Data science related work around AnaCredit, on of the largets ESCB datasets containing detailed information on individual bank loans in the euro area. - python, spark, hdfs, impala, hive

Conceptual design of a real-time VaR based portfolio margin model of a major clearinghouse / CCP - Market risk and pricing methodology for a broad range of cleared products, e.g. for options and futures (equity and fixed income), volatility derivatives, OTC IR instruments, security financing transactions, bonds and equity cash transactions;- Model calibration and prototyping (Matlab & Python) - Data analysis (SQL);- Portfolio hedging methodologies;- Data Science stream of Deutsche Boerse;

- Relocation from Prague to Brussels;- Participation in regular risk committees;- Provision of risk advices;

- Risk management in a brokerage house active in Belgium and multiple CEE countries;- Market/credit risk (limit) framework setup;- Daily monitoring of market risks in prop trading activities and of credit risks in outstanding transactions in equity shares and derivatives;- Parameterization of margin requirements for positions in derivatives and of multiple (retail) leveraged loan products;- Tools creation; most prominently fully-fledged - DB and BI powered - automated stress tests and settlement risks calculations;

(Software) penetration testing