Michael-Alexander Dürk

- Verantwortlicher Entwickler der DZ PRIVATBANK eigenen Ratingsystems für Investmentfonds. - Betreuung der weiteren Modelle für Liquiditäts- und Kreditrisiko. - Diverse Validierungstätigkeiten der DZ PRIVATBANK eigenen Ratingsysteme. - Durchführung der tägl. Kreditrisikoberechnung (CVaR-Analyse - CreditMetrics). - CRR, PD/LGD-Guideline, Basel III - Diverse Projekttätigkeiten (Cloud-Anbindung, Digitalisierung)

- Entwicklung und Validierung von Ratingmodellen, Investmentfondsrating (GARCH-Prozesse) und Liquiditätsmodelle (ARMA-Modellierung), Retail Ratingverfahren . Anwendung von Kreditportfoliomodellen (Credit Metrics). - PD/LGD - Guideline - IRB-Modelle

Quantitative und Qualitative Validierung eines Verfahrens zum Kreditrating (Retail) im Bereich des Riskcontrolling/Credit Risk; Analyse der Ratingsysteme mit MATLAB und MS Office VBA; Dokumentation und Überarbeitung des Fachkonzepts.

Currently working as the project manager with a team of 3 for a local Startup; Generating competitor analysis and marketing entry strategies; Weekly presentations of progress and results for the customer; Organisation of team meetings and delegation of tasks; Problem solving and creative orientated teamwork; Meetings with potential customers and discussing terms; - Business development, Marketing and Customer canvassing

Data Management for Financial Products, Private Banking , Trust Administration and Broker.

Assisting the market data team in day to day activities; Processing user requests (e.g. assigning licenses); Database work, prepare data for internal and external purposes; Overview of work processes through self-studying and short presentations by expert staff members; Short introduction into the economics department and their work environment; Attendance of the ECB monetary policy conference;

Master Thesis: The Profitability of Carry Trade Portfolios based on Risk Factors (Empirical Approach); Core Modules: Financial Mathematics, Advanced Statistics I and II, Econometrics, Portfolio Analysis, Behavioral Finance, Risk Management, Computational Finance, Finance and Development

Core Modules: Corporate Finance, Controlling, Microeconomics, Macroeconomics, Statistics, Data Analysis, Financial Law, Rational Decision Making, Econometrics, Mathematics, General Management, Accounting

A2 - Economics, A2-Mathematics, A2-Business Studies, A2- German Native, Additional English Department