Dr. Roland Onderka

Angestellt, Director | Head of Risk & Analytics, Nagler & Company

München, Germany

Skills

Mehr als 10 Jahre Berufserfahrung als Berater und
Riskmanagement
Asset-Liability Management
Basel III
Riskcontrolling
Risikosteuerung
Riskanalyse
Risikoexpertise
Quantitative Finance
Quantitative Modellierung
Business-Process-Analysis
Business Analyse
Marktrisikoanalyse
Liquidity risk know how
Liquiditätskontrolle
Liquiditätsplanung
Liquiditätsmanagement
opRisk
Operationelles Risikomanagement
Credit Risk
IT Business Analyse
VBA-Entwicklung
SQL-Programmierung
C-Programmierung
Programmierung in Maple
Stochastische Modellierung
Managementberatung
Fachberatung
MaRisk
Marktrisiko
Counterparty Risk
Projektleitung
Risikostrategie
Structured Products
Marktdatensysteme
Market Conformity Checks
Derivatives
Basel II
Bankenaufsichtsrecht
Bad Bank
Service Level Agreement
Outsourcing-Management
Unternehmensorganisation
Gründungsberatung
Managementkompetenz
Auslandserfahrung
Mathematik
Entwicklung
Bankwesen
Banksoftware
Gesamtbanksteuerung
Adressrisikosteuerung
Stresstest
Konzept-Entwicklung
Präsentation
Collateral Management
ICAAP
Regulatory Capital
Regulatory Compliance
IFRS Impairment
Robotics Process Automation

Timeline

Professional experience for Roland Onderka

  • Current 6 years and 2 months, since Apr 2018

    Director | Head of Risk & Analytics

    Nagler & Company
  • 3 years, Apr 2015 - Mar 2018

    Senior Manager | Advisory | EMEIA Financial Services

    EY (Ernst & Young)
  • 3 years and 6 months, Oct 2011 - Mar 2015

    Berater (Strategie, Prozesse, Management, Risk, Quant)

    Selbstständig

  • 2 years and 6 months, Apr 2009 - Sep 2011

    Head of Liquidity Risk, Managing Director

    Deutsche Pfandbriefbank, Depfa PLC

    Konzeption, Aufbau und Gesamtverantwortung für die Abteilung Liquidity Risk Management mit Teams in Deutschland und Irland, sowie USA, GB, Luxemburg und Japan Umsetzung Basel III Ansprechpartner für nationale und internationale Bankenaufsicht Ansprechpartner für Vorstand

  • 1 year and 1 month, Mar 2008 - Mar 2009

    Director, Head of Market and Liquidity Risk New York

    DEPFA PLC New York

    Management, development and implementation of a new Market Risk team in New York Responsible for methodology and implementation of market risk and performance measurement, valuation for US specific products.

  • 3 years and 5 months, Oct 2004 - Feb 2008

    Director, Head of Financial Engineering and Risk Systems

    Hypo Real Estate Bank AG

    Implementation of a new team responsible for valuation of complex interest rate, FX, and credit derivatives. Development and implementation of market risk and performance measurements, product implementation in front office systems, market conformity checks and counterparty credit risk

  • 2 years and 9 months, Jan 2002 - Sep 2004

    Senior IT Consultant

    Nagler & Company GmbH

    Several projects in the areas treasury, risk management and control (market, credit and counterparty risk) Project topics: Quantitative finance, valuation of exotic derivatives, stochastic modeling Specification, implementation, optimization and modeling of business processes Market data analysis, order book, quality assurance, setup of market data bases Quantitative analysis of market data, credit risk, credit default swaps Project management, coaching and mentoring of employees

Educational background for Roland Onderka

  • 11 years and 2 months, Nov 1990 - Dec 2001

    Physik

    Universität Regensburg

    Theoretische Physik, Halbleiter, quantenmechanische Eigenschaften des Magnetotransport

Languages

  • German

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  • English

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