Schlagworte
Skills
Jakob has many years of experience in the financial services and IT industries. He has worked serving international clients and has extensive knowledge in data science, system migrations, IT implementations and software development. Through his career as a Manager at EY’s Financial Accounting Advisory Services he has a strong background in audit, accounting, reporting and valuation. As a trained physicist (Diploma) Jakob also has extensive mathematical and analytical skills.
For a full list of projects 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
- Migrations
- Process design and documentation
- Functional requirements
- Testing
- Design and implementation of databases (SQL, NoSQL)
- Programming and configuration of software (Python, Azure)
- Backend design (restful APIs, database connections, user authentication, etc.)
- Frontend design (HTTP, GUIs, etc.)
For a full list of projects visit www.rohrhirsch-consulting.de
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
Reisebereitschaft
Verfügbar in den Ländern
Deutschland, Österreich, Schweiz und Belgien
Europe, Worldwide.
