06.09.2022 aktualisiert

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100 % verfügbar

Solution Architect + Senior Business Analyst Risk Management

Wiesbaden, Deutschland
Deutschland +2
Diplom-Physiker + Economics
Wiesbaden, Deutschland
Deutschland +2
Diplom-Physiker + Economics

Profilanlagen

CV

Skills

ComplianceBeratungBusiness RequirementsSolution ArchitectBusiness AnalystFinanzwesenBankenregulatorisches MeldewesenBCBS
Experte in Design und Implementierung globaler IT-Lösungen im Risikomanagement  (PFE, RWA, CVA, FVA, EVA) mit Real-/Near-time Funktionalität
Compliance nach BCBS, EMIR
Spezialist in Simulationsrechnungen für Credit Risk Exposure
Experte im Meldewesen EBA/FINMA/COREP(FINREP
Umfangreiche Erfahrung in Limitsteuerung / Pre-deal Analyse, Portfoliomanagement und Deckungsbeitragsrechnung
Detaillierte quantitative Kenntnisse derivativer Finanzinstrumente und im Kreditrisiko
Reporting und Accounting von Sicherheiten bei bilateralen OTC-Geschäften

Sprachen

DeutschMutterspracheEnglischverhandlungssicherFranzösischGrundkenntnisseNiederländischverhandlungssicher

Projekthistorie

Program Manager for intragroup exposure aggregation of Counterparty Credit Risk for Exchange Traded Derivatives

Cr4edit Suisse Zürich

Banken und Finanzdienstleistungen

>10.000 Mitarbeiter

  • Business requirements analysis for Financial Accounting and Regulatory Reporting / Disclosures for margining of ETD Derivatives on consolidated group level
  • Functional design for intercompany disclosures
  • Business requirements for new ETD booking model
  • Advise for senior decision makers
  • Managing communication between business and IT

Lead Business Analyst UAT for Integration of subsidiary into Group Regulatory Reporting Framework

Deutsche Bank Frankfurt

Banken und Finanzdienstleistungen

>10.000 Mitarbeiter

  • Definition of test cases for EBA disclosure and reporting framework (COREP, FINREP)
  • Investigation of reconciliation breaks using Microstrategy
  • Excel prototypes for Pillar 3 and COREP reporting

Program Manager (Business) for implementation of Internal Model Method for Counterparty Credit Risk OTC

Credit Suisse Zürich

Banken und Finanzdienstleistungen

5000-10.000 Mitarbeiter

  • Oversight of creation and review/sign-off functional requirements for calculation of RWA, ACVA for OTC Derivatives with Monte Carlo Model
  • Established prototype calculations for impact analysis on capital requirements for regulatory approval process
  • Interacting with BCBS 239 team for development of Concepts for handling recon breaks
  • Analysis of test results and identifying defect causes
  • Identifying program risks and managing their mitigation
  • Presenting program status to steering committee (N-2 level)
  • Assurance of BCBS compliance for end-to-end flow of critical data elements including reconciliation process for risk and finance data

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