Schlagworte
Skills
For most current information please visit www.rohrhirsch-consulting.de
- Design and implementation of new processes
- Accounting (e.g. IFRS)
- Valuation of financial instruments
- Risk (model specifications and calculations)
- Documentation of processes as well as gap analysis for new processes
- Writing of functional specifications
- IT migrations
- Process design and documentation
- Functional requirements
- Testing
- Design and implementation of databases (SQL, NoSQL)
- Programming and configuration of software (Python, VBA)
- App programming (iOS, Android)
- Backend design (restful APIs, database connections, user authentication, etc.)
- Frontend design (HTTP, GUIs, etc.)
- Consulting and trainings regarding FinTech
- NoSQL databases
- Blockchain technology
- Crypto currencies
- Current developments
Projekthistorie
Process optimization and testing IFRS 9
Q3 2018 – Q4 2018
Developer/Testing
Q4 2017 – Q1 2018
Analyst
Implementation of an IFRS 9 SPPI software
Q2-Q3 2017
Designer/Developer
Q3 2016 – Q1 2017
Technical Analyst
Q1 – Q3 2016
Technical Analyst
Q4 2015 – Q1 2016
Technical Analyst
Q3 – Q4 2015
Technical Analyst
2015 – 2017
Analyst/Reviewer
Q2 2015 – Q3 2015
Designer/Developer
2015 – 2017
Executive position
Contract review
Q4 2014 – Q1 2015
Technical support
Q2 2014 – Q3 2014
Audit Senior
Audit Assistant/Senior
2011 – 2015
Audit Assistant/Senior
2011 – 2015
Audit/Consulting Assistant/Senior
Q3 2018 – Q4 2018
Developer/Testing
- International insurance company
- Creation of a data collection tool
- Creation of test cases for the SPPI implementation
- Review and testing of the impairment calculations (expected credit loss)
- Automation for data processing that was previously handled manually
- Programming in Python (Pandas/Quantlib), data retrieval via SQL (SQLAlchemy)
- Close collaboration with risk management
Q4 2017 – Q1 2018
Analyst
- Large German bank
- Documentation of manual processes
- Planning of procedures and processes for the IFRS 9 transition
- Testing support
- Close collaboration with accounting, IT and risk management
Implementation of an IFRS 9 SPPI software
Q2-Q3 2017
Designer/Developer
- Dutch insurance company
- Software for the automated classification of securities according to IFRS 9 (SPPI test)
- Programming of a server daemon (service) in Python
- Database design in Microsoft SQL Server
- Documentation of the decision trees
- Design and programming of a graphical user interface
- Close collaboration with IT, accounting and end users
Q3 2016 – Q1 2017
Technical Analyst
- Regional state bank
- Development and documentation of models
- Prepayment rights client/bank, expected cash flows, etc.
- Close collaboration with risk management and IT
Q1 – Q3 2016
Technical Analyst
- Regional state bank
- Process design and documentation
- Business model test, SPPI test
- Close collaboration with accounting and IT
Q4 2015 – Q1 2016
Technical Analyst
- Regional state bank
- Development of a VBA prototype
- Calculation of one-year and lifetime expected loss based on a rating transition matrix
- Model documentation
- Close collaboration with risk management
Q3 – Q4 2015
Technical Analyst
- Large international bank
- Inventory survey and sampling of instruments
- Classification of loans and securities according to IFRS 9
- Documentation of outcomes
- Close collaboration with accounting and front-office
2015 – 2017
Analyst/Reviewer
- EY internal point of contact for SPPI testing
- Classification of securities based on static market data
Q2 2015 – Q3 2015
Designer/Developer
- Internal EY project
- Update of an Access prototype to Python and SQLite
- Software for the automated classification of securities
- Backtesting and regression testing of results
2015 – 2017
Executive position
- Internal EY department
- Team of specialists for fair value calculations
- Large portfolios of securities, loans, derivatives or structured products
- Calculation of fair values and sensitivities
- Close collaboration with EY audit teams
Contract review
Q4 2014 – Q1 2015
Technical support
- Swiss private bank
- Support and development of an Access database
- Automated reporting, user interfaces, maintenance
- Programming in VBA
- Close collaboration with reviewers and attorney’s offices
Q2 2014 – Q3 2014
Audit Senior
- Part of NCA bank teams in working block 8: “level 3 fair value exposures review”
- Central point of contact for the valuation of illiquid structured instruments (ABS)
Audit Assistant/Senior
- Funds, Local state banks
- Fair value calculations and controls
- Sensitivities regarding inputs (interest rates, volatilities, etc.)
- Close collaboration with risk management
2011 – 2015
Audit Assistant/Senior
- Funds, Local state banks
- Fair value calculations
- Securities, loans, derivatives
2011 – 2015
Audit/Consulting Assistant/Senior
- Leverage calculations for reporting purposes
- IFRS 9 look-through test
- IFRS 9 tranche vs. pool test
- Software testing
Zeitliche und räumliche Verfügbarkeit
Europe, Worldwide.