Remo Allgäuer

Angestellt, Investment Manager, Lakeward Management LLC
Zürich, Switzerland

Fähigkeiten und Kenntnisse

Development/Maintenance/Implementation of probabil
Automated Decision Engines
Client Monitoring
External Behavioral Data
Team Leadership
International work experience
Data Modelling
Statistical Analysis
R
Matlab
SQL
SAS-Software
Project management
Basel II
Regulatory Requirements
Model Risk Managment SR11-7
Communication with Regulators

Werdegang

Berufserfahrung von Remo Allgäuer

  • Current 8 years and 5 months, since Feb 2018

    Investment Manager

    Lakeward Management LLC

  • 2 years, Dec 2015 - Nov 2017

    Head of Global IRB Rating Models

    Credit Suisse

    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 - ...

  • 1 year and 2 months, Oct 2014 - Nov 2015

    Team & Project Lead - Efficiency Program within Credit Risk Management

    Credit Suisse

    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

  • 1 year and 1 month, Oct 2013 - Oct 2014

    Head of Rating Models - Mumbai

    Credit Suisse

    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

  • 2 years and 8 months, Mar 2011 - Oct 2013

    Credit Risk Modeler

    Credit Suisse

    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

  • 7 months, Sep 2010 - Mar 2011

    Career Starter / Credit Risk Modeler

    Credit Suisse

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

  • 6 months, Feb 2010 - Jul 2010

    Intern

    Clariden Leu / Credit Suisse

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

  • 2 years and 10 months, Nov 2003 - Aug 2006

    Kfz-Mechaniker

    Garage Max Beck Anstalt

    Employee, responsible for education of the apprentices

  • 5 years and 4 months, Aug 1998 - Nov 2003

    Kfz-Mechaniker

    Gareage Sulser AG

    4 year Apprenticeship + 1 year Employee

Ausbildung von Remo Allgäuer

  • 3 years and 1 month, Aug 2007 - Aug 2010

    Engineering and Management

    Zurich University of Applied Sciences Engineering & Management

    Statistics, Business Mathematics, Risk engineering

Sprachen

  • German

    C2 (Verhandlungssicher / Muttersprachlich)

  • English

    C1 (Fließend)

  • French

    A1-A2 (Grundkenntnisse)

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