Christian Richter

• Interest rate risk management for a portfolio worth several hundred million euros. • Implementation of a simulation tool for scenario analysis of the P&L under different interest rates and business developments over a long-term horizon. • Process optimizations to reduce risks, e.g. automation of pricing.

• Treasury responsibilities: Interest rate, currency, and liquidity risk management for a CHF 2 billion portfolio with P&L responsibility • Project responsibility within strategic initiatives, e.g. LIBOR transition, set-up of options trading books, and implementation of a risk management system • Design and implementation of a control framework to monitor and ensure the quality of the structured products issuance process, using SQL queries and Excel VBA

• Analysis of risk, regulatory environment and evaluation of product launches and approvals in the trading book • Operation and continuation of the IT infrastructure in the trading book on the basis of VBA and SQL • Execution and preparation of daily risk reporting and P&L key figures for the attention of the management • Project management responsibility for the introduction of the "Structured Products" business case with regard to IT infrastructure, price verification and reporting framework

• Interest Rate Swap trading as part of the Central Execution Desk • Setup checks and improvements of Fixed Income instruments in the risk management system • Internal and cross-entity Interest Rate and Forex risk hedging • Securities Finance including yield enhancement by specials Securities Lending and Borrowing for short covering • Liquidity management through Total Return Swaps with Platform Partners or third parties as well as Single Stock Futures versus delta trading

• Set-up and maintenance of structured products (across all asset classes) in the risk-management system • Setting up and booking associated hedging products (CDS, Autocallable Swaps, Caps, Floors) • Liaising with Trading, Quants and Risk in order to replicate new or complex pay-offs • Managing the life-cycle of structured products (such as autocall scenarios, coupon payments, stop loss events) • Improving and testing internal tools for process optimization (e.g. Actively Managed Certificates)