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Serge Kruse-Controlling Specialist – IRBA / Model Validation

Serge Kruse
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Frankfurt, Germany

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Experience

Sep 2023 - Dec 2024

Controlling Specialist – IRBA / Model Validation

Alte Leipziger Bauspar AG

Position Summary
Controlling Specialist – IRBA / Model Validation at Alte Leipziger Bauspar AG
Industries
Banking and Finance
Business Areas
Audit
Finance
  • Credit risk
  • Quantitative methods
  • Development and validation of IRBA rating systems
  • Analysis and monitoring of the credit portfolio
  • Reporting
  • Development and validation of models for risk provisioning (PWB)
  • Support for internal and external audits
Jan 2020 - Jun 2023

Senior Risk Analyst / Finance & Risk / Models & Methods, Model Validation

Degussa Bank AG

Position Summary
Senior Risk Analyst / Finance & Risk / Models & Methods, Model Validation at Degussa Bank AG
Industries
Banking and Finance
Business Areas
Finance
Quality Assurance
  • Credit risk
  • Quantitative methods
  • Validation of IRBA rating systems
  • Design and development (SAS)
Jan 2018 - Dec 2019

Risk Analyst / Regulatory Reporting and Risk Data Management

VR Finanzgruppe - VR-Diskontbank GmbH

Position Summary
Risk Analyst / Regulatory Reporting and Risk Data Management at VR Finanzgruppe - VR-Diskontbank GmbH
Industries
Banking and Finance
Business Areas
Business Intelligence
Finance
  • Regulation
  • COREP
  • Reporting and data provisioning
  • BAIS/BearingPoint
  • LCR/NSFR/AMM
  • BISTA
  • Single institution reporting and sub-consolidated reporting
  • Position mapping
  • Testing
  • Coordination
Oct 2014 - Dec 2017

Risk Analyst / Risk Parameters

VR Finanzgruppe - VR-Diskontbank GmbH

Position Summary
Risk Analyst / Risk Parameters at VR Finanzgruppe - VR-Diskontbank GmbH
Industries
Banking and Finance
Business Areas
Finance
Research and Development
  • Credit risk
  • Quantitative methods
  • Risk parameterization (PD/LGD/CCF)
  • SA/IRB
  • New business and portfolio
  • Model development
  • Model monitoring
  • Model validation
Dec 2011 - Sep 2014

Business Analyst / IT Expert Data Warehouse

VR Finanzgruppe - VR-Leasing AG

Position Summary
Business Analyst / IT Expert Data Warehouse at VR Finanzgruppe - VR-Leasing AG
Industries
Banking and Finance
Business Areas
Business Intelligence
Finance
Information Technology
  • DWH reporting system in the area of risk parameters, risk controlling, and regulatory reporting
  • Business analysis
  • Development (SAS 9)
May 2009 - Nov 2011

Business Analyst / DWH Reporting System

Honda Bank GmbH

Position Summary
Business Analyst / DWH Reporting System at Honda Bank GmbH
Industries
Banking and Finance
Business Areas
Business Intelligence
Information Technology
Project Management
  • Monitoring and further development of the system: project management, change management, error management, system monitoring, error analysis, performance optimization, testing
  • Coordination between business units and development teams
  • System modeling: DWH structure (data delivery pipelines, ETL, DWH layers, data mart, reporting tools)
  • Data modeling: data structure (tables/views, relationships, cubes, key figures, dimensions)
  • Report development: new reports and outbound interfaces (Crystal Reports, InstantOLAP)
  • Server administration: Crystal Reports, InstantOLAP, DB2
  • Documentation: technical and functional specifications, PDCA, project documentation, technical manual, Operation/User Guides, report/interface documentation
Oct 2006 - Apr 2009

Developer

CIBOLA Financial AG

Position Summary
Developer at CIBOLA Financial AG
Industries
Banking and Finance
Business Areas
Information Technology
Product Development
  • Design and development of automated trading systems for securities markets
  • Development of mathematical analysis tools
Oct 2004 - Sep 2006

IT staff in the data center

Frankfurt University of Applied Sciences

Position Summary
IT staff in the data center at Frankfurt University of Applied Sciences
Industries
Education
Business Areas
Information Technology
  • Database technologies
  • Web applications
  • Kiosk systems

Industry Experience

See where this freelancer has spent most of their professional time.

Experienced in Banking and Finance and Education.

Banking and Finance
Education
Profile match chart

Business Area Experience

See which departments and functions this freelancer has contributed to most.

Experienced in Finance, Information Technology, Business Intelligence, Quality Assurance, Research and Development, and Project Management.

Finance
Information Technology
Business Intelligence
Quality Assurance
Research and Development
Project Management
Profile match chart

Skills

  • It / Business Analysis, Business Analyst / Program Manager

  • (Partial) Project Management

  • Database Technologies

  • Data Warehouse

  • Dwh Projects In The Banking Sector

  • Etl Processes

  • Data Modeling

  • Data Analysis

  • Reporting

  • Reporting Systems

  • Testing

  • Credit Risk Management (Pillar I)

  • Rating Systems

  • Quantitative Methods

  • Irba Models, Scoring, Scorecards

  • Risk Parameters - Pd/Lgd/Ead/Ccf

  • Sa/Irb

  • New Business / Portfolio

  • Property Market Value Curves

  • Model Development

  • Model Monitoring

  • Model Validation

  • Portfolio Risk Analysis

  • Regulatory Reporting

  • Bank Supervision (Frankfurt School Of Finance And Management)

  • Crr, Banking Regulation, Corep, Reporting

  • Own Funds, Capital Requirements, Liquidity, Large Exposures

  • Single Institution Reporting (Bais) / Sub-Consolidated Reporting (Bearingpoint)

  • Risk Data Management, Data Provisioning

  • Liquidity Reporting - Lcr/Nsfr/Amm

  • Balance Sheet Statistics (Bista)

  • Coordination With It / Accounting / Controlling

  • Testing / Regression Testing

  • Position Mapping, Data Mart Setup

  • Hgb/Ifrs Balance Sheet

  • Statistical Tools Python: Pycharm, Sqlite, Numpy, Scipy, Pandas, Matplotlib

  • Sas: Sas Base

  • Sas: Sas Bis Dds

  • Sas: Sas Enterprise Guide

  • Sas: Sas Data Integration Studio

  • Sas: Sas Enterprise Miner

  • Trading Forex

  • Metatrader

  • Mql

  • Automated Trading

Languages

German
Advanced
Russian
Elementary

Education

Sep 1998 - Nov 2003

University of Applied Sciences Frankfurt am Main

Diploma in Business Administration (FH), Business Informatics · Business Administration, Business Informatics · Frankfurt, Germany

Sep 1993 - Jun 1996

University of Social Sciences in Novosibirsk

Economics · Novosibirsk, Russian Federation

Certifications & licenses

Regulatory Reporting Specialist

Frankfurt School of Finance & Management

SAS Advanced Programming For SAS 9

SAS Base Programming For SAS 9

Statistics

Experience

Total positions 8
Experience in Banking and Finance 18 y
Avg length 2 y 5 m
Longest experience 3 y 5 m

Expertise

Recent roles Controlling Specialist – IRBA / Model Validation, Senior Risk Analyst / Finance & Risk / Models & Methods, Model Validation, Risk Analyst / Regulatory Reporting and Risk Data Management
Main industries Banking and Finance, Education
Main business areas Finance, Information Technology, Business Intelligence

Qualifications

Certifications earned 3

Profile

Created

Frequently asked questions

Have questions? Find more information here.

Serge is based in Frankfurt, Germany.

Serge speaks the following languages: German (Advanced), Russian (Elementary).

Serge has at least 20 years of experience. During this time, Serge has worked in at least 8 different roles and for 7 different companies. The average length of individual experience is 3 years and 6 months. Note that Serge may not have shared all experience and actually has more experience.

Based on recent experience, Serge would be well-suited for roles such as: Controlling Specialist – IRBA / Model Validation, Senior Risk Analyst / Finance & Risk / Models & Methods, Model Validation, Risk Analyst / Regulatory Reporting and Risk Data Management.

Serge's most recent position is Controlling Specialist – IRBA / Model Validation at Alte Leipziger Bauspar AG.

In recent years, Serge has worked for Alte Leipziger Bauspar AG and Degussa Bank AG.

Serge is most experienced in industries like Banking and Finance and Education.

Serge is most experienced in business areas like Finance, Information Technology, and Business Intelligence. Serge also has some experience in Quality Assurance, Research and Development, and Project Management.

Serge has recently worked in industries like Banking and Finance.

Serge has recently worked in business areas like Finance, Quality Assurance, and Audit.

Serge attended University of Applied Sciences Frankfurt am Main for Business Administration, Business Informatics.

Serge has 3 certificates. These include: Regulatory Reporting Specialist, SAS Advanced Programming For SAS 9, and SAS Base Programming For SAS 9.

Serge is immediately available for suitable projects.

Serge's rate depends on the specific project requirements. Please use the Meet button on the profile to schedule a meeting and discuss the details.

To hire Serge, click the Meet button on the profile to request a meeting and discuss your project needs.

Average rates for similar positions

Rates are based on recent contracts and do not include FRATCH margin.

1000
750
500
250
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Market avg: 814-894 €
The rates shown represent the typical market range for freelancers in this position based on recent contracts on our platform.
Actual rates may vary depending on seniority level, experience, skill specialization, project complexity, and engagement length.