Serge K.
DWH reporting systems / rating systems / IRBA models / quantitative methods / SAS / Python
Experience
Controlling Officer – IRBA / Model Validation
Alte Leipziger Bauspar AG
Credit risk, quantitative methods, development and validation of IRBA rating systems, analysis and monitoring of the credit portfolio, reporting, development and validation of risk provisioning models (PWB), support for internal and external audits, etc.
Senior Risk Analyst / Finance & Risk / Models & Methods, Model Validation
Degussa Bank AG
Credit risk, quantitative methods, validation of IRBA rating systems, design, development (SAS)
Risk Analyst / Regulatory Reporting and Risk Data Management, Risk Management Division
VR Finanzgruppe - VR-Diskontbank GmbH
Regulatory, COREP, reporting/data provision, BAIS/BearingPoint, LCR/NSFR/AMM, BISTA, solo entity/sub-group, position mapping, testing, coordination
Risk Analyst / Risk Parameters
VR Finanzgruppe - VR-Diskontbank GmbH
SAS Enterprise Guide, SAS Enterprise Miner, data mart development, risk parameterization - PD/LGD/CCF (KSA/IRB), origination/portfolio, model development, model monitoring, model validation, rating systems, scoring, scorecards, implementation
Business Analyst / IT Expert Data Warehouse
VR Finanzgruppe - VR-Leasing AG
DWH reporting system of the financial institution in the area of risk parameters / risk controlling / regulatory reporting (IRB/KSA, "Basel II/III", SAS 9). >> SAS CRM, SAS RMfB, SAS Base, SAS Enterprise Guide, SAS Data Integration Studio, SAS BIS DDS, UC4, Oracle
Business Analyst / DWH Reporting System
Honda Bank GmbH
Monitoring and further development of the system: project management, change management, error management, system monitoring, error analysis, performance optimization, testing; Coordination: between business areas and development teams; System modeling: DWH structure (data delivery pipelines, ETL, DWH layers, Data Mart, reporting tools); Data modeling: data structure (tables/views, relationships, cubes, metrics, dimensions); Report development: new reports and outgoing interfaces (Crystal Reports, InstantOLAP); Server administration: Crystal Reports, InstantOLAP, DB2; Documentation: technical/business specifications, PDCA and other project documentation, technical manual, Operations/User Guides, report/interface documentation, etc.
Developer
CIBOLA Financial AG
Design and development of automated trading systems for securities markets and mathematical analysis tools.
IT Staff (Data Center)
Fachhochschule Frankfurt am Main
Database technologies, web applications, kiosk systems, etc.
Summary
Banks and financial industry: +++++++++++++++++++++++++ Specialist for DWH reporting systems Credit risk: rating systems, models, quantitative methods Risk analyst Business analyst Data warehouse specialist (BI) Data analyst SAS developer, Python developer
Languages
Education
Fachhochschule Frankfurt am Main
Diploma in Business Administration (FH), Business Informatics · Business Administration · Frankfurt, Germany
University of Social Sciences in Novosibirsk
Economics · Novosibirsk, Russian Federation
Certifications & licenses
Regulatory Reporting Specialist
Frankfurt School Of Finance & Management
SAS Advanced Programming For SAS 9
SAS Base Programming For SAS 9
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