Christian Meyer

Quantitative Analyst in the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit, DZ Bank

Christian Meyer is a quantitative analyst in the portfolio analytics team for market and credit risk in the risk controlling unit of DZ Bank in Frankfurt, where he is responsible for the development of portfolio models for credit risk and spread risk in the banking book and incremental risk in the trading book.

Before joining DZ Bank, he worked at KPMG, where he dealt with various audit and consulting aspects of market risk, credit risk and economic capital models in the banking industry. Meyer holds a diploma and PhD in mathematics, and is on the editorial board of The Journal of Risk Model Validation.

Book contributions by Christian Meyer

Risk Model Validation (3rd edition)

By Christian Meyer and Peter Quell

Risk Model Validation

By Christian Meyer and Peter Quell

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