Michael Brunnbauer

Michael Brunnbauer is the Head of Credit Risk & ICAAP Models at Deutsche Pfandbriefbank AG, where Michael develops and maintains credit risk models used for regulatory and internal purposes. Michael is also responsible for market risk methodology and validation of risk models, including credit and operational risk. Previously, Michael worked as a Consultant for market risk management at Preyer GmbH and as a Wissenschaftlicher Angestellter at LMU München. Brunnbauer holds a Master of Science in Quantitative Finance from Frankfurt School of Finance & Management and a Dr. rer. nat. in Mathematics from LMU München.