Career Profile
Data professional with 8+ years of success in delivering impactful analytical data science and statistical projects. Expert in statistical programming, adept at project management, and skilled in communicating complex ideas to diverse stakeholders. With a strong analytical foundation rooted in a quantitative-focused economics background, particularly in econometrics, I bring a deep understanding of data-driven decision-making. Proven leader in developing statistical models, R package development, and as a Product Owner. A collaborative team player with effective communication skills, passionate about agile ways of working and adapting to new technologies for optimal project outcomes.
Experiences
Product ownership in an agile set-up, responsible for delivery of:
- Responsible for Pillar 2 (Stress) / Provisions / Climate Risk Stress Models for the International Residential Mortgages Portfolio (Credit Risk).
- Integration of Credit Suisse Models and data for the portfolio
- Technical Leadership by effectively guiding a cross-functional team of 13 quantitative analysts, software engineers and data engineers in an agile environment.
Responsibilities in context of Pillar-1 model development:
- Development of advanced internal ratings-based (A-IRB) models for credit risk predictions.
- Leadership in development of internal R packages.
- Responsibility for critical relational database concerning credit loss rates, used for model development and model monitoring.
- Regulatory topics, e.g. analysis of conservatism of models, regulatory uplifts, model implementation checks.
Responsibilities as part of the portfolio analysis team:
- Lead in development of statistical models and machine learning approaches for the prediction of cash flows for the purpose of portfolio re-valuation in the context of debt collection.
- Various data-driven projects, e.g. data strategy, support in migration of databases to the cloud, business-cases for new data sources.
- Regular re-valuation of portfolios of non-performing claims.
Responsibilities in Risk Controlling departnment:
- Support in then-ongoing IFRS-9 implementaion project.
- Creation and automation of regular risk reports.
- Development of models for Loan-Loss-Provision forecasting.
Certifications
Recent Achievements & Engagement
A selected list of exemplary projects at work where I took additional responsibilities.