Peter Quell is head of the portfolio analytics team for market and credit risk in the risk controlling unit of DZ Bank in Frankfurt. He is responsible for methodological aspects of economic capital and model risk.
Prior to joining DZ Bank, Quell was manager at d-fine, where he dealt with various aspects of risk management systems in the banking industry. He holds a MSc in mathematical finance from Oxford University and a PhD in mathematics. Peter is member of the editorial board of The Journal of Risk Model Validation.