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Birgitta Drwenski

Angestellt, Team Head, Loan Portfolio Management Germany, Commerzbank AG
Frankfurt am Main, Deutschland

Fähigkeiten und Kenntnisse

OTC portfolio optimization
Risk Cost Pricing
Balance Sheet Management
CVA Trading + Management;
Collateral Optimisation
RWA Management
conceptual set up +implementation of new concepts
Talks; panel discussions
Risk Management
OTC Regulation

Werdegang

Berufserfahrung von Birgitta Drwenski

  • Bis heute 2 Jahre und 10 Monate, seit Nov. 2022

    Team Head, Loan Portfolio Management Germany

    Commerzbank AG
  • Bis heute 10 Jahre und 11 Monate, seit Okt. 2014

    Teaching Post (Lehrbeauftragter)

    Hochschule Rhein-Main, Wiesbaden Business School

    Teaching Post ‘Credit Derivatives’, Course Finance & Investments, Master of Arts, Business Administration, Wiesbaden Business School (since November 2014); Teaching, Seminar Groups, Grading, Exercise & Examination Settings for Master Degree Students

  • 2 Jahre und 11 Monate, Jan. 2020 - Nov. 2022

    Specialist, Institutional Portfolio Management

    Commerzbank AG

    Aufbau standardisierter und automatisierter Prozesse, Pricingansätze (u.a. Trade Finance) zur Portfoliosteuerung

  • 4 Jahre, Jan. 2016 - Dez. 2019

    Specialist, Liquidity Analysis, ALM, Global Treasury

    Commerzbank AG

    (1) Co-ordinating the Treasury Liquidity Management Committee that provides a bank-wide experts’ communication platform for all regulatory, strategic and tactical steering matters concerning Commerzbank's liquidity position (2) Coordinating Treasury’s liquidity measures for the group's recovery plan (3) Accompanying monthly calls with the Joint Supervisory Team (4) Preparing analysis and recommendations for Treasury and Commerzbank group’s Liquidity Steering

  • 3 Jahre und 9 Monate, Apr. 2012 - Dez. 2015

    Head of Front Office Collateral Optimization; Corporates & Markets

    Commerzbank AG

    Collateral Optimization: reduce cash and bond collateral costs through collateral switches /optimization; set & implement front office collateral standards based on economic impact on Front Office p&l, reserves and capital requirements (RWA) under Basel II and III; coordinate FIC internal discussions and represent FIC's p&l, reserve and capital related interest in bank wide discussions on new collateral concepts and implementation of new regulation.

  • 7 Jahre, Jan. 2009 - Dez. 2015

    Head of EVA Pricing & Advisory; Fixed Income & Currencies; Corporates & Markets

    Commerzbank AG

    Pricing & Steering of credit risk costs for FIC (Fixed Income & Currencies) business (CVA, RWA/Cost of Capital, Balance Sheet Costs), CVA, RWA, Liquidity Cost and Balance Sheet optimizing strategies;

  • 3 Jahre und 2 Monate, Feb. 2006 - März 2009

    Director, Head of CVA Pricing, Counterparty Portfolio Management, Frankfurt

    Dresdner Kleinwort

    Counterparty Portfolio Management, Global Banking, Frankfurt; CVA Pricing, Hedging of credit spread risk, neg mtm strategy, management of defaulted claims

  • 6 Jahre und 1 Monat, Jan. 2000 - Jan. 2006

    Head of CVA Pricing Team, London

    Dresdner Kleinwort Wasserstein, London

    Set up + Management of the CVA Pricing Desk (incl reporting + payment set ups) with global responsibility for all OTC Derivatives Creation of a strategic Investment Portfolio, whose credit risk was hedged via the mtm of OTC Derivatives. Advisor to Sales + Trading (FFM, Ldn, NY, Asien) for efficient Risk -Cost profiles of OTC Derivatives, Introduction of risk mitigates

  • 1 Jahr und 4 Monate, Okt. 1998 - Jan. 2000

    Assistant Director, Credit Sales Team, Dresdner Kleinwort Benson, London

    Dresdner Bank AG

    Sales to institutional clients in German speaking countries (Germany, Austria, Switzerland); specialist instructured and simple credit products, such as ABS/MBS, CDO, CLO, CLN, Investment +sub investment grade corporate bonds, EM bonds

  • 1 Jahr und 9 Monate, Jan. 1997 - Sep. 1998

    Manager Credit Derivatives Group, WestLB London

    Westdeutsche Landesbank

    set up of the credit derivatives' activities of WestLB; initiation and management of new product processes; creation of an investment portfolio; internal and external presentations

  • 1 Jahr, Feb. 1996 - Jan. 1997

    Manager Financial Engineering, Global Derivatives Group, WestLB London Branch

    Westdeutsche Landesbank, London Branch

    development of trading strategies for interest rate derivatives (swaps + options); creation/composition of structured products - financial engineering

  • 3 Jahre und 3 Monate, Nov. 1992 - Jan. 1996

    Senior Option Trader, Swaps & Options Group, WestLB Düsseldorf

    Westdeutsche Landesbank

    Trader/Book runner DEM Caps/Floors, set up of the DEM swaption book

  • 9 Monate, Feb. 1992 - Okt. 1992

    Teaching Assistant, Alfred Weber Institute; University of Heidelberg

    University of Heidelberg

    Teaching Assistant , set up of a database

Ausbildung von Birgitta Drwenski

  • 3 Jahre und 11 Monate, Jan. 1988 - Nov. 1991

    Volkswirtschaftslehre, mathematische Richtung

    Universität Heidelberg

    Wirtschaftsinformatik: Optionspreistheorie

  • 1 Jahr und 4 Monate, Okt. 1986 - Jan. 1988

    Volkswirtschaftslehre

    Universität Heidelberg

  • 1 Jahr und 4 Monate, Okt. 1986 - Jan. 1988

    Mathematik

    Universität Heidelberg

Sprachen

  • Deutsch

    Muttersprache

  • Englisch

    Fließend

  • Französisch

    Grundlagen

  • Italienisch

    Grundlagen

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