Kay (Dr. rer. nat. (math.)) M.

Freelancer

Emmelsbüll-Horsbüll, Germany

Experience

May 2025 - Dec 2025
8 months

Freelancer

NGO, German Party

  • Built advanced expertise in designing and deploying Model Context Protocol (MCP) infrastructures to enhance AI agent capabilities for an NGO
  • Developed and maintained MCP servers (e.g., using FastMCP) exposing external tools and data sources to LLMs via a standardized API (JSOB)
  • Enabled seamless tool integration by adhering an MCP client-server architecture, allowing AI hosts or agents to dynamically discover and invoke tools, access resources, and leverage custom prompts (File Storage, SQL DBs, weaviate, chroma)
  • Automated deployment (CI/CD) in AWS with Infrastructure as Code (CDK) and Jenkins scheduler
  • Conducted comparative model evaluation for German language needs (Hugging Face over Anthropic/Cohere/others) using AWS Bedrock
  • Evaluated legal and regulatory aspects to ensure compliance with emerging EU AI Act requirements, including risk classification, transparency, documentation, and responsible tool provisioning within the European context
Feb 2025 - Jun 2025
5 months

Freelancer

Insurance

  • Provided business analysis, actuarial support, and technical leadership for decommissioning a major health insurer’s COBOL-based legacy system in the regulatory reporting domain
  • Led cross-functional DevOps teams to analyze, document, and optimize actuarial processes and data flows, ensuring seamless migration to modern platforms
  • Validated actuarial calculations, regulatory compliance, and data integrity throughout the transition
  • Delivered actionable insights and recommendations to enhance reporting accuracy and operational efficiency
  • Supported customization and implementation of new reporting solutions
Jun 2024 - Oct 2024
5 months

Internal Auditor

Bank Audit

  • Conducted comprehensive internal audit of a major bank's risk management systems in accordance with MaRisk requirements
  • Led cross-functional team to assess and evaluate internal controls, reporting structures, and risk mitigation strategies, focusing on quantitative modelling of credit risk (PDs, LGDs, migration)
  • Provided actionable recommendations to enhance regulatory compliance and optimize risk management processes
  • Analyzed and customized CreditMetrics in msg ThinC!, now msg ORRP
Aug 2023 - Feb 2025
1 year 7 months

Head of Risk Modeling & Cloud Infrastructure

System Provider, Energy Startup

  • Led a DevOps team in developing a pricing tool that incorporated risk modeling requirements and engineered cloud infrastructure using Azure, Bicep, and Pipelines
  • Implemented advanced AI-driven strategies to enhance predictive analytics and optimize resource allocation through MLOps
  • Designed and deployed scalable cloud solutions, resulting in improved operational efficiency and data-driven decision-making capabilities
  • Developed an agentic-based LLM system using Azure, Python, and LangChain to connect AI to SQL databases and file systems (ReAct approach)
  • Built a Streamlit app for user interaction leveraging LangChain’s framework to connect various components, enabling the LLM to access and manipulate data from multiple sources
Sep 2021 - May 2024
2 years 9 months

AWS Cloud Specialist & Lead Data Scientist

Energy Provider

  • Managed project management, data engineering, and advanced analytics including predictive modeling and machine learning with AWS SageMaker
  • Provided technical leadership for DevOps initiatives focused on electricity price forecasting, including PFC-curve modeling, risk modeling, and integration with the Marktstammdatenregister
  • Managed cloud infrastructure using Infrastructure as Code (CDK, CloudFormation, Terraform)
  • Designed and implemented robust code and data pipelines for batch and real-time processing
  • Oversaw system administration and maintenance of AWS environments (ECS, EC2, S3, RDS, Lambda)
  • Developed and executed cloud migration strategies and containerization solutions with Docker, incorporating CI/CD pipelines for streamlined deployment and operations
Jun 2021 - Oct 2021
5 months

Internal Auditor

Bank Audit

  • Performed internal audit and review of Basel III, CRR/CRD IV, and MaRisk compliance for a major bank
Feb 2021 - Apr 2021
3 months

Freelancer

Bank Financial Services

  • Ported an interest rate curves database from SQL to C++ using QuantLib
  • Conducted validation and tests, feasibility studies, and prototyping in Python with ORM
  • Utilized build tools (CMake, GNU Autotools) and IDEs (CLion, MS Visual Studio 2010/2019)
Jun 2020 - Aug 2020
3 months

Freelancer

Bank Finance

  • Developed a compiler for the validation syntax of the EBA Datapoint Model
  • Validated and aggregated XBRL reporting (FINREP, COREP, Funding Plan) through automatic generation of functional dependencies in Excel/VBA
  • Implemented solutions in Python, Jupyter, SQLite, and Oracle DB
  • Conceived the overall IT solution and provided training in statistical analysis and machine learning with Python
Jan 2020 - Apr 2020
4 months

Freelancer

Insurance Pricing

  • Created a pricing tool for individual insurance policies
  • Implemented machine learning approaches for estimating frequency/severity ratios (product risk) in AWS SageMaker using Python and R
Jul 2019 - Aug 2019
2 months

Freelancer

Bank Treasury

  • Created an ETL system (FINARIS/RapidRep) for automatic reconciliation of swap clearing transactions and minimum reserve requirements
  • Implemented SAP ABAP Webservice
Jun 2019 - Oct 2019
5 months

Freelancer

Bank Audit

  • Implemented an internal audit and review of Basel III, CRR/CRD IV, and MaRisk requirements regarding credit and market price risks
  • Conducted quantitative analysis of internal models, processes, and data
Apr 2019 - Jun 2019
3 months

Freelancer

Bank Finance

  • Participated in the ECB Sensitivity Analysis of Liquidity Risk Stress Test 2019
  • Designed and produced a fully automated ECB report using RapidRep, PowerShell, and VBA
  • Developed tools for automatic reconciliation of reported balance sheet data (XBRL: FINREP)
Aug 2017 - Oct 2018
1 year 3 months

Freelancer

Bank Credit Risk

  • Designed and created the EBA Bank Stress Test 2018 simulation model for counterparty risk, including single transaction valuations, test management, web service development, Node.js, SQL, JavaScript, VBA, and FINARIS RapidRep
Jan 2015 - Dec 2018
4 years

Lecturer

Applied Universities

  • Delivered lectures in mathematics, statistics, econometrics, and business informatics
Jan 2015 - Dec 2017
3 years

Web Developer

Germany IT-Startups

  • Performed actuarial and financial engineering by creating a PHP calculation kernel for expert judgement calculation of life insurance products and real estate valuation
  • Conducted digital marketing and predictive analytics for web portals
  • Maintained repositories and performed testing using Git/GitLab and PHPUnit
Jan 2007 - Dec 2014
8 years

Advisor / Quantitative Risk Analyst

Allianz SE

Jan 2007 - Dec 2014
8 years

Senior Consultant

Benoist & Company

Jan 2000 - Dec 2007
8 years

Researcher, Lecturer, Scientific Assistant

Universities Bayreuth, Dortmund and DTU Denmark

Summary

  • Senior Data Scientist/Analyst/Engineer/Architect
  • Senior Consultant, Project Management
  • Lecturer (Statistics/Econometry/Mathematics)
  • Actuary (DAV) / Banking Auditor

Languages

German
Native
English
Advanced
Danish
Intermediate
Spanish
Intermediate
French
Intermediate

Education

Lorem ipsum dolor sit amet

Ph.D. · Mathematics

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