Dr. Walter Neuenschwander

Automating the processes for issuing and life cycle management for issued structured investment products and leveraged products. Ensuring the continuity of processes along the whole value chain. Developing predictive analytics to support trading and sales activities.

Creating the business analytics with respect to (1) structured product and customer performance / competitiveness / hit rate (2) effectiveness of the bank's structured product range and services offered to the customer and (3) efficiency of internal processes of the product life cycle management. Managing the operations linked to the structured products' life cycle.

Creating the business analytics with respect to (1) structured product and customer performance / competitiveness / hit rate (2) effectiveness of the bank's structured product range and services offered to the customer and (3) efficiency of internal processes of the product life cycle management.

Developing an internet based platform for designing and real-time trading of tailor-made structured products including complete automation of life cycle processes. Developing a comprehensive life cycle management system for all products and investment solutions. Managing and supervising several projects to design and implement a software system for creating tailor-made structured products, to implement a new volatility model, to implement new types of structured products.

Development and strategic use of models for (1) a bank's asset and liability management framework, (2) balance sheet instruments, (3) options and (4) capital markets. Managing several projects to implement an integrated software system for balance sheet Management, to design and program a funds transfer pricing system, to design and implement an optimization algorithm to manage effectively the bank's balance sheet. Giving speeches at national and international conferences.

Implementing and testing different pricing models and methodologies on modelling yield curves. Designing and developing a software system to price a large universe of financial instruments traded on European exchanges and delivering the resulting prices to a third party data Provider. Designing and developing an internet based asset liability management system for private customers. Specifying the mathematical models to be used and managing the implementation project.

Designing and implementing an FX- and precious-metal options pricing server. Extending the platform to handle futures options on FX and precious metals. Providing market risk figures to calculate non-linear Value-at-Risk key figures.

Incorporating my novel algorithm for feature detection into SRI's common development environment. Extending my deformable-model approach to handle 3-D image segmentation and surface reconstruction from stereo imagery, thus improving upon existing procedures.

Planning, organizing, and supervising student exercises and theses. Doing research and implementation of elastically deformable contour and surface models for interactive image segmentation.

Recommender System for structured investment products: Implementing collaborative filtering and content-based filtering in combination with demographic filtering while using stock market data to create a context aware recommender system (CARS) for structured investment products.

Digital Liquidity Predictor: Implementing a Big Data infrastructure based on Hadoop and Kafka to predict the daily trading volume of exchange traded stocks with decision trees and random forests analyzing Twitter using NLP in combination with the use of early-warnings-methodology from statistics.

Digital Client Onboarding for a major Swiss bank: Implementing a decision support system based on scenario optimization for managing a large project for the realization of a digital client onboarding process and providing additional insights by creating a BMC and a VPC.

Analytics for tailormade structured investment products: Implementing a data model using a star schema to reflect the reporting requirements and allowing for a predictive analytics approach based on association rule mining to predict the choice of stocks used for a structured investment product.

Computer Vision, Signal Processing

Computer Algebra, Numerische Mathematik