Meet the expert...

Sascha Geier

Head of Counterparty Risk Simulation Engines at Commerzbank

Sascha heads the counterparty risk simulation engine area within Commerzbank. In this role he is responsible for the bank-wide counterparty risk and xVA methodology as well as the model implementation. Before he joined Commerzbank he was manager in the derivative valuation practice of d-fine. There he delivered projects across Europe on the valuation of structured products, xVA and counterparty risk. Sascha holds a master in Financial Mathematics of the University of Oxford and a master in Mathematics of the Technical University of Darmstadt.
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