Sophie Döpp
Photo: sd
Research Associate
Professorship for Financial Economics (Derivatives)
Address
Office
Contact
Research Focus
Financial Risk
Machine Learning
Computational Finance
Short Biography
Appointments
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Since 02/2021 |
Research Associate, Professorship for Financial Economics (Derivatives), Faculty of Business, Economics and Social Sciences Universität Hamburg |
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04/2020 - 12/2020 |
Student Assistant, Professorship for Financial Economics (Derivatives), Faculty of Business, Economics and Social Sciences, Universität Hamburg |
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08/2018 - 09/2018 |
Trainee, Research and Development Department, Deutscher Wetterdienst, Offenbach am Main |
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11/2017 - 03/2018 |
Trainee, Credit Risk in Financial Services Department, KPMG AG Wirtschaftsprüfungsgesellschaft, Frankfurt am Main |
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08/2016 - 09/2016 |
Trainee, Administration and Customer Service, Ischebeck Sudamerica S.A., Buenos Aires |
Education:
2021 MSc Business Mathematics, Universität Hamburg, Master`s thesis: „Ascertaining an institutional idiosyncratic confidence level and time series length of deposit volume dynamics for commercial banks to be used for modelling non maturing liabilities"
2018 BSc Business Mathematics, Philipps Universität, Marburg
Publications
Talks
- Lecture "Introduction to Machine Learning" for Phd Students at the University of Hannover. (with Prof. Dr. Alexander Szimayer and Johannes Heuel), Universität Hannover, Summer semster 2023
- 14th Annual Financial Market Liquidity Conference (AFML), Budapest, Hungary (9.11-1.11.2023): "Decoding Corporate Customer Depositor Behavior- A Transnational Analysis of the Influence of Deposit Insurance."
- 14th International Risk Management Conference (IRMC), Cagliari, Italy (1.10.-2.10.2021): "Modeling non-maturing deposits: a procedure for the determination of the minimal time series length required for model calibration and back-testing"
Awards
- Science Award "Finanzkompass 2021/2022", Finanzplatz Hamburg e. V. for best master`s thesis, Hamburg, 28.04.2022
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Science Award Deutsche Bundesbank for best master`s thesis, Hamburg, 08.11.2022