Principal Data Scientist

Calvin Risk

Internet und Informationstechnologie

10-50 Mitarbeiter

Build the AI Model Risk Management Platform

MD, Head of Risk, Structuring and Quantitative Development

Perl Street - Credit Structuring

* Leading quantitative development initiatives
* Lead all structuring activities (globally)
* Lead the development of an asset management platform for distributed (collateralized) assets
* Co-lead data strategy with the CTO, tracking impact operational and financial data
* Development of a robust analytics dashboard solution in RShiny
* Building an alternative credit risk methodology for hardware companies
* Bayesian networks and probabilistic modelling to assess risk under high uncertainty
* SPV Structuring / Structured Credit
* Debt Asset Valuation and Pricing

Lead Data Scientist

FNA - Financial Network Analytics

* Responsible for algorithm development, credit risk solutions, DSGE + ABM simulations, and platform development
* Developing a CBDC Simulator to quantify the risk of introducing a new financial instrument and payment system (e.g.
disintermediation risk of commercial banks)

Quantitative Structurer & Risk Modeler

PACTUM Securities - Debt Capital Markets

* Alternative Investments, Risk Assessment, Structured Products, ABS, Portfolio Construction
* Structuring of fixed income instruments: Asset pricing, Credit rating & Derivatives
* Python development & solution implementation for the securitization vehicle and investors \
* Credit modeling for SME and TEP (traded endowment policy) Notes

Renewable Energy Investment Consultant

AUGUSTA & CO - Augusta Sustainable Value Fund

* Advisory in Strategic and Tactical Asset Allocation through sector research

Quantitative Portfolio Analyst

NATIXIS INVESTMENT MANAGERS

* Return-based Style Analysis
* Developed fund analytics models
* Designed the ESG dashboard initiative in Tableau
* Portfolio construction and performance evaluation

Quantitative Analyst (Hedge Fund Summer Analyst)

TRINNACLE CAPITAL MANAGEMENT

* Built quantitative- and qualitative-driven multi-factor investment models
* Increased performance of trading execution platform
* Automated reconciliation and tracking of the orderbook to increase operational efficiency and accuracy of the trading
platform
* Executed multiple mathematical models to evaluate asset allocation strategies including multifactor and
stochastic models (Python and R)
* Applied algorithms: Logistic Regression, Random Forest, PCA, Hashing, Combinatorics, hexagonal grid/spatial/pointpattern
analysis

Head of Data Science (parallel to the MSc Finance)

MADANA - Market for Data Analysis

* Built and lead the Data Science team to develop a data analysis environment on a distributed system
Achieved to build a mathematical concept of data analysis in an encrypted execution environment (international patent
approved)
* Managed Data Science team and lead internal research lab to identify optimization algorithms for data storage
and analysis system
Applied Algorithms: Decision Tree, SVM, Logistic Regression, Network Analysis, Dimensionality Reduction, Serialization

Junior Acquisition Analyst (Private Equity Summer Analyst)

ROUND HILL CAPITAL

* Analyzed and interpreted macroeconomic indicators and complex numerical information
* Assessed and predicted financial risks and returns to optimize performance of current asset allocation for a $950 mm pan-
European investment platform
* Developed financial models for real estate portfolios, including LBO models
* Applied algorithms: Cluster Analysis and K-means

Investment Analyst

BLOCPOWER - Renewable Energy / Energy Efficiency

* Converted financial, engineering, and predictive analytics models to Python
* Managed negotiation and deal structuring with the CIO between the City of New York and large banks, such as Goldman Sachs
(Social Impact fund), Deutsche Bank and the Green Bank to agree on a Private Public Partnership
* Developed investor relations and built strategies with the company's CIO in offering potential investors the opportunity to
invest in debt and equity notes tied to the performance of BlocPower's projects

Quantitative Developer / Data Science Consultant / Financial Engineer

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