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Added experience items
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LukasTang committed Jul 24, 2024
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Expand Up @@ -83,33 +83,37 @@ experiences:
info:
- role: Quantitative Analyst & Product Owner
time: 09/2023 - Present
company: UBS AG, Zurich
company: UBS AG, Zurich, Switzerland
details: |
Placeholder in case I want to add bla bla before bullet points
Product ownership in an agile set-up, responsible for delivery of:
- Responsible for Pillar 2 (Stress) / Provisions / Climate Risk Stress Models for the International Residential Mortgages Portfolio (Credit Risk).
- Integration of Credit Suisse Models and data for the portfolio
- Technical Leadership by effectively guiding a cross-functional team of 13 quantitative analysts, software engineers and data engineers in an agile environment.
- role: Senior Software Engineer
time: 2014 - 2015
company: Google, London
- role: Senior Risk Modeler
time: 03/2021 - 08/2023
company: Credit Suisse AG, Zurich, Switzerland
details: |
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- Bullet point
- Bullet point
- role: UI Developer
time: 2012 - 2014
company: Amazon, London
Responsibilities in context of Pillar-1 model development:
- Development of advanced internal ratings-based (A-IRB) models for credit risk predictions.
- Leadership in development of internal R packages.
- Responsibility for critical relational database concerning credit loss rates, used for model development and model monitoring.
- Regulatory topics, e.g. analysis of conservatism of models, regulatory uplifts, model implementation checks.
- role: Statistical Modeler
time: 07/2018 - 02/2021
company: Lowell Financial Services GmbH, Essen, Germany
details: |
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- Bullet point
- Bullet point
Responsibilities as part of the portfolio analysis team:
- Lead in development of statistical models and machine learning approaches for the prediction of cash flows for the purpose of portfolio re-valuation in the context of debt collection.
- Various data-driven projects, e.g. data strategy, support in migration of databases to the cloud, business-cases for new data sources.
- Regular re-valuation of portfolios of non-performing claims.
- role: Risk Controller
time: 09/2016 - 06/2018
company: Santander Consumer Bank AG, Mönchengladbach, Germany
details: |
Responsibilities as part of the portfolio analysis team:
- Lead in development of statistical models and machine learning approaches for the prediction of cash flows for the purpose of portfolio re-valuation in the context of debt collection.
- Various data-driven projects, e.g. data strategy, support in migration of databases to the cloud, business-cases for new data sources.
- Regular re-valuation of portfolios of non-performing claims.
certifications:
title: Certifications
Expand Down Expand Up @@ -224,17 +228,17 @@ skills:
title: Skills & Proficiency

toolset:
- name: Python & Django
- name: R
level: 98%

- name: Javascript & jQuery
- name: Jira
level: 98%

- name: Angular
level: 98%
- name: Python
level: 85%

- name: HTML5 & CSS
level: 95%
- name: LaTex
level: 85%

- name: Ruby on Rails
level: 85%
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