Curriculum Vitae
Personal Information
Firstname
Baudouin
Family Names
Tameze Azamo
Date of birth
06.03.1976
Nationality
Cameroon
Status
Permanent Residency
Address
Hügelstrasse 34 – 61130 Nidderau - Germany
Telephones
+49-(0) 6187-419-1662 or +49-(0) 6187-419-1664 or
+49-(0) 6187-419-1666 (Landline)
+49-(0) 176-25851498 (Cellphone)
Email
[email protected]
Career Interests and Aspirations
Financial Instruments and Valuations, Options Pricing, Matlab Modeling, Entreprise wide Risk
Management, Energy Risk Management, Quantitative Analysis, Monte carlo Techniques in Finances,
Quantitative Risk Management, Risk Analytics, Risk Instruments, Risk Models, Value at Risk, Enterprise
wide Stress Testing, Back-Testing, Research, Credit / Market Risk, IT Risk Management, Project
Management, Model Testing and Validation.
Education
09/2004 – 10/2007
Technical University of Dortmund - Germany
Doctorate in Financial Statistics
Thesis:
“Minimum Distance Estimation of GARCH-Models”
Supervisor:
Prof. Dr. Walter Krämer (Technical University of
Dortmund - Germany)
09/2001 – 04/2004
Radboud University Nijmegen - The Netherlands
Master’s Degree in Mathematics and Statistics
Thesis:
Supervisor:
10/1994 – 12/1997
“Non-Direct Convergence and Number of Iterations of the
Hopfield Associative Memory”
Prof. Dr. Matthias Löwe (University of Münster Germany)
University of Yaoundé – Higher Teacher’s College, Yaoundé - Cameroon
Bachelor’s Degree in Educational Mathematics
Professional Experience
10/2010 – Present
Team Head Quantitative Analyst (Financial Engineering and Risk
Management) Mainova AG (Gas, Electricity, Water and Heating)
Francfort on the Main - Germany
Job Description:













01/2008 – 09/2010
Matlab modeling of quantitatives issues
Extension of Value at risk concepts into Expected Shortfall
Use of Monte Carlo techniques in finanoce and risk management
Development and maintenance of different types of price forward curves
Black Schloles pricing of derivatives, in particular energy derivatives
Pricing of energy generations units
Development and implementation of forecasting models for load, demand and
prices in energy markets
Research, development and implementation of several indices (Signal logic,
Risk indicators, Portfolio performances measurement indicators...)
Preparation and presentation of the results to senior company officers and to
the board of management as well as in conferences
Optimization, Data Mining
Credit-market-operational risk modeling and analysis
Profit and Loss generation and analysis
Support of any quantitatives issues in the front to back trading room chain
Risk Management Functional Consultant
Thomson Reuters Markets Deutschland, Francfort on the Main - Germany
Job Description:
 Functional implementation and support of risk management software solutions
 End user training, open issues lists management
 Request for information, System calibration, Service and project status
meetings organization, Customer on site support
 Presentation of Risk Management solutions to different customers, mainly
financial institutions
 Organization and coordination of project meetings
 Preparation of reports and milestones
08/2007 – 12/2007
Risk Management Specialist
HSH Nordbank, Kiel - Germany
Job Description:
 Presentation of the Market Risk Report for the Chief Risk Officer, including
VaR numbers justifications and Stress Tests Results
 Reduction of the numbers of Risk Factors in the trading through Principal
Component Analysis in the context of developing an Internal Market Risk
Model for Basel 2 acceptance Project
 Validation of different approaches to measure Value at Risk (Historical
Simulation, Delta Normal, Monte Carlo...)
 Matlab modeling
 Pricing of OTC Interest Rate Swaps and Fixed Income Products
02/2007 – 04/2007
Doctoral internship
Deutsche Bank, Credit Risk Management, London - United Kingdom
Job Description:
 Validation of Credit Officer’s Down/Upgrades decisions of their corporate
clients through the use of internal Rating System
Performance comparison between DB’s Internal Rating and the External
Rating of Moody’s and S&P
Preparation of a presentation for Senior Management
 Proof of sufficiency of tier one capital in the Basel II framework
Construction of a corporate aggregate internal DB index based on the EDF
comparable to the analogue indices for S&P and Moody’s
Comparison of Time series of internal expected default frequencies (EDF) of
the corporate portfolio with respective EDF from S&P and KMV Moody’s
09/1997 – 06/1999
Fulltime Mathematics Teacher
Secondary Education School of Apouoh, Dschang - Cameroon
Job Description:
 Preparation of mathematic classes
 Exam grading
 Administrative duties
Honors and Awards





Ranked first in Olympiade of Mathematics and Physics in the western
province of Cameroon in 1993
Ranked third nationwide in Educational Mathematics at the Higher Teacher’s
Training College in 1997
Received the very first Master’s degree in Mathematics and Statistics at the
Faculty of Sciences of the Radboud University Nijmegen, The Netherlands in
April 2004
Received a 3-years doctoral research scholarship from the Ruhr Graduate
School in Economics and The Technical University of Dortmund in Oct 2004
Best in session paper at the 2007 Winter Conference in Business and
Finance in Texas, USA
Practitioner’s Memberships
 General Association of Risk Professional (GARP)
Academic Experience

Teaching Assistant at the University of Dortmund, Oct 2005 - Feb 2006,
Co-prepared and evaluated graduate level course for the Master of Science in
Econometrics

Instructor at the University of Nijmegen, Sept 2001 - June 2002
Probability Theory and Random Processes, University of Nijmegen, The
Netherlands
Published articles

Structural Change and Estimated Persistence in GARCH(1,1)-models (with W
Kramer) Economics Letters 97, Oct 2007 Pp. 17-23
 On the Origins of High Persistence in GARCH-models (with W
Kramer and K.Christou) Economics Letters 114, Oct 2012 Pp. 72-75
Working Papers




Lag choices in Minimum Distance Estimation of GARCH(1,1)-Models
Artificial Long Memory in GARCH(1,1)-models (with W. Kramer )
Value at Risk and Expected Tail Loss from MDE-GARCH
The Small Sample Bias of the Estimated Persistence Parameter in
GARCH(1,1)-Models
Workshop Participation and Conference Presentations




Karlsruhe Econometric Workshop on ”Insurance and Finance” organized by
Prof Dr. Svetlozar Rachev, University of Karlsruhe and University of California
at Santa Barbara.
”Lag Choices in Minimum Distance Estimation of GARCH(1,1)-models”
at the Conference on Investment, Money and Risk, Nov 1st - 3rd 2006,
Nottingham, England.
”Lag Choices in Minimum Distance Estimation of GARCH(1,1)-models”
at the Global Conference in Business and Finance January 3rd - 6th 2007,
South Padre in Texas, USA.
Computer Skills


Scientific Softwares: Matlab, Gauss, Eviews, Microsoft Excel and VBA.
Applications Softwares: Latex, HTML, PHP

English, French (native speaker); German, Dutch(fluent), Italian (intermediate
knowledge)

Prof. Dr. Walter Kramer ([email protected]) Chair of Business
and Economics/Statistics, University of Dortmund. Tel: +49 231 755-3125 Fax:
+49 231 755-5284

Prof. Dr. Rafael Weissbach ([email protected]) Chair of
Statistics, University of Rostock. Tel: +49 381 498-4428 Fax: +49 381 4984401

Prof. Dr. Matthias Lowe ([email protected]) Chair of
Mathematical Statistics, University of Munster. Tel: +49 251 8333-774 Fax: +49
251 8332-712
Language Skills
References