Über mich
Skills
Portfolio
Dr. rer. pol. Statistics @ Humboldt Universität zu Berlin
Projekte
Financial Data Analyst
Tesla · Konsumgüter und Handel
- Analysis and investigation of logistic flows for goods of the EMEA, e.g. the Berlin branch
- Multi-Database-Server analysis using sequential flow methods in Power BI / Python / R via SQL
- Development and automation of existing data flows to provide automated figures for management
Quantitative Developer
BVV Versicherungsverein des Bankgewerbes a.G. · Banken und Finanzdienstleistungen
- Computational implementation and further development of the Strategic Asset Allocation (SAA) in Matlab / R
- Statistical focus on scarce data, heavy tails, solved by resampling methods
- Programmatical focus on sequential, convex optimization under linear and non-linear restrictions
- Dynamic aspect through time dependent risk management as in overlay strategies
Consultant for data analysis and pricing
S-Kreditpartner · Banken und Finanzdienstleistungen
- Developed a holistic credit pricing framework for the largest banking landscape in Germany
- Method: In order to separate clients on portfolio level, supervised learning methods have been employed to model the clusters based on estimated interest rate sensitivities
- IT-development of group-wide data architecture (postgres, exasol, ionos) including preprocessing over different data dimensions (python, sql) covering millions to billions of observations
- Visualization and server-side presentation of relevant results to C*Os via Power BI / Python (Dash)