PhD Quant,Bank/Finance,Credit/Market Risk,Regulatory Complance,Business & Data Analyst,Project & Test Manager,Data Science,BI Reporting,Payments/PSD2
Aktualisiert am 01.01.2024
Profil
Freiberufler / Selbstständiger
Remote-Arbeit
Verfügbar ab: 14.01.2024
Verfügbar zu: 100%
davon vor Ort: 100%
Banking
Risk Controlling
Finanzmathematik
Predictive Modeling
Accounting Standards
payments
Quantitive Analyst
Presentations
Business Analysis
Audit
Reporting
Datenanalyse
Geschäftsprozessanalyse
Test
Python
Treasury
agiles Projektmanagement
Scrum Product Owner
Testautomatisierung
IT-Governance
Changemanagement
English
fluent
French
good command
German
fluent
Portuguese
basic
Russian
native

Einsatzorte

Einsatzorte

Deutschland
möglich

Projekte

Projekte

1 Jahr 7 Monate
2022-11 - heute

Energy Trading, Pricing Analytics / Risk and P&L Control

Quantitative Data & Test Management Governance, Domain Architect Excel / VBA Python / Jupyter Oracle / Aurora / DynamoDB ...
Quantitative Data & Test Management Governance, Domain Architect
  • Domain architect and test manager for a number of EnBW Trading Risk and Analytics projects
  • Numerical reconciliation, model validation and backtesting, esp. VaR
  • Testing of the Beacon application releases esp. commodity/power curve data snapshots, structured products valuation and VaR incl. test cycle planning and execution by trading / quants / risk users
  • Set up governance for the manual / automated test execution and respective test documentation incl. elaboration and approval of test guidelines
  • Develop an overall testing, backtesting and plausibilization concept for EoD and VaR quality processes with regards to regression test cases, test automation and re-usable test data sets
  • Implement an integrated technical DEV ticketing + CI/CD + test evidence workflow solution
  • Coordinate with project / programm management on delivery planning and scoping, leading respective E2E cross-system working groups
Excel / VBA Python / Jupyter Oracle / Aurora / DynamoDB SQL Beacon Azure DevOps
EnBW Karlsruhe
1 Jahr 9 Monate
2021-04 - 2022-12

Migration of Postbank Portfolios into DB ALM IR Management Models

Group Treasury ALM Finance, Quant / Business / Data / Test Analyst Excel / VBA Python Oracle ...
Group Treasury ALM Finance, Quant / Business / Data / Test Analyst
  • Coordination of Treasury migration of the Postbank retail portfolios
  • Analysis of the deviating ALM models esp. spread curves, internal transfer pricing, risk & P&L reports
  • Testing of corresponding data and model changes incl. simulation of different decision options
  • PM for the FrontRun Pilot, i.e. pre-migration DB ALM dress-rehearsal for deposits
  • PM for the YE22 BFA3 (German GAAP Hedge Accounting) calculation / interest bearing plausibilization
  • Moderation of the concerned Run-the-Bank DB/PB stakeholder meetings, project documentation
Excel / VBA Python Oracle SQL OneSumX DB-APS dbAnalytics Lib
Deutsche Bank Frankfurt / Postbank Bonn
7 Monate
2021-12 - 2022-06

Migration of NordLB Treasury ALM & Risk / Finance Reporting Landscape into SAP FSDM

SAP HANA Data Household and Reporting, Product Owner SAP HANA JIRA / Confluence Excel / VBA ...
SAP HANA Data Household and Reporting, Product Owner
  • Product owner in a data migration scrum team
  • Stakeholder and delivery management
  • Business analysis and definition of the target model, moderation of business workshops with the bank
  • Coordination of the onsite and remote teams w.r.t business requirements, data mapping and testing
  • Task backlog management, resource planning and progress reporting
  • Internal competence center for treasury, reg. reporting and bank process & product topics
SAP HANA JIRA / Confluence Excel / VBA SQL OneSumX Java support tools
NordLB Hannover / SopraSteria Hamburg
5 Monate
2020-08 - 2020-12

AMA Operational Risk Model, Regulatory Compliance Assessment and Yearly Audit

Group Auditor Excel / VBA JavaScript Python ...
Group Auditor
  • Regulatory audit of the DB Operational Risk Model under the Advanced Measurement Approach
  • Compliance assessment for Regulatory Capital calculation incl. RTS, EL and insurance components
  • AMA data quality incl. quant review of the DQ dimensions: accuracy, completeness, and timeliness
  • Audit of the Model Development and Validation documentation and recent model changes
  • Regulatory compliance assessment for the underlying IT systems and data sources
  • Regulatory forensics and statutory documentation especially w.r.t. previous findings remediation
Excel / VBA JavaScript Python SAS Oracle SQL
Deutsche Bank London / Frankfurt / Berlin
2 Jahre 6 Monate
2017-11 - 2020-04

Big Data Payments Analytics & Digital Business Design

EU PSD2 Account Information Service, Licensing and Implementation Lead Scala Java OrientDB ...
EU PSD2 Account Information Service, Licensing and Implementation Lead
  • Registration and Licensing as Account Information Service Provider under the EU PSD2 regulation
  • Elaboration of future business and cooperation models and ensuring related regulatory compliance
  • Technical implementation and customization of PL-Tool, the proprietary dataflow & workflow platform
  • Design and development of CommonSign-Library, the proprietary PSD2 account information engines
  • PSD2 compliance documentation in accordance with EBA guidelines and RTS requirements
  • Web architecture setup incl. simulation, penetration, performance and load test
Scala Java OrientDB Apache Camel Docker AWS Lambda Javascript NodeJS Python Akka Play Apollo JMS JavaScript R SQL; Advanced Analytics: Apache Tika Python (pandas/ numpy/ genism/ scikit-learn/ tensorflow) Semi-supervised Machine Learning Google BERT ULMFit Active Learning
PRAGMALAB GmbH
5 Monate
2018-07 - 2018-11

Credit Risk Control, IRBA and EBA Harmonization GL conform LGD/Downturn/MoC Models

Regulatory and Quant Analyst, Model Team Lead SAS SAP Sopra Equity Calculator ...
Regulatory and Quant Analyst, Model Team Lead
  • Assessment of new regulatory requirements for LGD models under CRR and EBA GLs and RTS
  • Elaboration of a new LGD past-default model
  • Regulatory compliance training for the bank?s internal employees
  • Scoping and specification of relevant risk control system upgrade
  • Develop and prototype harmonized margin-of-conservatism and downturn identification approaches
  • Portfolio analysis and valuation of regulatory options from the bank?s perspective
SAS SAP Sopra Equity Calculator Excel VBA
Deutsche Pfandbriefbank München
4 Monate
2018-06 - 2018-09

SAP/HANA Finance Portal Performance Test

Performance Test and Reporting Analyst SAP HANA Visual Studio Test Framework C# ...
Performance Test and Reporting Analyst
  • Concept and implementation of SAP/HANA Finance KPI Engine Performance Testing
  • Preparation of multilevel performance test cases
  • Elaboration and implementation of a dedicated reporting tools and dashboards
  • Single-request and aggregated level data mining and plausibilization
  • Validation, plausibilization and communication of test run findings
SAP HANA Visual Studio Test Framework C# SQL Powershell Excel VBA Powerpoint
KPMG IT Service Berlin
3 Monate
2017-09 - 2017-11

Regulatory Internal Model Review Mission (TRIM)

Credit Risk Control & IT / Historical & Master Data Governance / Test Infra Assessment SAS R Sybase ...
Credit Risk Control & IT / Historical & Master Data Governance / Test Infra Assessment
  • Regulatory TRIM review of Pillar 1 credit/market models with a focus on IRBA modelling, model governance, historical & master data and IT implementation in a major German systemic-relevant banking institution (Commerzbank)
  • External supervisory assessment of PD and LGD models, together with a joint ECB / Bundesbank team
  • Numerical validations of presented bank?s mandatory test results
  • Reconciliation and assessment meetings with the bank?s top management (esp. risk control)
  • Formulation, communication, and escalation of assessment findings
  • Documentation in the format of an official ECB mission report
SAS R Sybase Excel LoanIQ IBS/Phoenix SAP-MARK ABIT RMDB SQL
European Central Bank / Deutsche Bundesbank / McKinsey / Risk Dynamics
11 Monate
2016-11 - 2017-09

Risk Control & Testing

Quant Analyst & Developer Excel/Access VBA Murex Front Arena ...
Quant Analyst & Developer
  • Develop and implement a new trading storno control process incl. P&L explanation, workflow, data validation and enrichment, documentation and reporting
  • Implementation of a corresponding working prototype solution
  • Data mining and analysis, esp. pattern recognition and validation
Excel/Access VBA Murex Front Arena Ms Visual Studio
DZ Bank
Frankfurt / Düsseldorf
5 Monate
2017-02 - 2017-06

Group Finance Data Household and Test Setup

IFRS9 Data Household, Project Test and Implementation Manager Oracle Java MS SQL Server ...
IFRS9 Data Household, Project Test and Implementation Manager
  • Negotiate and establish holistic IFRS9 data management, testing and implementation processes
  • Set-up and initial management of corresponding project streams, coordination with IT and vendors
  • IFRS9 related data mining and analysis, result plausibilization esp. sLLP, psLLP, hLLP impairments
  • Data governance incl. BCBS239 data KPIs and lineage
Oracle Java MS SQL Server VBA Front Arena ZEB.Control SAS SimCorp Dimensions various in-house systems / DWH SAP MS SQL LoanIQ Summit
Raiffeisen Landesbank
Oberösterreich Linz
2 Jahre 4 Monate
2014-07 - 2016-10

Group Finance Statutory Risk Reporting

Quant & Regulatory Business and Test Analyst, Data Sourcing & Governance, Release UAT Lead Excel/Access VBA SAS R ...
Quant & Regulatory Business and Test Analyst, Data Sourcing & Governance, Release UAT Lead
  • Develop and implement of holistic test approach for a new integrated regulatory risk & financials reporting engine of the Deutsche Bank group
  • Oversight & risk assessment of new business requirements incl. implementation of quality gates from the business perspective, esp. regulatory pipeline such as IFRS9, Basel IV, BCBS239, AnaCredit etc
  • Validation and plausibility analysis of statutory reporting impact from the technology, IRBA model and data changes within the system release cycle
  • Elaborate and implement quantitative regulatory figures impact forecast, measurement and plausibilization techniques
  • Exposure and Master Data sourcing and testing, esp. from Avaloq, LoanIQ, Murex, Summit, SAP, etc.
  • Ad-hoc data governance and mining & statistical analysis, test result documentation and preparation of management decision rounds, reconciliations with major business and IT stakeholders
  • Support Run-the-Bank subject matter experts during the test and production reporting runs
Excel/Access VBA SAS R Java OrientDB Oracle/PL-SQL MicroStrategy HP ALM SAP VBA PL-SQL QlikView Ms PowerBI/SSRS
Deutsche Bank
Frankfurt
4 Monate
2014-04 - 2014-07

Credit Risk IRBA PD Model Validation

Quant & Regulatory Analyst, Data Sourcing Excel/Access VBA SAS Oracle/PL-SQL ...
Quant & Regulatory Analyst, Data Sourcing
  • Credit application and portfolio PD model validation and recalibration
  • Yearly regulatory IRBA validation and statutory reporting
  • Enhancement of existing SAS solution
  • Historical and master data delivery and testing from Oracle DWH, Cognos Reports, SAP etc.
  • Statistical analysis
Excel/Access VBA SAS Oracle/PL-SQL Ms Visual Studio
BHW AG
Hameln
5 Monate
2013-11 - 2014-03

New Rating Platform

Quant & Business Analyst, Data Delivery and Transformation Lead Excel/VBA MS SQL Server MS Integration Services ...
Quant & Business Analyst, Data Delivery and Transformation Lead
  • Business analysis and development in VBA/C#
  • Credit risk data mining and data migration
  • New IRBA PD model parameterization and validation support
  • Plausibility and ad hoc analysis
  • Subproject delivery management
Excel/VBA MS SQL Server MS Integration Services C# R SQL
Sparkassen Rating & Risikosysteme GmbH
Berlin
6 Monate
2013-04 - 2013-09

Micro-Financing Workflow & Analysis

Project Manager, Lead Business Analyst Excel/VBA mySQL Java/grails ...
Project Manager, Lead Business Analyst
  • Definition of target process architecture for scalable micro-loan portfolio management in Germany
  • Reconciliation with partner micro-finance institutions (MFI), BA team lead
  • Project management for a Germany-wide MFI cooperation pilot
Excel/VBA mySQL Java/grails JQuery
Berlin-Micro AG / Institut 360° Potsdam / PRAGMALAB GmbH
Berlin
2 Jahre 5 Monate
2010-09 - 2013-01

Credit Risk Workout/Recovery System Migration/Integration/Testing

Project & Vendor Manager, Lead Business Analyst Excel/VBA (PL)SQL Oracle ...
Project & Vendor Manager, Lead Business Analyst
  • Integration of former ABN AMRO portfolios of sub- and non-performing loans
  • Reconciliation with external vendor and internal customers, team lead for business analysts
  • Analysis of requirements for ABN AMRO and DB target systems, esp. relating to impairment LLPs and Claim Ledger Accounting incl. interfaces to/from core banking, back-office and control systems
  • Subproject management, e.g. short-term carve-out of existing Dutch workout processes
Excel/VBA (PL)SQL Oracle Java/tomcat XML Project/Visio/UML SAP SQL
Deutsche Bank
Amsterdam/Hamburg/Berlin
1 Jahr 6 Monate
2009-01 - 2010-06

Upgrade Sophis Trading Infrastructure

Project Manager, Business Analyst, Tester Sophis C++/C# VBA ...
Project Manager, Business Analyst, Tester
  • Analysis of user (equity/commodities exotics traders) and prioritization of requirements, reconciliation with vendor and internal customer, specification of enhancements, parameterization of Sophis
  • Definition of processes, planning and supervising of sub-projects, implementation releases, test planning and execution
  • Ad-hoc quant support on OTC derivatives for financial engineers, esp. model/process validation
  • Daily management/specification/control of medium size IT projects, e.g. model calibration engine, central fixings for OTC products, new corporate actions workflow, PnL explanation service
  • Coordinate IT implementation, testing, post-sales support incl. interaction with back-office and control processes/systems
Sophis C++/C# VBA MySQL Oracle
Unicredit
Munich
4 Monate
2008-09 - 2008-12

Visualization and Toll Billing Tool for Railways Transportation

Project Manager, Business Analyst, Tester Tomcat/JAVA+PHP mySQL dHTML ...
Project Manager, Business Analyst, Tester
  • Collect use cases and specify properly scaled IT solution
  • Online visualization for French Cargo Rail Transports
  • Development/hosting/support of real-time web based tool
  • Billing and DB analysis
  • Coordinate IT implementation, testing, post-sales support
Tomcat/JAVA+PHP mySQL dHTML flex/AS3
Cofiroute Paris / Toll Collect Berlin
6 Monate
2008-02 - 2008-07

Pilot Study Trafic Jam Backed Securities / Time Derivatives

Quant Research, Business Analyst Oracle Symbolic Algebra Tool Maxima Tomcat/Java and GUI Thick Client with Flex/AS3
Quant Research, Business Analyst
  • Feasibility study on possibility of traffic risks absorption with travel time derivatives trading
  • Elaborate and calibrate first order stochastic travel times model
  • Structure and price four test travel time derivatives
  • Implement demo version of future web based trading platform
Oracle Symbolic Algebra Tool Maxima Tomcat/Java and GUI Thick Client with Flex/AS3
Ambrosys Potsdam / Toll Collect Berlin
5 Monate
2007-12 - 2008-04

Visualization of GPS Positioning Data

Project Manager, Business Analyst stand-alone Delphi application virtual SQL-DB (SQLite)
Project Manager, Business Analyst
  • Collect use cases and specify properly scaled IT solution
  • Visualize LOG-data of German highway toll system
  • Interface to GoogleMaps/GoogleEarth technology
  • Develop converter tool
  • Coordinate IT implementation, testing, post-sales support
stand-alone Delphi application virtual SQL-DB (SQLite)
Toll Collect
Berlin
5 Monate
2007-08 - 2007-12

Implementation of New Business Prozess MaRisk vs. IFRS reporting

Business Analyst, Monthly Reporting, Tester
Business Analyst, Monthly Reporting, Tester
  • Steer introduction of monthly IFRS vs. MaRisk restatements for capital market products traded, esp. fixed income, money market, stocks and stocks listed and OTC derivatives, ABS, FX products
  • Pilot reporting run for the segments Treasury/Liquidity, Client Business and Proprietary Trading
  • Draw up three test monthly statements
  • SQL queries/analysis of data stock and data cleansing actions
  • In-house solution: .NET-VB on MS SQL Server and ODBC interfaces with other related systems: SAP, Murex, Hoell, Armada, Rolfe&Nolan, various Access/Excel based tools
  • Testing with Mercury Test Center
Landesbank
Berlin
4 Monate
2007-04 - 2007-07

Concept Restatement German MaRisk rules vs. IFRS

Business Analyst, Software Development
Business Analyst, Software Development
  • Concept dedicated DB for centralized IFRS segment and profit center reporting
  • Elaborate of restatement formula market risk control vs. IFRS
  • Find out and document systemic restatement discrepancies
  • Validate the formula with about 300 capital market products traded, esp. fixed income, money market, stocks and stocks listed and OTC derivatives, ABS, FX products
  • Program a fully functional system prototype (VB Access/Excel)
  • SQL data feeds
  • Define management reporting templates
Landesbank
Berlin

Aus- und Weiterbildung

Aus- und Weiterbildung

1998 - 2002

UNIVERSITÄT POTSDAM

AG Statistische Physik und Chaostheorie, Dr. rer. nat.

Dissertation "Synchronisierungsübergänge in komplexen Systemen"

Schlüsselwörter: Nichtlineare Dynamik, Synchronisierung, Stochastische Prozesse, Invariante Wahrscheinlichkeitsdichte, Fokker-Planck-Gleichung


1998 - 2004

UNIVERSITÄT POTSDAM

Dipl.-Volkswirt

Diplomarbeit "Stabilitätsanalyse interdependenter Märkte"

Schlüsselwörter: Marktgleichgewichtsmodelle, Preisanpassungsprozeß, Ungleichgewichtsdynamik, Marktkohärenz, Indexdynamik, Zyklen, Chaos


1994 - 1998

UNIVERSITÄT HEIDELBERG

Dipl.-Physiker

Institut für Hochenergiephysik/CERN

Diplomarbeitsthema: [Titel auf Anfrage]

Schlüsselwörter: Symmetriebrechungsmodelle, Datenaufbereitung, Numerik, Monte-Carlo-Analyse, Regression, Modellvalidierung

Position

Position

Bank, Pricing / Risk, Big Data / Smart Data, Statistische / Stochastische Modelle, Business & Data Analysis, Data Science & Machine Learning, Business Intelligence & Reporting, Quantitative Finance, Digital Products, Payments & PSD2, AISP / Kontoinformationsdienst, reg. Compliance

Kompetenzen

Kompetenzen

Top-Skills

Banking Risk Controlling Finanzmathematik Predictive Modeling Accounting Standards payments Quantitive Analyst Presentations Business Analysis Audit Reporting Datenanalyse Geschäftsprozessanalyse Test Python Treasury agiles Projektmanagement Scrum Product Owner Testautomatisierung IT-Governance Changemanagement

Produkte / Standards / Erfahrungen / Methoden

(PL)SQL
ABIT
Apache Camel
AWS Lambda
C#
C++/C#
dHTML
Docker
Excel
Excel/Access VBA
Excel/VBA
flex/AS3
Front Arena
HP ALM
IBS/Phoenix
Java/grails
Java/tomcat
JQuery
LoanIQ
MicroStrategy
MS Integration Services
Murex
mySQL
NodeJS
Oracle/PL-SQL
OrientDB
Project/Visio/UML
Python
R
RMDB
SAP-MARK
SAS
Scala
SimCorp Dimensions
Sophis
stand-alone Delphi application
Sybase
Symbolic Algebra Tool Maxima
Tomcat/Java and GUI Thick Client with Flex/AS3
Tomcat/JAVA+PHP
various in-house systems / DWH
VBA
virtual SQL-DB (SQLite)
XML
ZEB.Control

Bankensysteme:

SAP Bank Analyser, Summit, Sophis, Murex, Reuters, Bloomberg


IT SKILLS:

  • Word, Excel, PowerPoint, Access, Project, Outlook, Lotus Notes
  • Fortran, Cobol, Pascal/Delphi, C/C++/C#, Java, JavaScript/JQuery, PL1, Basic, AS3/Flex
  • DOS- & UNIX-Shells, PERL, SQL, CGI, PHP
  • Oracle, MS SQL Server, MySQL/MariaDB, Postgresql / Redshift, AWS, Azure
  • Olap / BI Tools: Qlikview/Cognos/MicroStrategy/MsPowerBI/SSRS
  • LaTeX, PageMaker, Corel, Photoshop, Illustrator, Xpress
  • Matlab, Mathematica, Maxima, Maple, R, Python, SAS, Beacon
  • SAP / HANA, Odoo, TCS, Reuters, Bloomberg, MarkIT, div. Workout & Collateral Mgt Systems
  • FrontArena, Finastra Sophis, LoanIQ, Murex, Summit, Avaloq, Kondor+
  • JIRA / Confluence, HP ALM / Mercury Quality Center, VisualStudio TeamServices


DATA SCIENCE

jupyter, numpy, pandas, gensim, scikit-learn, umap-learn, tensorflow/keras, webdriver, google vision, AWS.textract, Apache Tika, BERT/pytorch, cv2/tesseract

Betriebssysteme

Unix
Windows

Programmiersprachen

Basic
C
C++
Delphi
Fortran
Java
JavaScript
Lisp
MATLAB / Simulink
Pascal
Perl
PHP
PL/1
PL/SQL
Shell
TeX, LaTeX

Datenbanken

Access
MS SQL Server
ODBC
Oracle
SQL

Hardware

Digital
IBM Großrechner
NEXT Workstation
PC
SUN

Branchen

Branchen

Bank, Versicherung, Corporate Treasury, Software Vendor

Einsatzorte

Einsatzorte

Deutschland
möglich

Projekte

Projekte

1 Jahr 7 Monate
2022-11 - heute

Energy Trading, Pricing Analytics / Risk and P&L Control

Quantitative Data & Test Management Governance, Domain Architect Excel / VBA Python / Jupyter Oracle / Aurora / DynamoDB ...
Quantitative Data & Test Management Governance, Domain Architect
  • Domain architect and test manager for a number of EnBW Trading Risk and Analytics projects
  • Numerical reconciliation, model validation and backtesting, esp. VaR
  • Testing of the Beacon application releases esp. commodity/power curve data snapshots, structured products valuation and VaR incl. test cycle planning and execution by trading / quants / risk users
  • Set up governance for the manual / automated test execution and respective test documentation incl. elaboration and approval of test guidelines
  • Develop an overall testing, backtesting and plausibilization concept for EoD and VaR quality processes with regards to regression test cases, test automation and re-usable test data sets
  • Implement an integrated technical DEV ticketing + CI/CD + test evidence workflow solution
  • Coordinate with project / programm management on delivery planning and scoping, leading respective E2E cross-system working groups
Excel / VBA Python / Jupyter Oracle / Aurora / DynamoDB SQL Beacon Azure DevOps
EnBW Karlsruhe
1 Jahr 9 Monate
2021-04 - 2022-12

Migration of Postbank Portfolios into DB ALM IR Management Models

Group Treasury ALM Finance, Quant / Business / Data / Test Analyst Excel / VBA Python Oracle ...
Group Treasury ALM Finance, Quant / Business / Data / Test Analyst
  • Coordination of Treasury migration of the Postbank retail portfolios
  • Analysis of the deviating ALM models esp. spread curves, internal transfer pricing, risk & P&L reports
  • Testing of corresponding data and model changes incl. simulation of different decision options
  • PM for the FrontRun Pilot, i.e. pre-migration DB ALM dress-rehearsal for deposits
  • PM for the YE22 BFA3 (German GAAP Hedge Accounting) calculation / interest bearing plausibilization
  • Moderation of the concerned Run-the-Bank DB/PB stakeholder meetings, project documentation
Excel / VBA Python Oracle SQL OneSumX DB-APS dbAnalytics Lib
Deutsche Bank Frankfurt / Postbank Bonn
7 Monate
2021-12 - 2022-06

Migration of NordLB Treasury ALM & Risk / Finance Reporting Landscape into SAP FSDM

SAP HANA Data Household and Reporting, Product Owner SAP HANA JIRA / Confluence Excel / VBA ...
SAP HANA Data Household and Reporting, Product Owner
  • Product owner in a data migration scrum team
  • Stakeholder and delivery management
  • Business analysis and definition of the target model, moderation of business workshops with the bank
  • Coordination of the onsite and remote teams w.r.t business requirements, data mapping and testing
  • Task backlog management, resource planning and progress reporting
  • Internal competence center for treasury, reg. reporting and bank process & product topics
SAP HANA JIRA / Confluence Excel / VBA SQL OneSumX Java support tools
NordLB Hannover / SopraSteria Hamburg
5 Monate
2020-08 - 2020-12

AMA Operational Risk Model, Regulatory Compliance Assessment and Yearly Audit

Group Auditor Excel / VBA JavaScript Python ...
Group Auditor
  • Regulatory audit of the DB Operational Risk Model under the Advanced Measurement Approach
  • Compliance assessment for Regulatory Capital calculation incl. RTS, EL and insurance components
  • AMA data quality incl. quant review of the DQ dimensions: accuracy, completeness, and timeliness
  • Audit of the Model Development and Validation documentation and recent model changes
  • Regulatory compliance assessment for the underlying IT systems and data sources
  • Regulatory forensics and statutory documentation especially w.r.t. previous findings remediation
Excel / VBA JavaScript Python SAS Oracle SQL
Deutsche Bank London / Frankfurt / Berlin
2 Jahre 6 Monate
2017-11 - 2020-04

Big Data Payments Analytics & Digital Business Design

EU PSD2 Account Information Service, Licensing and Implementation Lead Scala Java OrientDB ...
EU PSD2 Account Information Service, Licensing and Implementation Lead
  • Registration and Licensing as Account Information Service Provider under the EU PSD2 regulation
  • Elaboration of future business and cooperation models and ensuring related regulatory compliance
  • Technical implementation and customization of PL-Tool, the proprietary dataflow & workflow platform
  • Design and development of CommonSign-Library, the proprietary PSD2 account information engines
  • PSD2 compliance documentation in accordance with EBA guidelines and RTS requirements
  • Web architecture setup incl. simulation, penetration, performance and load test
Scala Java OrientDB Apache Camel Docker AWS Lambda Javascript NodeJS Python Akka Play Apollo JMS JavaScript R SQL; Advanced Analytics: Apache Tika Python (pandas/ numpy/ genism/ scikit-learn/ tensorflow) Semi-supervised Machine Learning Google BERT ULMFit Active Learning
PRAGMALAB GmbH
5 Monate
2018-07 - 2018-11

Credit Risk Control, IRBA and EBA Harmonization GL conform LGD/Downturn/MoC Models

Regulatory and Quant Analyst, Model Team Lead SAS SAP Sopra Equity Calculator ...
Regulatory and Quant Analyst, Model Team Lead
  • Assessment of new regulatory requirements for LGD models under CRR and EBA GLs and RTS
  • Elaboration of a new LGD past-default model
  • Regulatory compliance training for the bank?s internal employees
  • Scoping and specification of relevant risk control system upgrade
  • Develop and prototype harmonized margin-of-conservatism and downturn identification approaches
  • Portfolio analysis and valuation of regulatory options from the bank?s perspective
SAS SAP Sopra Equity Calculator Excel VBA
Deutsche Pfandbriefbank München
4 Monate
2018-06 - 2018-09

SAP/HANA Finance Portal Performance Test

Performance Test and Reporting Analyst SAP HANA Visual Studio Test Framework C# ...
Performance Test and Reporting Analyst
  • Concept and implementation of SAP/HANA Finance KPI Engine Performance Testing
  • Preparation of multilevel performance test cases
  • Elaboration and implementation of a dedicated reporting tools and dashboards
  • Single-request and aggregated level data mining and plausibilization
  • Validation, plausibilization and communication of test run findings
SAP HANA Visual Studio Test Framework C# SQL Powershell Excel VBA Powerpoint
KPMG IT Service Berlin
3 Monate
2017-09 - 2017-11

Regulatory Internal Model Review Mission (TRIM)

Credit Risk Control & IT / Historical & Master Data Governance / Test Infra Assessment SAS R Sybase ...
Credit Risk Control & IT / Historical & Master Data Governance / Test Infra Assessment
  • Regulatory TRIM review of Pillar 1 credit/market models with a focus on IRBA modelling, model governance, historical & master data and IT implementation in a major German systemic-relevant banking institution (Commerzbank)
  • External supervisory assessment of PD and LGD models, together with a joint ECB / Bundesbank team
  • Numerical validations of presented bank?s mandatory test results
  • Reconciliation and assessment meetings with the bank?s top management (esp. risk control)
  • Formulation, communication, and escalation of assessment findings
  • Documentation in the format of an official ECB mission report
SAS R Sybase Excel LoanIQ IBS/Phoenix SAP-MARK ABIT RMDB SQL
European Central Bank / Deutsche Bundesbank / McKinsey / Risk Dynamics
11 Monate
2016-11 - 2017-09

Risk Control & Testing

Quant Analyst & Developer Excel/Access VBA Murex Front Arena ...
Quant Analyst & Developer
  • Develop and implement a new trading storno control process incl. P&L explanation, workflow, data validation and enrichment, documentation and reporting
  • Implementation of a corresponding working prototype solution
  • Data mining and analysis, esp. pattern recognition and validation
Excel/Access VBA Murex Front Arena Ms Visual Studio
DZ Bank
Frankfurt / Düsseldorf
5 Monate
2017-02 - 2017-06

Group Finance Data Household and Test Setup

IFRS9 Data Household, Project Test and Implementation Manager Oracle Java MS SQL Server ...
IFRS9 Data Household, Project Test and Implementation Manager
  • Negotiate and establish holistic IFRS9 data management, testing and implementation processes
  • Set-up and initial management of corresponding project streams, coordination with IT and vendors
  • IFRS9 related data mining and analysis, result plausibilization esp. sLLP, psLLP, hLLP impairments
  • Data governance incl. BCBS239 data KPIs and lineage
Oracle Java MS SQL Server VBA Front Arena ZEB.Control SAS SimCorp Dimensions various in-house systems / DWH SAP MS SQL LoanIQ Summit
Raiffeisen Landesbank
Oberösterreich Linz
2 Jahre 4 Monate
2014-07 - 2016-10

Group Finance Statutory Risk Reporting

Quant & Regulatory Business and Test Analyst, Data Sourcing & Governance, Release UAT Lead Excel/Access VBA SAS R ...
Quant & Regulatory Business and Test Analyst, Data Sourcing & Governance, Release UAT Lead
  • Develop and implement of holistic test approach for a new integrated regulatory risk & financials reporting engine of the Deutsche Bank group
  • Oversight & risk assessment of new business requirements incl. implementation of quality gates from the business perspective, esp. regulatory pipeline such as IFRS9, Basel IV, BCBS239, AnaCredit etc
  • Validation and plausibility analysis of statutory reporting impact from the technology, IRBA model and data changes within the system release cycle
  • Elaborate and implement quantitative regulatory figures impact forecast, measurement and plausibilization techniques
  • Exposure and Master Data sourcing and testing, esp. from Avaloq, LoanIQ, Murex, Summit, SAP, etc.
  • Ad-hoc data governance and mining & statistical analysis, test result documentation and preparation of management decision rounds, reconciliations with major business and IT stakeholders
  • Support Run-the-Bank subject matter experts during the test and production reporting runs
Excel/Access VBA SAS R Java OrientDB Oracle/PL-SQL MicroStrategy HP ALM SAP VBA PL-SQL QlikView Ms PowerBI/SSRS
Deutsche Bank
Frankfurt
4 Monate
2014-04 - 2014-07

Credit Risk IRBA PD Model Validation

Quant & Regulatory Analyst, Data Sourcing Excel/Access VBA SAS Oracle/PL-SQL ...
Quant & Regulatory Analyst, Data Sourcing
  • Credit application and portfolio PD model validation and recalibration
  • Yearly regulatory IRBA validation and statutory reporting
  • Enhancement of existing SAS solution
  • Historical and master data delivery and testing from Oracle DWH, Cognos Reports, SAP etc.
  • Statistical analysis
Excel/Access VBA SAS Oracle/PL-SQL Ms Visual Studio
BHW AG
Hameln
5 Monate
2013-11 - 2014-03

New Rating Platform

Quant & Business Analyst, Data Delivery and Transformation Lead Excel/VBA MS SQL Server MS Integration Services ...
Quant & Business Analyst, Data Delivery and Transformation Lead
  • Business analysis and development in VBA/C#
  • Credit risk data mining and data migration
  • New IRBA PD model parameterization and validation support
  • Plausibility and ad hoc analysis
  • Subproject delivery management
Excel/VBA MS SQL Server MS Integration Services C# R SQL
Sparkassen Rating & Risikosysteme GmbH
Berlin
6 Monate
2013-04 - 2013-09

Micro-Financing Workflow & Analysis

Project Manager, Lead Business Analyst Excel/VBA mySQL Java/grails ...
Project Manager, Lead Business Analyst
  • Definition of target process architecture for scalable micro-loan portfolio management in Germany
  • Reconciliation with partner micro-finance institutions (MFI), BA team lead
  • Project management for a Germany-wide MFI cooperation pilot
Excel/VBA mySQL Java/grails JQuery
Berlin-Micro AG / Institut 360° Potsdam / PRAGMALAB GmbH
Berlin
2 Jahre 5 Monate
2010-09 - 2013-01

Credit Risk Workout/Recovery System Migration/Integration/Testing

Project & Vendor Manager, Lead Business Analyst Excel/VBA (PL)SQL Oracle ...
Project & Vendor Manager, Lead Business Analyst
  • Integration of former ABN AMRO portfolios of sub- and non-performing loans
  • Reconciliation with external vendor and internal customers, team lead for business analysts
  • Analysis of requirements for ABN AMRO and DB target systems, esp. relating to impairment LLPs and Claim Ledger Accounting incl. interfaces to/from core banking, back-office and control systems
  • Subproject management, e.g. short-term carve-out of existing Dutch workout processes
Excel/VBA (PL)SQL Oracle Java/tomcat XML Project/Visio/UML SAP SQL
Deutsche Bank
Amsterdam/Hamburg/Berlin
1 Jahr 6 Monate
2009-01 - 2010-06

Upgrade Sophis Trading Infrastructure

Project Manager, Business Analyst, Tester Sophis C++/C# VBA ...
Project Manager, Business Analyst, Tester
  • Analysis of user (equity/commodities exotics traders) and prioritization of requirements, reconciliation with vendor and internal customer, specification of enhancements, parameterization of Sophis
  • Definition of processes, planning and supervising of sub-projects, implementation releases, test planning and execution
  • Ad-hoc quant support on OTC derivatives for financial engineers, esp. model/process validation
  • Daily management/specification/control of medium size IT projects, e.g. model calibration engine, central fixings for OTC products, new corporate actions workflow, PnL explanation service
  • Coordinate IT implementation, testing, post-sales support incl. interaction with back-office and control processes/systems
Sophis C++/C# VBA MySQL Oracle
Unicredit
Munich
4 Monate
2008-09 - 2008-12

Visualization and Toll Billing Tool for Railways Transportation

Project Manager, Business Analyst, Tester Tomcat/JAVA+PHP mySQL dHTML ...
Project Manager, Business Analyst, Tester
  • Collect use cases and specify properly scaled IT solution
  • Online visualization for French Cargo Rail Transports
  • Development/hosting/support of real-time web based tool
  • Billing and DB analysis
  • Coordinate IT implementation, testing, post-sales support
Tomcat/JAVA+PHP mySQL dHTML flex/AS3
Cofiroute Paris / Toll Collect Berlin
6 Monate
2008-02 - 2008-07

Pilot Study Trafic Jam Backed Securities / Time Derivatives

Quant Research, Business Analyst Oracle Symbolic Algebra Tool Maxima Tomcat/Java and GUI Thick Client with Flex/AS3
Quant Research, Business Analyst
  • Feasibility study on possibility of traffic risks absorption with travel time derivatives trading
  • Elaborate and calibrate first order stochastic travel times model
  • Structure and price four test travel time derivatives
  • Implement demo version of future web based trading platform
Oracle Symbolic Algebra Tool Maxima Tomcat/Java and GUI Thick Client with Flex/AS3
Ambrosys Potsdam / Toll Collect Berlin
5 Monate
2007-12 - 2008-04

Visualization of GPS Positioning Data

Project Manager, Business Analyst stand-alone Delphi application virtual SQL-DB (SQLite)
Project Manager, Business Analyst
  • Collect use cases and specify properly scaled IT solution
  • Visualize LOG-data of German highway toll system
  • Interface to GoogleMaps/GoogleEarth technology
  • Develop converter tool
  • Coordinate IT implementation, testing, post-sales support
stand-alone Delphi application virtual SQL-DB (SQLite)
Toll Collect
Berlin
5 Monate
2007-08 - 2007-12

Implementation of New Business Prozess MaRisk vs. IFRS reporting

Business Analyst, Monthly Reporting, Tester
Business Analyst, Monthly Reporting, Tester
  • Steer introduction of monthly IFRS vs. MaRisk restatements for capital market products traded, esp. fixed income, money market, stocks and stocks listed and OTC derivatives, ABS, FX products
  • Pilot reporting run for the segments Treasury/Liquidity, Client Business and Proprietary Trading
  • Draw up three test monthly statements
  • SQL queries/analysis of data stock and data cleansing actions
  • In-house solution: .NET-VB on MS SQL Server and ODBC interfaces with other related systems: SAP, Murex, Hoell, Armada, Rolfe&Nolan, various Access/Excel based tools
  • Testing with Mercury Test Center
Landesbank
Berlin
4 Monate
2007-04 - 2007-07

Concept Restatement German MaRisk rules vs. IFRS

Business Analyst, Software Development
Business Analyst, Software Development
  • Concept dedicated DB for centralized IFRS segment and profit center reporting
  • Elaborate of restatement formula market risk control vs. IFRS
  • Find out and document systemic restatement discrepancies
  • Validate the formula with about 300 capital market products traded, esp. fixed income, money market, stocks and stocks listed and OTC derivatives, ABS, FX products
  • Program a fully functional system prototype (VB Access/Excel)
  • SQL data feeds
  • Define management reporting templates
Landesbank
Berlin

Aus- und Weiterbildung

Aus- und Weiterbildung

1998 - 2002

UNIVERSITÄT POTSDAM

AG Statistische Physik und Chaostheorie, Dr. rer. nat.

Dissertation "Synchronisierungsübergänge in komplexen Systemen"

Schlüsselwörter: Nichtlineare Dynamik, Synchronisierung, Stochastische Prozesse, Invariante Wahrscheinlichkeitsdichte, Fokker-Planck-Gleichung


1998 - 2004

UNIVERSITÄT POTSDAM

Dipl.-Volkswirt

Diplomarbeit "Stabilitätsanalyse interdependenter Märkte"

Schlüsselwörter: Marktgleichgewichtsmodelle, Preisanpassungsprozeß, Ungleichgewichtsdynamik, Marktkohärenz, Indexdynamik, Zyklen, Chaos


1994 - 1998

UNIVERSITÄT HEIDELBERG

Dipl.-Physiker

Institut für Hochenergiephysik/CERN

Diplomarbeitsthema: [Titel auf Anfrage]

Schlüsselwörter: Symmetriebrechungsmodelle, Datenaufbereitung, Numerik, Monte-Carlo-Analyse, Regression, Modellvalidierung

Position

Position

Bank, Pricing / Risk, Big Data / Smart Data, Statistische / Stochastische Modelle, Business & Data Analysis, Data Science & Machine Learning, Business Intelligence & Reporting, Quantitative Finance, Digital Products, Payments & PSD2, AISP / Kontoinformationsdienst, reg. Compliance

Kompetenzen

Kompetenzen

Top-Skills

Banking Risk Controlling Finanzmathematik Predictive Modeling Accounting Standards payments Quantitive Analyst Presentations Business Analysis Audit Reporting Datenanalyse Geschäftsprozessanalyse Test Python Treasury agiles Projektmanagement Scrum Product Owner Testautomatisierung IT-Governance Changemanagement

Produkte / Standards / Erfahrungen / Methoden

(PL)SQL
ABIT
Apache Camel
AWS Lambda
C#
C++/C#
dHTML
Docker
Excel
Excel/Access VBA
Excel/VBA
flex/AS3
Front Arena
HP ALM
IBS/Phoenix
Java/grails
Java/tomcat
JQuery
LoanIQ
MicroStrategy
MS Integration Services
Murex
mySQL
NodeJS
Oracle/PL-SQL
OrientDB
Project/Visio/UML
Python
R
RMDB
SAP-MARK
SAS
Scala
SimCorp Dimensions
Sophis
stand-alone Delphi application
Sybase
Symbolic Algebra Tool Maxima
Tomcat/Java and GUI Thick Client with Flex/AS3
Tomcat/JAVA+PHP
various in-house systems / DWH
VBA
virtual SQL-DB (SQLite)
XML
ZEB.Control

Bankensysteme:

SAP Bank Analyser, Summit, Sophis, Murex, Reuters, Bloomberg


IT SKILLS:

  • Word, Excel, PowerPoint, Access, Project, Outlook, Lotus Notes
  • Fortran, Cobol, Pascal/Delphi, C/C++/C#, Java, JavaScript/JQuery, PL1, Basic, AS3/Flex
  • DOS- & UNIX-Shells, PERL, SQL, CGI, PHP
  • Oracle, MS SQL Server, MySQL/MariaDB, Postgresql / Redshift, AWS, Azure
  • Olap / BI Tools: Qlikview/Cognos/MicroStrategy/MsPowerBI/SSRS
  • LaTeX, PageMaker, Corel, Photoshop, Illustrator, Xpress
  • Matlab, Mathematica, Maxima, Maple, R, Python, SAS, Beacon
  • SAP / HANA, Odoo, TCS, Reuters, Bloomberg, MarkIT, div. Workout & Collateral Mgt Systems
  • FrontArena, Finastra Sophis, LoanIQ, Murex, Summit, Avaloq, Kondor+
  • JIRA / Confluence, HP ALM / Mercury Quality Center, VisualStudio TeamServices


DATA SCIENCE

jupyter, numpy, pandas, gensim, scikit-learn, umap-learn, tensorflow/keras, webdriver, google vision, AWS.textract, Apache Tika, BERT/pytorch, cv2/tesseract

Betriebssysteme

Unix
Windows

Programmiersprachen

Basic
C
C++
Delphi
Fortran
Java
JavaScript
Lisp
MATLAB / Simulink
Pascal
Perl
PHP
PL/1
PL/SQL
Shell
TeX, LaTeX

Datenbanken

Access
MS SQL Server
ODBC
Oracle
SQL

Hardware

Digital
IBM Großrechner
NEXT Workstation
PC
SUN

Branchen

Branchen

Bank, Versicherung, Corporate Treasury, Software Vendor

Vertrauen Sie auf GULP

Im Bereich Freelancing
Im Bereich Arbeitnehmerüberlassung / Personalvermittlung

Fragen?

Rufen Sie uns an +49 89 500316-300 oder schreiben Sie uns:

Das GULP Freelancer-Portal

Direktester geht's nicht! Ganz einfach Freelancer finden und direkt Kontakt aufnehmen.