About Sascha Kokott

**Recruiters: I would ask you to please read my "Contact Settings" section at the very bottom of my profile. Thanks** Pricing and Market Risk Analyst with business focus and excellent technical solut...ions skills. My specialty is pricing and risk analysis/management (VAR, scenario analysis and stress testing across wide asset classes including exotics) I have experience and training in asset valuation, risk management, portfolio allocation and trading strategies. Coupled with my wide spectrum of technical and mathematical experience and skills, I am able to develop models and work with IT for implementation. My risk management specialties include histo/MC/parametric VAR, stress testing, RAROC, Basel II,III, Economic Capital, Model building and analysis, data cleaning, reporting and audit committee documentation. Authorized to work in U.S. and Canada Specialties: Pricing and Market Risk Analysts/Management Value at Risk (VAR), Stress testing, Scenario analysis, Pricing Derivatives valuation (Finite Difference, Monte Carlo, binomial) Fixed income/Currencies, curve building Wide product exposure Bloomberg, Reuters, Summit, Charles River, Proprietary Pricing Applications Excel VBA, Access/SQL, FinCad, Jasper, Business Objects, etc.,MATLAB,UNIX scripting. Strong experience with object oriented languagesshow more

Sascha Kokott is looking for:

• Experiences
• Fun & Quirky
• Business