Bruno Moesch

Application and model development for interest rate curve modelling with C++ (Quantlib) and Oracle DB.

- Market and liquidity risk analysis on client portfolios using VaR and stress testing, leverage monitoring, experience with a variety of asset classes, markets, and investment strategies. - Use and development of automated calculation and reporting tools combining database and spreadsheet software, using Microsoft Access and Excel VBA, Oracle, PL/SQL, and ODBC. - Ad-hoc analyses upon client request.

- Controlling and reporting of Net Banking Income and activity indicators, - NBI budgeting and forecasting, - Performance and profitability analysis, - Risk absorbtion calculations: simulation of the impact of substantial decreases in assets under administration on yearly NBI under various scenarios.

Investment project evaluation, consolidation of worldwide project data, spending and performance monitoring.

Corporate Finance, Business Strategy, International Management, Financial & Management Accounting, Economics, Business Law, Operations Management, Marketing, Research Methods