I have 15 years of consulting experience in financial risk management mainly in the credit risk area. Examples of successfully completed projects are:

  • Development of a RAROC framework for the calculation of hurdle rates during the loan origination process for a globally active German bank
  • Development of IFRS 9 models for European residential mortgages for a European commercial bank
  • Development of a framework for balance sheet projections and balance sheet stress tests for a European commercial bank
  • Development of a SME credit scoring model for a South-East-Asian bank
  • Development of a credit portfolio model for concentration risk measurement for German commercial real estate lender
  • Development of CCAR stress test models for residential mortgages of various jurisdictions for a US commercial bank