Richard Warnung

Welcome, my name is Richard Warnung, I am a mathematician and I work as risk analyst at Raiffeisen Capital Management. Furthermore I have a tiny position as external lecturer at Vienna University of Technology.

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Short bio of Richard Warnung education: actuarial and financial mathematics at Vienna University of Technology, Austria, and Rijksuniversiteit Groningen, Netherlands. Job experience:  more than 7 years risk analysis of mutual funds, more than 5 years external lecturer at Vienna University of Technology Skills: statistics, time series analysis, stochastics, financial markets, market risk models, portfolio optimization, derivatives, R, SQL, VBA, mathematica languages: German (native), English (fluent), Dutch (advanced), French (basics), in progress: Italian and Croatian.    

External lecturer at Vienna University of Technology

October 2010 - Present | Vienna

Organizing and supervising bachelor theses

Risk Analyst at Raiffeisen Capital Management

May 2008 - Present | Vienna

risk analysis, prototyping of risk analysis software, quantitative analyses, portfolio optimization

Vienna University of Technology, Austria

2005 – 2008

PhD

Concentration: Stochastics, credit risk models, financial mathematics

Activities: Project with Austrian Central Bank on credit risk, three publications

Vienna University of Technology, Austria

2000 – 2005

MSc

Concentration: Actuarial and financial mathematics, stochastics

University of Groningen, Netherlands

2003 – 2003

Concentration: Mathematics

Activities: Erasmus term

Professional: mathematics, stochastics, statistics Private: family, movies, travelling, literature, fitness