Netting packages and risk allocation:
Combining individual instruments into netting packages under an existing netting framework agreement. Production release: July 2024.
Calculation of RWA (risk-weighted assets) for credit risk using the internal approach based on probability of default (PD), loss given default (LGD), and exposure at default (EAD). Production release: Sept. 2024.
Tools: Unix shell, SAS 9.4, MS SQL, DB2, testing with HP ALM / HP QC, IBM Code Pipeline, WinSCP, Confluence, and MS Office.
The Association of Statutory Health Insurance Physicians in Lower Saxony supports around 40,000 doctors and ensures medical care in all regions.
CalRes SAS-CodeLib. Program for managing SAS routines in multi-user operation. Integrating statistical routines with MySQL and VFront connection for data exchange over the internet. Technologies used: SAS.
CalRes Central. Program for data management in occupational therapy and physiotherapy practices - 1st prototype. Technologies used: C++, Delphi, Oracle.
Automated data import system and code management for SAS.
Technologies used: SAS, Oracle 10g, Delphi, OLE.
Excel macro for preparing SAS reports.
Technologies used: Excel VBA.
Mondrian project: OLAP with Mondrian and Firebird. Market analysis.
Technologies used: OLAP, Mondrian, Firebird.
SAS statistics and reporting: economic KPIs / econometric calculations, physical computations / unit conversions, project scoring methods.
Technologies used: SAS Base, SAS Macro, SAS Connect, XML SAS-SQL.
Management system for project sheets: Excel-based management system for project sheets with import and export routines to SAS XML/CSV, Excel XLS with template management; client/server.
Technologies used: Delphi, DevExpress, ZEOS, Firebird, PostgreSQL, XML.
SAS statistics: regional models with factor / cluster / variance analyses.
Technologies used: SAS Base, Forecast.
New edition of a survey form: import macro system with XML output. Excel VBA, CSV import according to guidelines of the involved state banks, ministries, and approval authorities.
Technologies used: Excel VBA, XML.
Originally, I worked in data management for public administration on performance comparisons and investment evaluation, then moved to the private sector where I've been for almost 20 years. My previous work areas include KPI reporting, data management, technical and regulatory documentation, testing (HPQC / Python), and documentation with Word and Confluence. For some local clients, I manage Delphi projects. I enjoy working in an international team and am familiar with parallel, coordinated workflows as well as time-shifted work processes. I've worked in several Scrum projects. I'm also open to tasks that don't directly fit my past experience.
Discover other experts with similar qualifications and experience
2025 © FRATCH.IO GmbH. All rights reserved.