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PERSONAL DATA
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Name
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Karl Selitsch
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| Sex |
male |
| Nationality |
Austrian |
| Email |
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| WORK EXPERIENCE |
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| since 2006 |
Erste Bank - Sparinvest |
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Job role: Fund Manager |
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| 2005 - 2006 |
Reuters Hong Kong
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Bank of East Asia: Front-to-Back project |
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| 2004 - 2005 |
Reuters Vienna - Teamleader of the
Financial Application Specialists |
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| 2001 - 2005 |
Reuters Vienna - Department of Risk Management:
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Job role:
Financial Application Specialist, mainly responsilble
for middle office market and credit risk management systems (Kondor+,
KVAR+, KGL)
Implementation Projects:
Dexia Brussels (Belgium), NCB (Saudi Arabia), Renault Finance
(Switzerland), Statoil (Norway), Dexia BIL (Luxembourg), Isbank
(Turkey)
Raiffeisenlandesbank Oberoesterreich, Oesterreichische Volksbanken
AG, Allgemeine Sparkasse Linz, Oesterreichische Nationalbank
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| 1999 - 2001 |
Capital Invest KAG - Equity Fund Management
Job role: Junior Fund Manager (part time) |
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| 1999 - 2001 |
Vienna University of Technology - Institute for
Banking and Finance:
Job role: Assistant Professor (part time) |
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EDUCATION
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| March 2005 |
Graduated as Doctor of Economic Science (Dr. rer.soc.oec.):
doctoral thesis in the field of interest rate derivatives |
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| 2004 |
Certificated Project Manager
approved by the International Project Management Association (IPMA)
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| 1999 - 2001 |
Postgraduate Doctoral Program in Finance
completed at the Center for Central European Financial Markets
(CCEFM) in July 2001
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| 1993 - 1999 |
University of Vienna and Vienna University of Technology: |
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Master Studies in 'Business Administration and Information Systems'
Extensive course work in: Financial Engineering, User Interface
Design
Master Thesis:
Stefan Pichler, Karl Selitsch: A Comparison of Analytical VaR
Methodologies for Portfolios that include Options, published in
Model Risk, Risk Publications, London, 2000, p. 253-265.
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| 1987 - 1992 |
Technical High School "HTL - Schellinggasse:
specialized in communication engineering |
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| LANGUAGES |
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German (native)
English
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| GENERIC IT SKILLS |
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Good skills in VBA, Matlab, SQL (Sybase), Unix (Solaris)
Basic skills in Java, Perl, Pascal, SPSS, GAUSS
Microsoft Office Products |
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| PERSONAL INTERESTS |
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| Ice Hockey, Golf, Badminton, Soccer, Travelling, Geocaching,
Music |
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