Independent Freelancer Financial Institutions

11/2021 – 2/2022

• Planning of project timeline regarding optimization of eligibility for structured securities with embedded derivatives under TLAC / MREL and their introduction into official Bail-in process
• Identification of relevant database interfaces, contact of relevant stakeholder, definition of scope/milestones together with IT and business
• Analysis of portfolios with structured derivative bonds regarding eligibility
• Design of algorithms to determine eligibility in a semi-automated way and specification of residual subsets for further manual analysis

Asset-Management, Kommerzielles Bankgeschäft, Treasury

11/2020 – 8/2021

• 3rd LEVEL SUPPORT “Run the Bank” for bond trading / repo trading
• Specification of optimization issues and GUI enhancements
• Definition of test grid / elaboration of test cases for release updates
• Coordination of test performance and documentation of test results

Bankwesen (allg.), Risikomanagement, Testdesign (IT), Test Management, Treasury

5/2020 – 9/2020

• Design of new AI (Artificial Intelligence) tools within existing automated trade robot (algorithmic trend trading) to mitigate Corona crash results
• Evaluation of EQ / FX market data, enhancement of existing AI tools, specification of functional design for IT programming, Scrum approach with 3 Developers
• Test management: Elaboration of significant test scenarios, setup of functional, load and regression tests, performance and documentation of the test results, update of internal audit reports by new functionality

Business Analysis, Kommerzielles Bankgeschäft, Test Management

8/2017 – 3/2020

• Project Management: Development of an individual semi-automated data pro-cessing tool to produce the EBA stress test report, decommissioning of existing complex manual Excel interfaces, connection of several database interfaces
• Development of a fully automated database solution to create the NII report Scrum approach, decommissioning of existing semi-manual Access solution
• Safeguard correct specification of new functionality for IT implementation
• Test management: Elaboration of significant test scenarios, setup of functional, load and regression tests, documentation of the test results, test automation

Bankwesen (allg.), Meldewesen (Bank), Test Management

10/2016 – 9/2017

• Project Management: Elaboration and planning of new software releases, connection of new interfaces and data streams, coordination of multiple developer teams in 6 countries
• Setup of MaRisk compliant processes regarding deviation reporting and escalation issue processing
• Test Management: Elaboration of data grid to perform performance and correct-ness test of newly integrated interfaces, development of regression test setup together with IT, safeguard documentation within HP Quality Center database
• Test management, design of test cases/ use cases, test documentation

Bankwesen (allg.), Meldewesen (Bank), Risikomanagement (Finan.), Test Management

1/2013 – 9/2016

• Interim Management “Run the Bank”: coordination of 2 internal employees, in-termittent daily market conformity checks with Macoc / CMC (b-next), safeguard MaRisk compliance, execution of deviation issues and audit reporting, product range EQ, IR, FX, Repos, ETF, funds, retirement solutions, employee shares
• Project Management: replacement of manual check methods by development of an automated individual data processing tool to perform near time market conformity checks on a daily basis, market data interfaces to Bloomberg/VWD streams, conception, project setup
• Business Analysis: Elaboration of initial parameterized principal check methods tree, statistical backing of the existing check methods and applied variances, development of new market conformity checking methods
• Test management, design of test cases/ use cases, test documentation, test automation

Bankwesen (allg.), Kommerzielles Bankgeschäft, Meldewesen (Bank), Programming Language One (PL/I, PL1), Risikomanagement (Finan.), Testdesign (IT)

4/2012 – 10/2012

• Review/Identification of weak points within the Risk Mitigation Analysis Report that is a mandatory for the German Bundesbank
• Documentation of the data flow and data model of the tool dedicated to produce the relevant report with regard to the official minimum requirements of any IDV reports
• Elaboration of a list of items to further extend the report and of a concept to further automate that process with regard to the E.V.A. requirements (input / processing / output

Bankwesen (allg.), Meldewesen (Bank), Risikomanagement (Finan.)

1/2011 – 3/2012

• Identification of weak points within the equities derivatives trading platform (50.000 products) with regard to arbitrage risks and operational risks.
• Analysis for optimization issues of the Spotter tool within the plattform
• Identification and documentation of development needs in collaboration with trading, specification of the IT requirements
• Test management, setup of relevant test cases, test performance and documenta-tion

Bankwesen (allg.), Portfolio-Optimierung, Java (allg.), Risikomanagement (Finan.), Testdesign (IT)

4/2009 – 12/2010

• Collateral Management: Design and implementation of tools for identification of bond positions eligible for Repo lending with drill down according to counterparty risk and haircut
• Enhancement of repo lending to tri-party repo and revision of SWIFT system
• Asset Liability Management: Strategic evaluation of new architecture, implementa-tion of group wide front to back mappings, creation of relevant reports
• Liquidity management: transformation and harmonization of semi-manual Excel solutions to group wide single tool with underlying MS SQL database (6 develop-er)
• Setup and lead within SoFFin (external audit) meetings

Bankwesen (allg.), Kommerzielles Bankgeschäft, Microsoft SQL Server Analysis Services (SSAS), Projektleitung / Teamleitung (IT), Risikomanagement (Finan.), Treasury

5/2008 – 4/2009

• Scope: Conception, IT specification, interface analysis, programming in Access/ VBA, testing, documentation
• Design, implementation and test of new controlling tools and sub ledger architec-ture to gauge provisions, standard risk costs and interest revenues for credit in-struments
• Programming of tools (VBA) to safeguard IAS39 hedge effectiveness
• Systems: SAP CML, FRONT ARENA, BLOOMBERG, OLYMPIC, HYPERION

Bankwesen (allg.), Microsoft Excel, Risikoanalyse, Treasury, VBA (Visual Basic for Applications)

8/2006 – 5/2008

• Project Management: Setup of project including milestones and sub projects, def-inition and negotiation of automated refinancing interface to UBS Zürich treasury via quote engine, organization of bottom up approach for newly created collateral management, tracking of IT issues via ClearQuest
• Subproject: Evaluation of outsourcing of collateral management
• Setup of SWIFT messages for UBS internal funding purposes
• Business Analysis: Evaluation of IAS39 hedge effectiveness of loan refinancing
• Test Management of full front-to-back mortgage processing within Mercury Testdirector

Bankwesen (allg.), Finanzierung, Grundbesitz, Projektleitung / Teamleitung (IT), Risikomanagement (Finan.), Transact-Sql, Treasury