Netting packages and risk allocation:
Consolidation of individual papers into netting packages under an existing netting framework agreement. Go-live: 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). Go-live: 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 Kassenärztliche Vereinigung in Lower Saxony supports about 40,000 doctors and ensures medical care in all regions.
CalRes SAS CodeLib. Application to manage SAS routines in a multi-user environment. Added statistical routines with MySQL and VFront connection for internet data exchange. Technologies used: SAS.
CalRes Central. Application for data management in ergotherapy and physiotherapy practices - first 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 formatting 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 metrics / econometric calculations, physical calculations / unit conversion, project scoring process. 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, POSTGRES, XML.
SAS statistics: regional models with factor, cluster, and 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 participating state banks, ministries, and approval authorities. Technologies used: Excel VBA, XML.
Originally, I worked in public administration on data management for benchmarking and investment evaluation and then moved to the private sector where I have now been working 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. I also support Delphi projects for some local clients. I enjoy working in international teams and am familiar with parallel and coordinated processes as well as staggered work processes. I have worked in several Scrum projects in an agile way. Tasks that don't directly fit into my previous work profile are also welcome.
Discover other experts with similar qualifications and experience
2025 © FRATCH.IO GmbH. All rights reserved.