Oppenheim and Commerzbank. He is one of the few hybrids in the world working in the intersection of the derivates market and academic research.

Prof. Wystup earned his PhD in mathematical finance from Carnegie Mellon University, is currently Professor of Financial Option Price Modeling and Foreign Exchange Derivatives at University of Antwerp and Honorary Professor of Quantitative Finance at Frankfurt School of Finance & Management.

He specializes in independent FX structuring, valuation, expert witness and conflict resolution services.

His first book Foreign Exchange Risk was published in 2002, quickly 
became the market standard and has also been translated into Mandarin. His second book FX and Structured Products appeared in 2006 with a fully updated and expanded second edition in 2017. 
Many of his papers appeared in scientific journals.

About us - MathFinance

About us - MathFinance

Abhishek Dutta

Board Member, MathFinance AG

Abhishek focuses on expansion of the business on a global scale and business development. He is responsible for client relationships worldwide.

Expertise

Abhishek Dutta

Abhishek Dutta is board member, MathFinance AG and is based in Hong Kong.  Having obtained his MSc from University of Twente,  he worked in treasury roles at Dutch Banks and his last role was co head of funding for a bankassurance company based in the Netherlands. His expertise lies in fixed income products, especially ABS, Covered Bonds, Bank and insurance capital products. He was also in charge of group liquidity and co responsible for investor relations at the bank level.

Abhishek also holds a MBA from Rotterdam School of Management (2010)

 

About us - MathFinance

About us - MathFinance

Charles Brown

Managing Director of MathFinance Asia

Charles focuses on risk advisory and business development practises. He is responsible for MathFinance Singapore office.

Expertise

Charles Brown

Managing Director of MathFinance Asia

Charles Brown is Managing Director of MathFinance (Asia) and is based in Singapore. Having obtained his MA from Cambridge University, he worked in front office Structuring and Quantitative Development roles at HSBC, Deutsche Bank, UBS and Standard Chartered, in Europe and Asia since 1992 to global management level.

Charles lectures on derivatives at the Risk Management Institute of the National University of Singapore.

Charles holds a Masters Degree in Natural Sciences, University of Cambridge, UK (1992)

About us - MathFinance

 Senior Financial Engineers

About us - MathFinance

Andreas Weber

Senior Financial Engineer

Andreas develops and implements pricing tools for financial derivatives.

Expertise

Andreas Weber

Senior Financial Engineer

Andreas is a Senior Financial Engineer and Partner at MathFinance. He is responsible for developing pricing tools for financial derivatives. His main focus is on modeling and implementation of valuation methods in FX. He also offers consultancy on implementing quantitative methods.

Prior to this he worked as a Financial Engineer on the FX Options desk at Commerzbank. He was responsible for modeling and development of valuation and hedging tools for the FX Options desk (both OTC and listed products), the continuous maintenance and extension of the trading platform with exotic options as well as the coordination in this field of the bank-wide valuation platform with IT, Risk Controlling, and Risk Management groups.

About us - MathFinance

About us - MathFinance

Dr. Frédéric Bossens

Director & Senior Quant

Frédéric develops tools for the pricing and risk-management of financial derivatives. He gives presentations and training in quantitative finance.

Expertise

Dr. Frédéric Bossens

Director & Senior Quant

Frédéric has worked in the field of financial modelling for more than 13 years, in Brussels (Fortis), London (Bnp-Paribas) and Singapore (Standard Chartered Bank). As a seasoned professional, Frédéric’s expertise is widely recognized by is pairs and co-workers. He used to teach an introductory course on financial modelling at University of Toulouse and co-authored several journal papers in the fields of financial derivatives pricing and control theory. His paper “Vanna-Volga Methods Applied to FX Derivatives: From Theory to Market Practice” became a flagship publication in the world of FX quantitative finance.

He holds a Garp-FRM certification (Financial Risk Manager).

Frédéric earned his PhD in mechanical and electrical engineering from University of Brussels (ULB).

About us - MathFinance

About us - MathFinance

Prof. Dr. Thorsten Schmidt

Senior Financial Engineer

Thorsten is an expert in financial and actuarial modelling, statistics and machine learning.

Expertise

Prof. Dr. Thorsten Schmidt

Senior Financial Engineer

Thorsten publishes in international top-journals. He has a rich experience in training, in particular in quantitative risk management and financial applications, and supports the MathFinance team with scientific know-how and serves as expert witness.

About us - MathFinance

Supervisory Board

About us - MathFinance

Adrian Marcu

As a member of the Supervisory Board, Adrian monitors the executive board, but also supports the companies interest when it comes to special market expertise regarding especially foreign exchange financial products and its practical application in markets.

Expertise

Adrian Marcu

Adrian has 24 years of experience in financial markets, with a primary focus on currency management. Adrian has worked for Sal. Oppenheim Jr. & Cie. Frankfurt/Zurich, Lehman Brothers International, London, Commerzbank AG and Deutsche Bank Frankfurt. He is a founding partner in the family office and asset management advisor company Resilience AG in Switzerland, founded in 2010.

About us - MathFinance

About us - MathFinance

Marcus Heide

As a member of the Supervisory Board, Marcus monitors the executive board, but also supports the company regarding public relations and content marketing.

Expertise

Marcus Heide

Marcus has more than 30 years of experience in journalism, public relations and marketing. He worked for several special interest magazines with focus on corporate security and security technology. He was managing partner of a publishing house and a research institute. Today he is owner of a PR agency and advisor at the Indo-European consultancy Srita Heide International [www.heide-international.com].

About us - MathFinance

About us - MathFinance

Hans Georg Fitzky

As Chairman of the Supervisory Board for many years, Hans Georg accompanies the company in an open dialogue with the Management Board.  In addition to economic considerations, the focus here is on the strategic planning and orientation of MathFinance AG in particular.  Ideas are discussed, deepened and implemented together with the Supervisory Board and the Executive Board.

Expertise

Hans Georg Fitzky

Hans Georg has experience in the banking sector for over 35 years, including nearly 30 years at Commerzbank in the credit sector.  In he past he has advised private clients and company founders on their financing requirements.  For more than 12 years he was involved in the recovery of non-performing financings.  He also spent many years in credit applications in wealth management.  He is currently commissioned with the digitalization of credit processes at Commerzbank’s Digital Campus.

About us - MathFinance

Coorporation Network

About us - MathFinance
About us - MathFinance
About us - MathFinance
About us - MathFinance
About us - MathFinance
About us - MathFinance
About us - MathFinance