Simon Frank Email & Phone Number

South San Francisco, California, Us

- Mission: The development of a new digital platform to integrate 3rd party enterprise risk management systems into a proprietary risk management framework - Responsibilities: Product development, team building, business model design, business and financial plan analysis, market research and technology scouting

New York, Ny, Us

Trusted advisor to institutional clients on MSCI research and applications: risk management, market risk, macro risk, counterparty credit risk, and regulatory requirements, across various platforms such as RiskMetrics/RiskManager. This includes- Providing best practices guidance on risk management including advisory regarding pricing and risk models, the interpretation of key financial metrics, Stress Testing and VaR analysis- Training and educating clients on MSCI portfolio and risk management analytics applications and underlying models and methodologies

- Development of portfolio optimization models and investment algorithms

London, Gb

- Responsibility for credit risk modeling, methodologies, and implementation, i.e.: Development and implementation of a Basel III rating model estimating the probability of default for large corporates, medium market enterprises and highly leveraged transactions in the DACH region (risk weighted assets of +10bn EUR) used for the regulatory reporting and credit pricing of HSBC - Credit process redesign to streamline existing process architecture and align with newly developed model used by ~ 100 credit officers / analysts on a daily basis - Credit risk reporting - Leading local model validations and peer reviewing global model validations - Providing research and analytical support to local and global risk teams - Experience with regulatory on site visits and regulatory approval processes (esp. Basel III)

London, Gb

- Market risk: Risk calculation of OTC derivatives, Hedge Accounting- Credit risk: Credit analysis, validation of Basel rating models- Investment Banking: Modeling of interest rate and FX effects on balance sheet positions- Corporate Banking (Large Corporates): Financial and profitability analysis

Aachen, Nordrhein-Westfalen, De

Diploma thesis at the financial software firm aixigo AG focused on the development of a portfolio management system for a large German private bank.

• Innovation management project for an Austrian medium sized corporate • Entrepreneurship project for a startup in the fields of medical technology

München, Bayern, De

Internship in the market risk department of the BayernLB branch in New York City focussing on the daily performance and risk analysis of the trading book.

Köln, Nrw, De

Internship in the market risk department focussing on market risk analysis.

Master, Business Management & Economics

Studies Abroad, Business Administration And Management, General

Studies Abroad

Studies Abroad, Business Administration And Management, General