Dr. Katrin Eichmann

Model Validation: - Validation of models for all classic financial risk types (IRB approaches, models for credit, market and operational risk, IR/CSRBB) Integration of ESG risks into the risk management framework: - Development of methodologies for the quantification of relevant risks for each type of risk - Development of methodologies to manage significant C&E risks (defining a decarbonisation target path and steering mechanisms) - Integration of the most important risk drivers into the ICAAP

Responsible for the validation of models for different risk types. Among these: - Anti-financial crime (AFC) models (transaction monitoring models, models for determining customer ratings for the KYC process in the context of anti-money laundering) - revenue projection models within the framework of the EBA stress test

Validation of various risk type models. Among these: - PPNR models within the framework of CCAR - Value-at-Risk (VaR) models - Risk-not-in-VaR (RniV) models

Lehrbeauftrage im Bachelorstudiengang "Wirtschaftsmathematik"

Lehrbeauftrage im Bachelorstudiengang "Wirtschaftsmathematik

Research on the optimal execution of stock orders with market impact and algorithmic trading.

- Traded financial instruments with symmetric and asymmetric risk profiles (stocks, futures, options, etc.) - Development and implementation of trading strategies - Supported index portfolios - Generated analysis of performance data - Setup and further development of Excel sheets for the management of assets and their automatization with Excel VBA

Finanzmathematik, Stochastic Analysis PhD Thesis: "Smoothing Stochastic Bang-Bang Problems with Application to the Optimal Execution Problem."

Economics Diploma Thesis: "Lévy Prozesse in der Kreditrisikotheorie."

Mathematics Diploma Thesis: "An Extended Multidimensional Black-Scholes Model with Lévy Noises."

- Completed undergraduate studies in geography (Zwischenprüfung Lehramt) - Anthropogeography and physical geography (incl. meteorology)

- Completed undergraduate studies in geography (Zwischenprüfung Lehramt) - Anthropogeography and physical geography (incl. meteorology)