Migration Risk Management
Q2 2022-Q4 2023
Business Analyst
- International bank
- Supporting migration of a risk management system
- Definition of requirements
- Testing of input data and data processing
- Data analysis via Python/Pandas and JSON/CSV
- Close collaboration with treasury risk management and developers
IFRS 9 Implementation
Q1-Q4 2021
Business Analyst
- International insurance company
- Supporting quarterly reporting of accounts
- Support and backtesting of accounting software implementation/transition
Internal Audit
Q3-Q4 2020
Business Analyst
- International bank
- Audit of internal risk models
- Process documentation and test of internal controls
- Close collaboration with internal audit and validation teams
Developer Webservice
Q2 2020
Developer/Business Analyst
- Pharmaceutical company
- Development of a webservice to process and serve data as a REST API
- Definition of requirements with stakeholders
- Programming in Python/Flask
- Data queries in SPARQL
- Deployment
- Close collaboration with data scientists and IT
Test management and deployment
Q4 2019
Test Manager
- Funds Manager
- Testing and go-live of a third-party software for trade execution
- Testing and implementation of interfaces for Mifid reporting
- Close collaboration with Compliance and IT
Data provisioning server for financial market data
Q3 2019 – Q4 2019
Developer/Business Analyst
- Funds Manager (same client)
- Development/programming of a data provisioning server
- Upload/Download of financial data into a MongoDB via Excel/JSON
- Interface between external data providers and internal data recipients
- RESTful endpoints
- HTTP Web-Interface
- Development in Python
Process imlementation for deal management
Q1 2019 – Q2 2019
Developer/Business Analyst
- Regional state bank
- Process specification and implementation for a new deal management software
- Development in VBA/Access
- Analysis on aggregated deal data
- Close collaboration with asset management and IT
IFRS 9 transition support
Q4 2017 – Q1 2018
Analyst
- Large German bank
- Documentation of manual processes
- Planning of procedures and processes for the IFRS 9 transition
- Testing support
- Close collaboration with accounting, IT and risk management
Implementation of an IFRS 9 SPPI software
Q2-Q3 2017
Designer/Developer
- Dutch insurance company
- Software for the automated classification of securities according to IFRS 9 (SPPI test)
- Programming of a server daemon (service) in Python
- Database design in Microsoft SQL Server
- Documentation of the decision trees
- Design and programming of a graphical user interface
- Close collaboration with IT, accounting and end users
Model development for the valuation of subsidiary agreements
Q3 2016 – Q1 2017
Technical Analyst
- Regional state bank
- Development and documentation of models
- Prepayment rights client/bank, expected cash flows, etc.
- Close collaboration with risk management and IT
Implementation of a process to classify securities according to IFRS 9
Q1 – Q3 2016
Technical Analyst
- Regional state bank
- Process design and documentation
- Business model test, SPPI test
- Close collaboration with accounting and IT
Calculation of IFRS 9 impairments
Q4 2015 – Q1 2016
Technical Analyst
- Regional state bank
- Development of a VBA prototype
- Calculation of one-year and lifetime expected loss based on a rating transition matrix
- Model documentation
- Close collaboration with risk management
Gap analysis of the business model and SPPI test
Q3 – Q4 2015
Technical Analyst
- Large international bank
- Inventory survey and sampling of instruments
- Classification of loans and securities according to IFRS 9
- Documentation of outcomes
- Close collaboration with accounting and front-office
IFRS 9 SPPI test support
2015 – 2017
Analyst/Reviewer
- EY internal point of contact for SPPI testing
- Classification of securities based on static market data
Development of an IFRS 9 SPPI software
Q2 2015 – Q3 2015
Designer/Developer
- Internal EY project
- Update of an Access prototype to Python and SQLite
- Software for the automated classification of securities
- Backtesting and regression testing of results
Fair value calculations in the context of audits
2015 – 2017
Executive position
- Internal EY department
- Team of specialists for fair value calculations
- Large portfolios of securities, loans, derivatives or structured products
- Calculation of fair values and sensitivities
- Close collaboration with EY audit teams
Contract review
Q4 2014 – Q1 2015
Technical support
- Swiss private bank
- Support and development of an Access database
- Automated reporting, user interfaces, maintenance
- Programming in VBA
- Close collaboration with reviewers and attorney’s offices
European Central Bank Asset Quality Review
Q2 2014 – Q3 2014
Audit Senior
- Part of NCA bank teams in working block 8: “level 3 fair value exposures review”
- Central point of contact for the valuation of illiquid structured instruments (ABS)
Audit and consulting on pricing processes 2011 – 2015
Audit Assistant/Senior
- Funds, Local state banks
- Fair value calculations and controls
- Sensitivities regarding inputs (interest rates, volatilities, etc.)
- Close collaboration with risk management
Valuation of financial instruments in the context of audits
2011 – 2015
Audit Assistant/Senior
- Funds, Local state banks
- Fair value calculations
- Securities, loans, derivatives
Other projects
2011 – 2015
Audit/Consulting Assistant/Senior
- Leverage calculations for reporting purposes
- IFRS 9 look-through test
- IFRS 9 tranche vs. pool test
- Software testing