Hamed Khalilian
@hamedkhalilian
Quantitative risk specialist at Debeka Group, Koblenz, who developed interest rate hedging models for mortgage loans and Bauspar contracts.
GermanyWhat I'm looking for
At Debeka Group, Koblenz, I model and manage interest rate risk across fixed-income and Bauspar portfolios. I develop valuation and hedging models for mortgage loans, Bauspar contracts, and interest rate swaps, including scenario analysis for risk reporting.
I implemented a swap pricer and threshold-based hedging decision model in R, and backtested portfolio-wide hedging strategies under market scenarios. My work also includes translating legal and accounting requirements, including §254 HGB, into model requirements.
Alongside quantitative finance, I develop agent-based frameworks for migration, verification, and research tasks. My background is in mathematical logic and model theory, and I’ve applied evidence-based rule systems to legal questions involving hedging accounting.
Experience
Work history, roles, and key accomplishments
Risk Manager - Interest Rate Risk
Debeka Group
Apr 2026 - Present (6 months)
Quantitative modelling and ongoing management of interest rate risk in the fixed-income portfolio and building-society savings products. Development and maintenance of valuation and hedging models for mortgage loans, Bauspar contracts, and interest rate swaps.
Intern - Risk Management
Debeka Group
Jan 2026 - Mar 2026 (2 months)
Implemented valuation methods for Bauspar contracts, mortgage loans, and interest rate swaps, including a swap pricer and threshold-based hedging decision model in R. Analyzed a real loan portfolio and backtested portfolio-wide hedging strategies with P&L quantification under various market scenarios.
Research Associate
Heinrich Heine University Düsseldorf
Mar 2018 - Apr 2025 (7 years 1 month)
Member of the Research Training Group GRK2240 (Algebro-Geometric Methods in Algebra, Arithmetic and Topology). Taught mathematical logic, geometry, and advanced mathematics at Bachelor/Master level.
Research Associate
Institute for Research in Fundamental Sciences (IPM)
Sep 2013 - Mar 2018 (4 years 6 months)
Conducted research in mathematical logic and model theory, with publications and talks at international conferences.
Visiting Researcher
University of Illinois Urbana-Champaign
Sep 2015 - May 2016 (8 months)
Research stay at UIUC; during the stay, an additional research visit to UC Berkeley.
Education
Degrees, certifications, and relevant coursework
Tarbiat Modares University
PhD, Mathematics
2012 - 2018
PhD in Mathematics specializing in mathematical logic and model theory, conducted in collaboration with IPM Tehran.
Amirkabir University of Technology
MSc, Mathematics
2009 - 2012
MSc in Mathematics from Amirkabir University of Technology, Tehran.
Tech stack
Software and tools used professionally
Availability
Location
GermanyAuthorized to work in
Salary expectations
Skills
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