
Business Analyst at JPMorgan Chase
The Hague Area, Netherlands

Business Analyst at JPMorgan Chase
The Hague Area, Netherlands
Business Analyst focused on the banking & finance industry with special expertise regarding credit risk management and the regulatory and compliance issues involved as well as the technical background to efficiently communicate requirements and overall system design to ICT departments.
As my main assets I'd personally see my strong Math and ICT background, design experience regarding data models for large DWH type systems and software systems built around these models (i.e. responsible for architecture and design of the Commezbank Basel II RWA calculation engine for their Basel II simulation environment), my solid understanding of CR portfolio models (Credit Risk+, Credit Metrics, KMV) or more general Merton and Vasicek models and 5 years+ of project experience, implementing Basel II AIRB for large multinational (top 20) institutes in Germany & The Netherlands.
Being used to work in international project teams I feel comfortable with communication in "English only" or "English/local mixed" environments and actually do enjoy working with diverse people with different cultural backgrounds
Credit risk analysis & management, banking regulation & compliance, solid technical know how regarding software development in general and database systems design in particular
(Public Company; JPM; Banking industry)
August 2009 — Present (4 months)
Business Analyst - FSA Liquidity Reporting
(Public Company; FORB; Banking industry)
February 2008 — September 2008 (8 months)
Home host regulatory reporting, User Aacceptance Test, providing insights into Fermat credit risk module, general Basel II consulting within the PCA Basel II programme
(Public Company; 10,001 or more employees; ABN; Banking industry)
April 2007 — December 2007 (9 months)
Business analyst with D.A.R.T. - the design authority and requirements team of the BU Europe Basel II Programme.
This role allows me to build on lessons learned during my time with the AAB Basel II RWA SDT when dealing with the complete Basel II process of a major investment bank (BU EU handle near 100% of AAB investment banking).
This starts with data sourcing, validation and enrichment. The results are then integrated into the F&R DWH. Two datamarts draw from there. That's the exposure datamart, providing input to the RWA calculator and the reporting datamart, serveing as the basis for BU EU Basel II reporting.
Up to now I have defined end-to-end requirements for handling credit derivatives, provided design and mapping rules for an interface to CMG Logica's Samba software for our German branch. Apart from that, I contribute to the Basel II "Issue tracking and incident response task force" and represent the programme in the ABN AMRO Common Reference Data change control board.
(Public Company; 10,001 or more employees; AAB; Banking industry)
April 2005 — March 2007 (2 years )
(Public Company; 10,001 or more employees; Banking industry)
September 2002 — March 2005 (2 years 7 months)
Basel II simulation project, development of a full blown RWA calculation engine (Oracle, Java), QIS3, QIS4 reporting to German Bundesbank, analysis and data collection of equity and SBL portfolios, 'translating' the accounting departments requirements for internal IT
(Public Company; 10,001 or more employees; Banking industry)
November 2000 — July 2002 (1 year 9 months)
CAD (Capital Adequacy Directive) Principle I and II (credit & liquidity risk)development and maintainance. Administration of 3 RS6000 under AIX 4.3.3 and maintainance of the corresponding Oracle 8i instances
DI (MA) , Physics , 1985 — 1991
graduated with an academic degree of a Diplomingenieur which is roughly equivalent to a Masters degree in the Anglo-Saxon world. Please understand the DI (MA) entry along these lines.
Matura , 1972 — 1984
[[ personal interests include ]] to inspire and to be inspired Boehse Onkelz prime numbers civil rights and responsibilities liberal values [[ professional interests include ]] free lunch (and probably also dinner, while we;re at it) structured finance credit risk portfolio models binary code analysis reverse engineering server software development kendo bungee jumping modern literature passion
NGO 'Think help thinking' - new and creative uses for the organ between the human ears
Electronic frontier foundation (EFF)
Microsoft Partner
Oracle Partner
IEEE
Austrian champion - Hallenhalma 87