Nicolas H
Experienced Risk Specialist (finance)
Salaire / Taux journalier
Zurich, Suisse
Freelance, ouvert au CDI
Peut venir sur site
Expertises
Langues
Expérience de travail
Senior Dev Ops engineer
UBS
août 2024 - déc. 2024
5 mois
Zurich, Suisse
Undisclosed
juin 2021 - déc. 2024
3 ans 7 mois
Zurich, Suisse
Senior Consultant
mars 2023 - déc. 2024
1 an 10 mois
Zurich, Suisse
Experienced Credit Risk specialist
juin 2021 - déc. 2023
2 ans 7 mois
Zurich, Suisse
Credit Risk (IRB models): assessment of model documentation and model validations. Models assessed: Funds (managed funds and hedge funds), real estate (self-occupied and income producing), retail segment (leasing, credit cards, consumer loans) o Statistical analysis of historical data (default rate time-series). Relevance of the model with business objectives. o Dialogue maintenance with Global systemically important banks modelling teams in the context of the Pilar 1 dialogue o Compliance of rating models to Basel3Final framework (LIQ, CRE and MAR) o Compliance of FINMA guidelines to EBA regulation o Machine Learning using R/caret/keras and TensorFlow/python. Exploration of risk drivers in the domain of real-estate in 15 countries o IFRS9 understanding
Market Risk controller
Vontobel
oct. 2017 - juil. 2021
3 ans 10 mois
o Data&Analytics: P&L attribution, risk dynamics analysis, fraud detection in trading patterns, application of frequency analysis for anomaly detection in financial asset pricing. o Data Engineering: Implementation QA and anomaly detection routines in R o Risk Measurement: VaR, Stress Testing for Investment Banking division. o ALM: IRRBB analysis and regulatory reporting. o Regulatory reporting on crypto exposure (BTC, ETH, MON) and pricing investigation Coding skills: R, matlab, python, VBA, fortran
Assistant Professor
ETH Zürich
janv. 2012 - mars 2017
5 ans 3 mois
1422 Grandson, Suisse
Lecturer
University of Leeds
août 2009 - janv. 2012
2 ans 6 mois
Leeds, Royaume-Uni
University of California, Berkeley
oct. 2005 - juil. 2009
3 ans 10 mois
Postdoctoral employee
oct. 2005 - juil. 2009
3 ans 10 mois
Postdoctoral employee
oct. 2005 - juil. 2009
3 ans 10 mois
Berkeley, Californie, États-Unis
Formation
Institut de Physique du Globe de Paris
Doctor of Philosophy - PhD, Geophysics and Seismology
2001 - 2005
3 ans 11 mois
Université Paris Cité
Master of Science, Geophysics and Seismology
2000 - 2001
11 mois