Mr. Hilf oversees risk, technology and operations at DFG. Prior to co-founding DFG, Mr. Hilf worked in the Active Credit Portfolio Management Department (ACPM) of HVB Group in the United States from 2000 to 2007. At HVB, Mr. Hilf was responsible for synthetic CDO investments, CDO model development and for all quantitative aspects of the active portfolio management of HVB New York’s loan and structured credit portfolio. He was a representative of ACPM in HVB New York’s loan investment committee.
Mr. Hilf has done extensive modeling on synthetic CDOs and CLOs and established tools and methods to find relative value opportunities in the credit derivatives markets.. Mr. Hilf further established HVB New York’s internal loan transfer pricing model, worked on early warning tools for investment grade and leveraged loans, developed portfolio hedging models as well as improved the bank’s RAROC model for credit investments.
Mr. Hilf received a Ph.D. (in 2000) and M.S. (in 1996) in Physics from Technical University of Munich, Germany, and received his B.S. equivalent degree in Business Administration from the University of Hagen, Germany in 1999.