Jaros Concha

- Erstellung der IRRBB-Meldung und des MPR-Berichts aus ökonomischer und normativer Sicht - Bericht zur wertorientierten Zinsbuchsteuerung und zum periodischen Erfolgsspannenbericht - Methodenvalidierung von Marktpreis- und Immobilienpreisrisiko - Implementierung von impliziten Optionen für die Berechnung des Marktpreisrisikos, einschl. Regressionsberechnung und –analyse - Frühwarnindikatoren gemäß MaRisk überwachen - Durchführung und Plausibilisierung von Stresstests und Risikoinventur

- Process documentation and execution of delta analyses for systematic error identification and troubleshooting, quantification of IT security incidents - Effective screening controls for sanctions and AML risk management with watch-lists including targets from politically exposed persons (PEP)

Area: Banking & Capital Markets Development and validation of capital markets business models Development of insights, analysis and processes in trading, treasury and portfolio management Completion of statistical analysis Management of survey results

- Analysis and presentation of American, Latin-American and European macroeconomic indicators for weekly intern meetings - Elaboration and simulations of portfolio models using Excel and Bloomberg - Analysis and presentation of the performance of pension funds, suggesting changes in the weightings - Search for outperforming Latin American funds in order to create new products - Elaboration of graphics and histograms from fund performance data --- Attribution analysis (allocation and selection)

Division: Global Banking & Markets Area: Corporate & Investment Banking - Elaboration of presentations for customers and Senior Management. - Elaboration of equity reports and budgets for internal purposes. - Support in the elaboration of business plans as well as calculation of profitability ratios. - Support in the elaboration of credits as well as taking in part of decision making for the area. - Analysis of the competitors. - Participation in internal projects.

Macroeconomics & Finance

Incoterms; Logistics