Senior Risk Management Consulting
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- auf Anfrage
- 8002 Zürich
- Weltweit
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- 25.10.2011
Kurzvorstellung
Qualifikationen
Projekt‐ & Berufserfahrung
11/2010 – offen
Tätigkeitsbeschreibung
Variable Annuities project at a world leading Reinsurance Company, Zurich and Munich
- Definition and specification of various steps in order to outsource mid-/backoffice operations (derivative instruments)
8/2010 – 10/2010
Tätigkeitsbeschreibung
Risk Controlling /Accounting & Tax project within German bank, Munich
- Implementation of integrated solution for internal hedge transactions for risk control and hedge accounting according to IAS 39
- Specification of internal deal types handling in respect of accounting and risk rules
- Knowledge of IFRS rules according derivatives accounting
- Lead of complete revision of bank internal work instruction (internal deal type handling)
1/2009 – 7/2010
Tätigkeitsbeschreibung
Integration project between two leading European Banks, Frankfurt
- Particular project lead within credit risk agency lending project
- Design, implementation and test of newly implemented agency lending plat-form within bank
- Front-office integration including implementation of securities lending and repo transactions based on an integrated trading systems
- Conception and test support of new collateral management system
- Design, support and test of several interfaces between various Risk- (Risk Vision) and FO Systems (Martini) Migration project
- Implementation of credit default swap (CDS) hedge accounting
- Requirement specification for newly introduced Rating Dependent Thresh-olds within a credit risk project
8/2008 – 1/2009
Tätigkeitsbeschreibung
Credit risk project at leading European Investment Bank, Frankfurt
- Redesign and enhancement of internal AddOn concepts for counterparty risk (conception and testing)
- Requirement specification for exposure calculation of newly introduced de-rivative products
- Redesign of limit and exposure calculation process of different derivative products
3/2008 – 6/2008
TätigkeitsbeschreibungProject management at a worldwide leading pharmaceutical company, Copenhagen
8/2006 – 7/2008
Tätigkeitsbeschreibung
Projects in the field of quantitative risk management at a leading insurance company, Zurich
- Implementation and further development of a Risk Based Capital and Risk Based Return Measurement application
- Implementation and further development of a Swiss Solvency Test applica-tion
- Data preparation/handling and development of several risk reporting tools
- Project management (lead)
Zertifikate
Ausbildung
Basel, Davos
Basel
Über mich
- Experience in leading interdisciplinary teams and in managing projects
- Specialist knowledge in financial risk management
- Strong knowledge of banking and financial management in general, financial instruments accounting
- Experience in IT-related project work, knowledge of S-Plus, R, Matlab, SQL and reporting software
Weitere Kenntnisse
- Beratung
- Treasury
Branchenkenntnisse
- Finanzen, Banken
- Versicherung, Recht
Programmierung & Betriebssysteme
- Softwareprogrammierung
- Datenbanken (allg.)
- MySQL
- Betriebssysteme (allg.)
Persönliche Daten
- Deutsch (Muttersprache)
- Englisch (Fließend)
- Französisch (Gut)
- Europäische Union
- Schweiz
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