Freelancerprofil: -0631815
Berater, Riskmanagement, Regulation (EMIR, MiFID, BRRD, RiskAbschG, CRD IV, MaRisk, MiFIR)
- Position:
- IT Analyst / Architekt
IT Beratung / Consulting
| Projekte im Werdegang |
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| 07/2016 - | Risikomanagement Freelance Consultant Risk Management |
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| 07/2016 - 01/2017 | Landschaftsbau, VBA, Landschaftsbau Project Deutsche Börse AG Development of a Difference Claim Calculation Tool for the Default Management Process of the clearing house Business requirements definition, system landscape analysis, technical specification Monitoring and further development of the offering of the clearing house, mainly driven by changes in the regulatory landscape (e.g. EMIR, MIFID II, PRIIPs, CPMI IOSCO) BaFin, FCA, etc.) and customers' needs Functional definition and maintenance of clearing rules and regulations Further development of the Default Management Process with respect to the porting functionalities Expansion and maintenance of the service offering in terms of jurisdictions Assessment of clearing house admission criteria Securing of clearing models workability across clearing and trading IT landscape Consultant |
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| 04/2014 - 06/2016 | Risikomanagement, VBA, SQL, Matlab/Simulink CCP-Risk Management - Operational functions within the risk management department of the clearing house: - Intraday risk monitoring - Intraday margin calls analysis and issuance - Management of the risk management systems and tools - Client support - Development of the new as well as maintenance of existing risk management systems and tools - Implementation of new products and services. Support through the entire product lifecycle Design/Specification/Implementation/Acceptance/Operations - Impact analysis, as well as design and amendments of methodology/systems/processes with respect to new regulatory requirements (EMIR, MiFID II/MiFIR, CPSS-IOSCO, CRD IV, PRIIPs) - Creation of presentation for national and international Supervisory Authorities' meetings (BaFIN, ESMA Risk methodology design |
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| 04/2014 - 07/2016 | Wertpapiergeschäfte Team: Risk Control - Equity & Commodity Derivatives |
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| 03/2012 - 03/2014 | Risikomanagement, Matlab/Simulink, SQL, VBA, Risikomanagement, Risikomanagement, Risikomanagement Risk Management - Market Risk Programming on Matlab, SQL, VBA Risk Modelling, including VaR models Derivative pricing Stress Testing and Back Testing design Functional design on Calypso-Platform Interest Rate Bootstrapping methodology design Cleansing und preparation of market data Preparation of documentation on regulatory requirements (Basel 3 and Basel 3.5) Design of Market Conformity Analysis for capital requirements of derivative products senior management of the risk management service line |
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| 03/2012 - 04/2014 | Risikomanagement Employee Accenture Management Consulting Market Risk Analyst - Risk Management Service Line |
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| 08/2011 - 02/2012 | Wertpapiergeschäfte (6M) Master Thesis at Eurex Clearing AG Team: Risk Design |
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| 08/2011 - 02/2012 | Wertpapiergeschäfte, Matlab/Simulink Risk Design Methodology Implementation Matlab Stress Testing |
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| 02/2011 - 06/2011 | (4M)
Internship at Stoxx Ltd. (Deutsche Börse)
Team: Product Development
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| 02/2011 - 06/2011 | Marketing, Wertpapiergeschäfte Product Development Design of equity indexes Research and development of strategies for passive portfolio management Calculation and quantitative analysis of index data and capital markets data Market data research and analysis via Reuters/Bloomberg terminals Creation of new product presentations and decision materials Market research and competition analysis |
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| 08/2010 - 02/2011 | Risikomanagement (6M) Summer internship program Credit Risk Management / PBC Team: Risk Costs and Methodology |
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| 08/2010 - 02/2011 | SAS Software, VBA, SAS Software, SAS Software, PowerPoint, Produktionstechnik Risk Costs and Methodology Studying the working environment, databases and tools, in particular the programming language SAS, Enterprise Guide and VBA, as well as the risk models of PBC Familiarization with the used SAS macro-structure, as well as further development of the existing macros SAS programming Creation of reporting-algorithms for the worldwide outstanding cash flows with respect to real estate loans Reconciliation of the reporting results on a new IT-Platform Preparation of presentations for an IT project Development of standardized PowerPoint Charts for the reporting of a new production technology Guide and VBA |
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| 03/2010 - 06/2010 | Treasury, MS Office, Matlab/Simulink, SQL, VBA, SAS Software, C++ (3M) Internship at Investionsbank Sachsen-Anhalt (Nord LB) Team: Treasury Back office: Calypso (1.5 Years), Bloomberg, Reuters Programs: Microsoft Office Package |
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| 03/2010 - 06/2010 | Treasury, Finanzwesen, Bankwissen, Bilanzstrukturmanagement, Finanzwesen Research on the topic "Loan-Loss-Allowance" and "Herfindahl-Hirschmann-Index", as well as programs for statistical analysis Treasury Further development of the Investor Relations-Approach of the bank, in particular creation of product presentations Support with respect to the strategical development of the Treasury in the area of liquidity management, in particular analysis and summary of papers from the Bank for International Settlement Academic research on the German financial and banking system, in relation to the juristic status of the bank under the consideration of economic aspects Interest rate risk analysis for the asset liability management of the bank and the related financial instruments Svetoslav Ivanov Frankfurt am Main, 31.01.2017 |
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| Ausbildung & Zertifikate |
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| Sprachen |
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| bulgarisch | (++++) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| deutsch | (++++) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| englisch | (++++) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| russisch | (++) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Sonstiges |
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Kontakt
people4project GmbH
Lörenskogstr. 3
85748 Garching bei München
Lörenskogstr. 3
85748 Garching bei München
+49 (89) 55 29 39 - 40
