Alejandro Cobo Piekenbrock

− Created Python scripts which calculate risk metrics for trades based on correlations, greeks and market shocks − Reviewed Interpretable Neural Network models for potential applications in risk management − Designed clustering algorithms to identify customer groups and consumption patterns for retail clients − Co-managed accounting projects analysing data workflows and suggested improvements

− Analysed price time series data from equity indices and wrote Python functions which calculate the constituents-weighted historical trading technicals for a desired index − Created an Excel VBA script which sends Implied Volatility move updates for equity indices automatically every hour via email − Estimated the impact on the Realised Volatility of the Hang Seng Indices when adding new stocks − Designed dynamic charts and graphics with QlikView displaying revenue and trade details

− Contacted potential clients in Asia and presented the intraday Net Asset Value calculation services to them − Created a Python script which sends a daily Excel file to clients containing various ETF metrics

− Analysed historical deposits and loans data to identify an internal limit for the Core Funding Ratio (Modified NSFR) − Prepared decks and reports about the issuance, retirement, call and maturity activity of structured notes − Trained and participated in paddling races as part of the Morgan Stanley Dragon Boat Team

Praktikant im Riskomanagement im Zentralbereich des Unternehmens Gas Natural Fenosa in Madrid Tätigkeiten: -Berechnung der langfristigen Marktrisikoprämien und des "Value-at-Risk" für diverse Projekte des Unternehmens -CAPM-Varianten und Economic-Capital Modelle mit Simulationen getestet

Aufgabenbereiche -Analyse Innovation Status Review für das Kalenderjahr 2012 -Datenverarbeitung in SAP -Wettbewerbsvergleiche/Wettbewerbsanalyse -E-Learning/Wikiseitenerstellung Grundlagen-Schulung im Werk Bielefeld -VIP-Events (Generation 6000)

Data Analytics: Computational Statistics, Data Mining, Advanced Statistical Modelling, Time Series, Biostatistics Programming skills: Python, R, SAS, Stata, Excel VBA

Banking Investment Analysis and Portfolio Management Macroeconomics and Economic Policy Game Theory

Finanzen und mathematische VWL