Manager

• Aug 2022 - Present

Model Risk Data Scientist

• Mar 2020 - Jul 2022

Credit Model Risk Quant

• Nov 2017 - Mar 2020

Performing independent model validationsCovering mostly Retail and non-regulatory operational models (IRB, IFRS9, Fraud, Credit Decisioning Scorecards)Project managing validations on a small portfolio of models (mostly for Credit Decisioning Scorecards)Mentoring other QuantsEngaging on Governance Questions with Senior Model Risk Managers and Model Owners

Senior Risk Modelling Analyst

• Apr 2016 - Oct 2017

Delivering modelling projects, including statistical modelling and project management for retail banking fraud and private banking credit riskModels used: Logistic Regression, Decision Trees, k-means clusteringPerforming credit strategy reviews for commercial credit cardsParticipating in several department user groups (data, academic liaison, and people development)Coaching junior analysts

Risk Analyst - Banking Book and Grading Controls

• Sep 2015 - Mar 2016

Ownership for controls of Barclays Investment Bank's banking book Performing RWA impact analyses Running daily and weekly grading controls covering the entire banking book of Barclays Investment Bank and remediating DQ and policy issues with stakeholders Automating and optimiying control processes using VBA and SQL Performing analyses to quantify RWA impact of upcoming model or regulation changes Ownership for controls of Barclays Investment Bank's banking book Performing RWA impact analyses Running daily and weekly grading controls covering the entire banking book of Barclays Investment Bank and remediating DQ and policy issues with stakeholders Automating and optimiying control processes using VBA and SQL Performing analyses to quantify RWA impact of upcoming model or regulation changes

Intern - Agile Java Development

• Jul 2014 - Sep 2014

Agile Software Development (Java) Bug fixing and further development of an existing Java based software solution (within Vaadin framework for JavaScript based UI) New development of a testing module in Java to automatically test the UI functionality of different web applications Agile Software Development (Java) Bug fixing and further development of an existing Java based software solution (within Vaadin framework for JavaScript based UI) New development of a testing module in Java to automatically test the UI functionality of different web applications

Intern Credit Risk Management - Global Portfolio Information

• Jan 2014 - Jun 2014

Supporting and running the monthly reporting for parts of Deutsche Bank's global retail portfolio Ad-hoc analyses and deep dives per stakeholder requests Ownership for parts of the monthly reporting for certain portfolios and reports (data preparation, quality assurance, coordination with portfolio managers to comment reports, bug fixing) Coordinating further development of existing reports and prototyping of new reports with portfolio managers and SAS programmers Statistical analysis to optimize RWA and TCD in existing credit portfolios (determining correlations to support portfolio managers) Show less

Freelance Competitive Intelligence Consultant (own business)

• Jul 2013 - Jun 2014

Client aquisition Project proposals & sales pitches to clients Conducting research and delivering results to clients Project Highlights include: Perform 25 expert interviews with accounts payable managers to identify the acceptance of new B2B payment systems in emerging markets Indentify the market potential of a start-up for an investment pitch Client aquisition Project proposals & sales pitches to clients Conducting research and delivering results to clients Project Highlights include: Perform 25 expert interviews with accounts payable managers to identify the acceptance of new B2B payment systems in emerging markets Indentify the market potential of a start-up for an investment pitch

Analyst - Market and Competitive Intelligence

• Oct 2009 - Jul 2013

Project Management Market and Competitive Analyses Stakeholder Management Mentoring of interns Highlights include: Project management for an international sales initiative to gain market shares from competitors (organizing international workshops, delivering market and competitive analyses to workshop participants, preparing progress reports for senior management meetings) Performing a linear regression analysis to forecast sales figures based on economic indicators Being a subject matter expert for market and competitor intelligence for colleagues across the company. Show less