At LBBW, I own FRTB Standardised Approach methodology for Pillar 1 capital from regulatory interpretation and mathematical design through C# production delivery, validation sign-off, and release. I resolved critical FRTB calculation defects that reduced affected desk RWA by approximately 20% in production.
I build and maintain Python, C#, and SQL tools for FRTB, VaR, and SA-CCR calculations, with rigorous source control, testing, and deployment discipline. As Release Manager for the market risk production system, I coordinate methodology, IT, and testing; my automated regression framework reduced release change-scoping time by roughly 40%.
Previously at EY, I supervised SA-CCR implementation for a global investment manager, validated derivatives and fair-value models, and developed quantitative risk solutions across rates, FX, credit, and equity.
