Pascal Ströing - Munich Center for Mathematical Philosophy (MCMP)

Pascal Ströing
Particulars
Illungshofstraße 21
D-80807 Munich
Germany
Education
Philosophy
Phone:
E-Mail:
+49 171 7614518
[email protected]
PhD student, LMU Munich (MCMP)
since October 2013
• Supervised by Stephan Hartmann
• Dissertation project: How are Phenomena in Science Related to Patterns in
Data?
M.A. (M.Phil.), LMU Munich
October 2010
• Main subjects of study: philosophy and history of mathematics, philosophy
of science, logic, epistemology, metaphysics
• Title of master thesis: How Monstrous are Fefermans Monsters? – Kinds of
Intuition in Modern Mathematics (orig. German)
B.A. (Zwischenprüfung), LMU Munich
December 2008
Mathematics
M.Sc. (Diplom), LMU Munich and KTH Stockholm, Sweden
November 2012
• Title of the diploma thesis: The Multifractal Model of Asset Returns for the
Risk Management of Stock Positions (orig. German)
• Examination subjects: mathematical finance, theory of probability and stochastic processes, functional analysis, logic
B.Sc. (Vordiplom), LMU Munich
April 2009
Abitur, Werner-von-Siemens-Gymnasium in Gronau (Westf.), Germany
Scholarships
and Grants
Doctoral scholarship from Studienstiftung des deutschen Volkes,
Further
Activities
Mathematics
June 2006
increase of German public study grant by completing in the top third in math
Supervisor, TU Munich (KPMG CERM)
since May 2013
• Co-supervision of Master’s theses in mathematical finance. Submitted:
◦ Fuchs, M. Markov-Switching Multifractal Models with Applications.
◦ Ickenroth, T.: Dynamic Investment Strategies under Behavioral Aspects.
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Teaching and
Courses
Philosophy
[1.] Tutor for Bachelor’s course “Einführung in die Wissenschaftstheorie”, A. Reutlinger, 2016
[2.] Teaching assistant for Master’s course “Central Topics in the Philosophy of Science”,
S. Hartmann, 2015
Industry
[3.] At KPMG: two day block course “Einführung in Produkte und Märkte für Finanzdienstleistungen”, two times per year
[4.] At Deutsche Bank: “Quantitative Modelle des Risikomanagements (für nichtMathematiker)”, 2011
Presentations
[1.] “New Insights on the Metaphysics of Phenomena and Patterns in Data”, conference New Trends Metaphysics of Science, Paris, (17/12/2015)
[2.] “An Introduction to Mathematical Finance for Philosophers”, Munich (MCMP),
(22/11/2012)
[3.] “The Multifractal Model of Asset Returns” (Master’s thesis defence), Munich,
(09/05/2012)
Work
Experiences
I mention my industrial experiences, because it shaped my interests and approaches to
problems – in primarily positive ways :-)
KPMG AG in Munich, Germany
since March 2013
Consultant: Market Risk Management
KPMG/MRM advices financial instituts on matters of risk management
• Develop quantitative solutions for changing risk management requirements
• Advise clients on regulatory requirements for the financial sector
• Manage IT implementations of risk management solutions
Deutsche Bank AG in Frankfurt a. M., Germany October 2011 to January 2012
Intern: Private Wealth Management/Financial Engineering Group
DB/PWM/FEG engineers quantitative hedging strategies for multi-asset portfolios on the buy side
• Develop allocation and hedge strategies for long term investments based on
historical price data and stochastic models
Sky Media Network in Unterföhring, Germany
February 2011 to May 2011
Developer
SMN sells air time for advertising at SKY TV in German speaking countries
• Develop quantitative models for viewer forecasts of major sports broadcasts
(esp. football) based on viewer statistics and stochastic modelling
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Earlier Work
Experiences
Opwoco in Coesfeld, Germany
April 2005 to October 2006
Web-Developer
• Build web applications in HTML, PHP, MySQL
Technical
Experiences
MATLAB, TEX
Programming and databases: C, C++, Bash, Java, JavaScript, PHP, Python, SQL, VB,
VBA, XML (HTML)
OS: UNIX (Linux Debian)
Languages
German (mother tongue)
English (fluent written and spoken)
Swedish (basic knowledge)
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