Prof. Christoph Dellago | Computational Physics, University of Vienna
In condensed phases, complex behavior can emerge from the interactions of seemingly simple constituents. Examples include first order phase transitions like crystallization and cavitation, the self-assembly of nanomaterials or the folding of proteins. In our group, we use computer simulations running on powerful machines in combination with the concepts of statistical mechanics to study the microscopic origin of such processes. In my talk, I will give an overview of the research questions we address and explain the basic idea of some computational concepts on which our work is based.
Dr. Marcus Weinwurm | UniCredit Bank Austria AG – Vienna, Austria
The development of credit risk models in the financial industry differs from scientific model development in various aspects. During my work as a consultant for several banks and now as credit risk analyst at UniCredit Bank Austria. I enjoyed seeing the whole process from data collection to go-live of the model. The talk will give examples of typical problems in credit risk that financial institutions have to solve. Furthermore an overview of the skills expected from a Physicist in the financial industry is given.