Moritz Tischinger

1) Model Development / Deployment o Contributing to collaborative efforts with the Asset Liability Risk Manager, DFAST Lead, Capital Planning, Model Risk Management and CECL Team in developing quantitative risk models 2) Model Risk Management o Discovering and diagnosing modeling related risks including input data, assumptions, concept, methodology, process and implementation. Providing subject matter expertise on model strengths and weaknesses, and recommending and implementing practical solutions.

Assist the DFAST team in the development, enhancement and validation of models used in the stress testing process o   Constructed econometric models o   Assisted with model documentation and enhancements o   Assisted in the forecasting of internal variables o   Assisted in performance monitoring of current models o   Supported as needed quantitative and qualitative analysis for management Provide additional support for Treasury in non-DFAST modeling or economic research and quantitative analysis

Investment Science

Stochastik