Jakob Rohrhirsch nicht verfügbar bis 01.08.2019

Jakob Rohrhirsch

Consulting and Software Development

nicht verfügbar bis 01.08.2019
Profilbild von Jakob Rohrhirsch Consulting and Software Development aus FrankfurtamMain
  • 60316 Frankfurt am Main Freelancer in
  • Abschluss: Physik (Diplom)
  • Stunden-/Tagessatz: 104 €/Std. 850 €/Tag
    Verhandelbar für Projekte in Frankfurt oder Remote.
  • Sprachkenntnisse: deutsch (Muttersprache) | englisch (verhandlungssicher)
  • Letztes Update: 09.05.2019
SCHLAGWORTE
PROFILBILD
Profilbild von Jakob Rohrhirsch Consulting and Software Development aus FrankfurtamMain
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
REFERENZEN
Process optimization and testing IFRS 9
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
IFRS 9 transition support
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
Model development for the valuation of subsidiary agreements
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
Implementation of a process to classify securities according to IFRS 9
Q1 – Q3 2016


Technical Analyst
  • Regional state bank
  • Process design and documentation
  • Business model test, SPPI test
  • Close collaboration with accounting and IT
Calculation of IFRS 9 impairments
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
Gap analysis of the business model and SPPI test
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
IFRS 9 SPPI test support
2015 – 2017

Analyst/Reviewer
  • EY internal point of contact for SPPI testing
  • Classification of securities based on static market data
Development of an IFRS 9 SPPI software
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
Fair value calculations in the context of audits
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
European Central Bank Asset Quality Review
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 and consulting on pricing processes                                                                                                                                       2011 – 2015
Audit Assistant/Senior
  • Funds, Local state banks
  • Fair value calculations and controls
  • Sensitivities regarding inputs (interest rates, volatilities, etc.)
  • Close collaboration with risk management
Valuation of financial instruments in the context of audits
2011 – 2015

Audit Assistant/Senior
  • Funds, Local state banks
  • Fair value calculations
  • Securities, loans, derivatives
Other projects
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.
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