Oliver Bachmann

Developing Market Risk models for trading and internal risk management, across all asset classes of DB‘s trading portfolio, in Python, C++ and dbAnalytics.

- Significantly contributed to win a € 1 bn mandate in developing a smart data equipped GIS (Python, Folium) - Developed a real estate pricing and scenario-based risk assessment engine plus its GUI (Python) - Implemented PnL models for real estate pricing (Excel, VBA) - Lead two Data Science projects at the Technical University of Munich’s in the context of the TUM-DI-Lab - Managing a team of two data scientists which currently conducts projects using NLP or the development of a Postgres DB and its GUI

Identification and assessment of Front Office pricing model limitations leading to gaps in down-stream market risk models

- Lead as SME for Risks-Not-In-Model (RNIM) through an ECB onsite resulting in a single insignificant finding - Acted as SME to analyse the suitability of the bank’s OTC derivatives during implementation of ISDA SIMM® - Lead two RNIM deep dive projects coordinating a team of ten across London, New York, Berlin and Mumbai - Validated with ERNST & YOUNG in a 2-year project the bank’s VaR model resulting in a US regulatory approval - Developed prototypes for VaR model components

Developed a prototype for a business application to proxy the CVA-charge of non-centrally cleared derivatives

- Design of a client-tailored STOXX index - Prepared a business development strategy by doing a use case on potential customer (ETF provider) migrations - Conducting performance-/market analysis & customer support

- Design of non-linear regression models for rental property pricing - Support & model design for rental index projects (Frankfurt, Tübingen)

Exchange through Hessen-Queensland programme

Thesis: Semi-Analytical Approximation of Credit Valuation Adjustment (CVA)

Thesis: Determination of the microphase separation of Polystyrol - Polymethylmethacrylat with X-rays