Kenneth A. - Assistant Vice President - Portfolio Risk

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Berlin, Germany

Experience

Jul 2025 - Present

5 months

Berlin, Germany

Assistant Vice President - Portfolio Risk

Deutsche Bank

Conducting counterparty credit risk (CCR) stress testing across a wide range of asset classes, including Listed Derivatives and Securities Financing Transactions (SFTs), ensuring alignment with regulatory requirements.
Supporting the execution of regulatory stress testing frameworks such as CCAR (Federal Reserve), ECB (Europe), and MAS (Singapore) — including scenario design, results analysis, and full end-to-end coordination.
Playing a key role in the governance and documentation process for CCAR submissions to the Federal Reserve, ensuring timely delivery, internal signoffs, control evidence, and clear audit trails in line with regulatory expectations.
Maintaining comprehensive, audit-ready documentation for CCAR model assumptions, methodologies, and results interpretation, serving as a point of contact for internal and external audits as well as regulatory reviews.
Acting as a key liaison during internal and external audits and regulatory reviews, preparing evidence packages, responding to queries, and addressing findings related to CCR stress testing.
Presenting final stress testing results and key risk drivers to senior management and risk committees to secure executive approval and sign-off prior to regulatory submission.
Analyzing credit exposure under stress across derivatives and SFT portfolios, identifying and explaining significant drivers.
Participating in the review and enhancement of CCR methodologies, working closely with Risk Models, Front Office, Regulatory Reporting, and Technology teams.
Developing, implementing and automating risk reporting infrastructure, improving transparency and controls across the CCR stress testing process.

Jul 2023 - Jun 2025

2 years

Berlin, Germany

Senior Consultant – Financial Engineering and Market Risk

Deloitte GmbH

Providing audit support of financial instruments for IFRS 2, IFRS 9 and IFRS 13 valuations.
Computing and validating xVAs of the portfolios of multiple leading financial institutions.
Assessing the fair value exposures of the leveraged portfolio of a leading global investment bank under the ECB's AQR.
Acting as an on-demand support analyst for Digital Portfolio Management Tool customer issues by examining code for possible root causes and solutions.
Validating pricing and risk models.
Mentoring and supporting juniors and interns.

Jun 2017 - Jun 2023

6 years 1 month

Berlin, Germany

Senior Quantitative Analyst – Financial Engineering

TTMzero

Acting as product owner of several client-specific projects.
Leading the implementation and execution of a project which required the mark-to-model pricing of fixed income products for clients, generating six-figure annual recurring revenue.
Leading the implementation and execution of a project which required the computation of market risk measures (VaR) to help major banks meet regulatory risk requirements.
Implementing and analysing financial functions and models for real-time and end-of-day mark-to-market and mark-to-model fair value pricing of financial instruments and derivatives across different asset classes (Equities, Fixed Income), for IPV and IFRS 13 support.
Ensuring high quality through software testing of new developments and utilizing an automated regression test framework.
Automating daily processes with Java programming.
Writing specifications and documentation for new and improved processes.