Sascha Geier

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.