Remo Allgäuer

Credit Risk Management / Rating Models - Development, implementation and maintenance of credit rating models - Statistical analyses of credit risk parameters for advanced internal ratings-based (AIRB) approach and all kind of related task - Model governance and approval process - Interaction with model validation and regulators - Self-assessment against regulatory compliance - ...

Credit Risk Management / Team & Project Lead / Optimiztion of Credit Prozesses and Analysis - Development of automated decision tools to simplify/support the credit approval process - Alignment of rating model landscape support the automated approval process (integration of automated feeds in the credit assessment) - Development of a monitoring framework which assess credit quality of loan portfolios on a single counterparty level but also on certain aggregations

Credit Risk Management / Rating Models / Team Leader in Mumbai - Development, implementation and maintenance of credit rating models - Statistical analyses of credit risk parameters for advanced internal ratings-based (AIRB) approach

Credit Risk Management / Rating Models - Development, implementation and maintenance of credit rating models - Statistical analyses of credit risks parameters for advanced internal ratings-based (AIRB) approach

Credit Risk Management / Credit Analytics / ACP Analytics - Maintenance and improvement of the expected loss and Loss Given Default methodology

Writing bachelor thesis: "Time-varying Trading Strategy Allocation using Markov Regime Switching Models" at Asset Management / quantitativen Funds

Employee, responsible for education of the apprentices

4 year Apprenticeship + 1 year Employee

Statistics, Business Mathematics, Risk engineering