Chris Wengler

Supported several cross-functional agile teams in Quantitative Risk Modelling for • the complete product life cycle of Retail- and Corporate Credit Risk models. • the enhancement of a PD, LGD workflow for IB Credit Officers (COs). • a Model Performance Monitoring framework to regularly confirm the predicting and operating performance of these models.

• Led both streams, Credit and Firmwide Risk, and Market Risk, and delivered required changes of 130 risk models due to transitioning from LIBOR to ARRs (SARON, ESTER, SONIA, SOFR). • Led Market- and Credit Risk streams for the trading enablement and delivered 30 new business initiatives (NBIs) of changed Front Office products for the transition of USD LIBOR to SOFR.

• Led three change subunits and delivered required changes of 30 in-scope Credit Risk models. • Ran a LIBOR education for all involved change delivery units.

Implemented and regularly executed an MIS solution based on extracts from an internal Model Risk Management platform, enriched with project specific data.

Led seven work streams and delivered required changes of 90 in-scope Credit- and Firmwide risk models to enable FINMA Loss Potential Analysis (LPA) Stress Testing.

Led eight business analysts and delivered a new strategic Enterprise Risk Analytics component to design scenarios and to produce and manage all risk factor historical data, shocks, and statistical simulations employed within historical-, stress-, and statistical model scenarios for downstream model consumers.

Led eight business analysts for the analysis of a new strategic Enterprise-wide Risk Analytics platform, owned by IT, allowing Risk Methodology to develop and deploy their own statistical and stress models.

Gathered business requirements to fortify ten Credit and Market Risk models to make their data sourcing and data controls compliant with the BCBS 239 principles for risk data aggregation and governance.

Enhanced and regularly executed processes for: • Market Risk Limit Monitoring of both End of Day (EOD)- and Intraday FX position exposure • Reconciliations between Murex Front Office (FO) and Olympic Back Office (BO) for FX products • Consolidated P&L and VAR Reporting for FX, FI, and Structured Products (SPs) • Reconciliations between Front Arena FO and Olympic BO for Interest Rate Swaps (IRS) and SPs Market Risk pack for the Industry Wide Stress Test (IWST) of the Monetary Authority of Singapore (MAS)

Enhanced Market Risk Management processes with a Risk Analytics Data warehouse solution Automated Product Controlling processes for FX products based on Murex MX.3 FO Executed daily product controlling: • Production of FX P&L and Risk. ALM and Treasury Risk with SunGard’s Ambit Focus • Eligibility monitoring for OTC Collateral • Investment Guideline Controlling

• Trade Order Management/Rule Engine for Credit Suisse, Zurich • Payment processing/Rule Engine for UBS, Zurich • Equity Trading platform for UBS IB, Zurich • Market Data platform UBS Quotes for UBS, Zurich • Electronic Bill Presentment and Payment (EBPP) system PayNet for SIX Group/Telekurs, Zurich • Reconciliation of net profits from credit cards for UBS Credit Card Center, Zurich • UBS’s retail banking platform Subitop for UBS on behalf of Accenture, Basel

Corporate Finance · Entrepreneurship Education · Financial Accounting · Financial Analysis · Investment Management · Management of Change (MOC) · Marketing · Modeling · Operations Management · Organizational Behavior · Strategy · Information Management