Serge Kruse
Controlling Specialist – IRBA / Model Validation
Experience
Controlling Specialist – 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 models for risk provisioning (PWB)
- Support for internal and external audits
Senior Risk Analyst / Finance & Risk / Models & Methods, Model Validation
Degussa Bank AG
- Credit risk
- Quantitative methods
- Validation of IRBA rating systems
- Design and development (SAS)
Risk Analyst / Regulatory Reporting and Risk Data Management
VR Finanzgruppe - VR-Diskontbank GmbH
- Regulation
- COREP
- Reporting and data provisioning
- BAIS/BearingPoint
- LCR/NSFR/AMM
- BISTA
- Single institution reporting and sub-consolidated reporting
- Position mapping
- Testing
- Coordination
Risk Analyst / Risk Parameters
VR Finanzgruppe - VR-Diskontbank GmbH
- Credit risk
- Quantitative methods
- Risk parameterization (PD/LGD/CCF)
- SA/IRB
- New business and portfolio
- Model development
- Model monitoring
- Model validation
Business Analyst / IT Expert Data Warehouse
VR Finanzgruppe - VR-Leasing AG
- DWH reporting system in the area of risk parameters, risk controlling, and regulatory reporting
- Business analysis
- Development (SAS 9)
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 units 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, key figures, dimensions)
- Report development: new reports and outbound interfaces (Crystal Reports, InstantOLAP)
- Server administration: Crystal Reports, InstantOLAP, DB2
- Documentation: technical and functional specifications, PDCA, project documentation, technical manual, Operation/User Guides, report/interface documentation
Developer
CIBOLA Financial AG
- Design and development of automated trading systems for securities markets
- Development of mathematical analysis tools
IT staff in the data center
Frankfurt University of Applied Sciences
- Database technologies
- Web applications
- Kiosk systems
Industries Experience
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Experienced in Banking and Finance (18 years) and Education (2 years).
Business Areas Experience
The graph below provides a cumulative view of the freelancer's experience across multiple business areas, calculated from completed and active engagements. It highlights the areas where the freelancer has most frequently contributed to planning, execution, and delivery of business outcomes.
Experienced in Finance (13 years), Information Technology (10 years), Business Intelligence (7.5 years), Quality Assurance (3.5 years), Research and Development (3 years), and Project Management (2.5 years).
Skills
It / Business Analysis, Business Analyst / Program Manager
(Partial) Project Management
Database Technologies
Data Warehouse
Dwh Projects In The Banking Sector
Etl Processes
Data Modeling
Data Analysis
Reporting
Reporting Systems
Testing
Credit Risk Management (Pillar I)
Rating Systems
Quantitative Methods
Irba Models, Scoring, Scorecards
Risk Parameters - Pd/lgd/ead/ccf
Sa/irb
New Business / Portfolio
Property Market Value Curves
Model Development
Model Monitoring
Model Validation
Portfolio Risk Analysis
Regulatory Reporting
Bank Supervision (Frankfurt School Of Finance And Management)
Crr, Banking Regulation, Corep, Reporting
Own Funds, Capital Requirements, Liquidity, Large Exposures
Single Institution Reporting (Bais) / Sub-consolidated Reporting (Bearingpoint)
Risk Data Management, Data Provisioning
Liquidity Reporting - Lcr/nsfr/amm
Balance Sheet Statistics (Bista)
Coordination With It / Accounting / Controlling
Testing / Regression Testing
Position Mapping, Data Mart Setup
Hgb/ifrs Balance Sheet
Statistical Tools Python: Pycharm, Sqlite, Numpy, Scipy, Pandas, Matplotlib
Sas: Sas Base
Sas: Sas Bis Dds
Sas: Sas Enterprise Guide
Sas: Sas Data Integration Studio
Sas: Sas Enterprise Miner
Trading Forex
Metatrader
Mql
Automated Trading
Languages
Education
University of Applied Sciences Frankfurt am Main
Diploma in Business Administration (FH), Business Informatics · Business Administration, Business Informatics · 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
Profile
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