- Developed a robust Asset Liability Management (ALM) python package for balance sheet management, enabling cashflow forecasting, interest rate and liquidity risk calculation and hedging strategies for Interest Rate Risk in the Banking Book (IRRBB). The package also supports financial and business planning, as well as stress scenarios and sensitivity analyses to enhance risk management and decision-making processes.- Implemented an interactive shiny based interface for the ALM package, significantly enhancing user accessibility to perform real-time analyses.- Optimized the performance of the ALM package by leveraging polars data frames and restructuring data using tidy data principles, resulting in faster data processing, improved maintainability and enhanced analytical workflow.- Documented the recalibration of a corporate credit risk model for PD, ensuring transparency and regulatory standards.

- Implementation of enhancements in the coarse-grain DNA framework- Extension of the software towards fully differentiable models- Implementation of Markov chain Monte Carlo (MCMC) methods for high dimensional state spaces- Information-theoretical comparison of different MD designs

- Thesis: Transport Maps: Sampling via optimal Measure Transport (1.0)- Identification of a transformation that can significantly simplify certain stochastic simulation problems.

- Processing of statistical data analyses (journal entry testing) in the course of annual financial statement audits with a special focus on accounting-relevant information- Processing of mass data and evaluations with ACL, Microsoft Excel, and Word as well as word processing tools incl. documentation of results- Programming of functions in C# using a DevOps process- Performing analyses using MS SQL Server