Fachlicher Schwerpunkt dieses Freiberuflers

Business Analyse, Prozesse, Financial Services, Digitalisation, Konzepte, Spezifikationen

verfügbar ab
01.01.2020
verfügbar zu
100 %
davon vor Ort
100 %
PLZ-Gebiet, Land

D6

Städte
Frankfurt am Main
20 km
Kontaktwunsch

Ich möchte ausschließlich für Projekte in diesen Einsatzorten kontaktiert werden.

Position

Kommentar

Freelancer, Business Analyst, Frankfurt am Main

Projekte

08/2017 - 12/2019

2 Jahre 5 Monate

Development of a new Margining Model (OTC Products)

Rolle
Business Analyst
Kunde
Large European Clearing House
Einsatzort
Frankfurt am Main
Projektinhalte
  • Definition of business requirements
  • Review and support of product development concepts
  • Review and support of clearing concepts
  • Review and support of Risk Management and Pricing Concepts
  • Writing Risk Management and Pricing concepts
  • Status reporting for Risk Methodology within the Foreign Exchange X-Area meetings
  • Support client in answering questions (analysis and documentation) from BaFin Audits
  • Preparation of Management Slides for the client
  • Product Scope: Foreign Exchange (FX Spot, FX Forwards, FX Swaps, XCCY Swaps)
    • Pricing and Risk Management
    • Market Data Setup (Tullet, Reuters, Bloomberg)
    • Market Data Cleansing
    • Currencies: AUD/USD and JPY/USD
    • Definition of Benchmarks
    • Alignment with Legal and Benchmark Provider
    • Prototyping using QuantLib and Python
  • Product Scope: Interest rate products
    • Pricing and Risk Management
    • Market Data Setup (Tullet, Reuters, Bloomberg)
    • Market Data Cleansing
    • Currencies: AUD and CAD
    • Definition of Benchmarks
    • Prototyping
  • ISDA Benchmark Fallback Procedures:
    • Definition of the business impacts (Risk Management, Benchmarks)
    • Definition of IT business impacts
    • Definition of legal impacts
    • Defining the implementation roadmap
Kenntnisse

Python

SQL

QuantLib

PowerPoint

SharePoint

JIRA

Alfresco

04/2019 - 09/2019

6 Monate

Price Validation Software Selection Process

Rolle
Business Analyst
Kunde
Large German Investment Company
Einsatzort
Frankfurt am Main
Projektinhalte
  • Defining Business and IT Requirements
  • Writing Pre-Study documentation
  • Definition of As-Is and To-Be Architecture and processes
  • Defining methodology for the tolerance boarder definition
  • Preparation of the RfP documentation
  • Support RfP selection process
    • Review RfP responses
    • Preparation of Workshops
    • Creation of workshop questions
    • Participate at the vendor workshops
  • Evaluation of workshop results
  • Analysis to automize manual process (reading pdf-Files etc.)
  • Status reporting
  • Final Presentation for Division Manager and C-Level
Kenntnisse

Visio

Python

Excel

SQL

Word

Excel

01/2019 - 08/2019

8 Monate

Digitalization of Business Processes

Rolle
Team Lead
Kunde
Large German Investment Company
Einsatzort
Frankfurt am Main
Projektinhalte
  • Team Lead for methodological and functional requirements
  • Defining strategic business cases for the new Azure Cloud platform
  • Gathering business requirements from different business units
    • o Portfolio Management
    • o Centralized Market Data Hub
    • o Pricing Webservices
  • Creation of C-Level presentation
Kenntnisse

Python

PowerPoint

SQL

QuantLib

Azure

Oracle

08/2018 - 06/2019

11 Monate

Validation of a OTC Pricing Engine

Rolle
Business Analyst
Kunde
Large German Investment Company
Einsatzort
Frankfurt am Main
Projektinhalte
  • Gap Analysis of the existing OTC pricing engine:
    • Products: Interest Rate Swaps, FX Forwards, Options
    • Validation of Pricing Methodologies
    • Processes
    • Market Data Setup
    • Documentation (business and functional)
  • Creation of System documentation
  • Preparation of Findings-Documentation for the Head of Department
Kenntnisse

MATLAB

Oracle

Word

03/2018 - 07/2018

5 Monate

Digitalization of Business Processes

Rolle
Business Analyst
Kunde
Large German Investment Company
Einsatzort
Frankfurt am Main
Projektinhalte
  • Digitization of business processes between the member banks and the investment company
  • Interviews and Workshops with Business and IT Stakeholder
  • Support in the definition of the business and IT requirements
  • Definition of As-Is and To-Be Architecture and processes
  • Defining a project plan for the deliverables within the project
  • Creation of a Pre-Study documentation which contains the business, business functional and IT requirements. Definition of a functional solution architecture
  • Status reporting
  • Provider selection and timelines
  • Support the RfP process
Kenntnisse

MS Project

Word

Visio

PowerPoint

11/2012 - 03/2017

4 Jahre 5 Monate

Development of a new Margining Model (Listed Products)

Rolle
Team Lead
Kunde
Large European Clearing House
Einsatzort
Frankfurt am Main
Projektinhalte
  • Team Lead for methodological and functional requirements
  • Team size up to 18 employees (internal and external)
  • Project coordination and communication between internal departments and external (international) service provider
  • Project management and controlling
  • Q&A of business concepts and functional specifications
  • Presentation of release content
  • Presentation of release specific topics to C-Level
  • Definition of the business requirements for the margining model:
    • Risk modelling
    • Back- und Stress Testing
    • Regulatory requirements
    • Introduction of new products in diverse asset classes (Equity Derivates, Interest Rate Derivates, FX Derivates und OTC IRS)
    • Introduction of a new Asian Clearinghouse into the Margining Model
    • Development of VBA codes to analyse for test reasons
    • Analyse SQL Acceptance database to prove newly defined data model changes
    • Checking of developer C++ code
    • Review of business concepts
    • Review of business functional concepts
    • Review of test narratives and cases
    • Development of VBA prototyping code for new methodology requirements
    • Writing business and business functional concepts
Kenntnisse

C++

Python

SQL

Access

PowerPoint

JIRA

Word

02/2015 - 06/2015

5 Monate

Financial Services Consulting – Risk & Regulations

Rolle
Manager
Kunde
PricewaterhouseCoopers AG
Einsatzort
Frankfurt am Main
Projektinhalte
  • Responsible for client acquisition and account planning team
  • Responsible for the market areas pricing and market risk
  • Staff responsible

03/2012 - 01/2015

2 Jahre 11 Monate

Management Consultant

Rolle
Manager
Kunde
Accenture GmbH
Einsatzort
Kronberg im Taunus
Projektinhalte
  • Proposals for diverse clients
  • Responsible for client acquisition and account planning team
  • Head of Quantitative Finance & Risk Group (pricing and market risk)
  • Staff responsible

07/2012 - 10/2012

4 Monate

Regulatory Impact on Transaction Banking

Rolle
Subproject Manager
Kunde
Large German Bank
Einsatzort
Frankfurt am Main
Projektinhalte
  • Market-, competition-, and trend-analysis
  • Analysis of the banking business strategy in terms of forthcoming regulatory requirements
    • Requirements for transaction areas: Custodian services, securities transactions, payments & cash and card payments
    • Competition by non-/ near-banks
    • Increased of regulatory requirements (SEPA, AML, PSD, Basel III, EMIR, MiFID II / MiFIR and BaFin Rundschreiben für Depotbanken)
  • Preparation of the final presentation of results and presentation to the customer
Kenntnisse

PowerPoint

04/2012 - 06/2012

3 Monate

Strategic study on custodian bank service and reporting

Rolle
Business Analyst
Kunde
Medium-sized German Bank
Einsatzort
Düsseldorf
Projektinhalte
  • Creation of the business concept
  • Communication and coordination between the Bank's internal departments
  • Analysis of key reporting processes across Front-, Middle-, and Back-Office
  • Definition of As-Is and To-Be Architecture and processes
  • Definition of performance, risk performance, risk ratios, stress- and back testing and the validation of the internal risk model
  • Creation of an VBA based prototype code to price callable Bonds
  • New definition of custody reporting
  • Preparation of the final presentation of results
Kenntnisse

Powerpoint

vba

word

visio

03/2012 - 03/2012

1 Monat

Analysis of Front Office trading and IT process landscape of structured products

Rolle
Business Analyst
Kunde
Large German Bank
Einsatzort
Frankfurt am Main
Projektinhalte
  • Analysis of key processes such as quoting, corporate actions handling and actual trade processes
  • Definition of As-Is and To-Be Architecture and processes
  • High level design of securities master data management model
  • Asset class: Structured products and OTC derivatives
  • Preparation of the final presentation of results
Kenntnisse

Powerpoint

visio

Kompetenzen

Sprachkenntnisse
Deutsch
Englisch

Datenbanken
Access
Oracle
SQL

Betriebssysteme
Mac OS 10
Windows 10

Programmiersprachen
C++
Excel VBA
MATLAB
Python
vba

Aufgabenbereiche
Business Cases
Clearing
Digitalisierung
Führungserfahrung
Kapazitätsplanung
Markt Daten
Modellvalidierung
Pricing
Projektleitung
Projektmanagement
Prozesse
Risikoanalyse
Risikomanagement
Team Lead

Produkte / Standards / Erfahrungen
Alfresco
Azure
Bloomberg
Excel
JIRA
PowerPoint
Reuters
SharePoint
Visio
Word

Berechnung / Simulation / Versuch / Validierung
QuantLib

Bemerkungen

MS Visio

MS Office

MS Access

MS Project


Aus- und Weiterbildung

12/2015 - 08/2016

9 Monate

Certificate in Quantitative Finance (CQF)

Abschluss
Certificate in Quantitative Finance (CQF)
Institution, Ort
Fitch Learning
Schwerpunkt

Quant Finance

06/2004 - 06/2007

3 Jahre 1 Monat

Physik

Abschluss
Doktor
Institution, Ort
Goethe Universität
Schwerpunkt

Schwerionenphysik

10/1999 - 05/2004

4 Jahre 8 Monate

Physik

Abschluss
Diplom
Institution, Ort
Goethe Universität
Schwerpunkt

Schwerionenphysik