Luxembourg
BKN Capital is an authorized Alternative Investment Fund Manager (AIFM) specialized in building, operating and distributing Alternative Investment Funds (AIF). As Head of Valuation, I am responsible for the valuation framework, methodologies and governance across funds, which mainly invest into debt instruments and renewable energy assets. With the team, we aim to ensure accurate, consistent and regulatory-compliant valuations in close coordination with investment, risk and external parties.
Leading a team of 3 data engineers and analysts
The Web2 Data Team was responsible for off-chain data provisioning of US treasury data and banking information such as cash transactions, trading details as well as security account balances. This data is required for proof-of-reserve (sometimes referred to as proof-of-collateral) when minting new tokens, amongst others. Moreover, the team is developing US treasury portfolio optimisation tooling to provide off-chain market participants with the best possible basis for decision making.
During my time at CrossLend, I fulfilled several roles in our squad-based development structure. I was involved in the entire product cycle of new features, from conception to final implementation. These features were mostly related to: - Loan-level data analytics across multiple asset classes - Portfolio performance and return representations - Valuation & sensitivity analysis - Market benchmarking In addition to that, we have developed highly scalable and flexible data pipelines enabling us to onboard a wide range of different loan products. To allow investors to make educated investment decisions by comparing different opportunities, we put our main focus on loan performance standardisation.
Main responsibility was the proof-of-concept for CrossLend marketplace platform using R and R Shiny. After that, I was in charge to build an API providing loan portfolio statistics for the first version of the platform, as well as the onboarding of loan portfolios to our MySQL database. Speaker at Credit Scoring and Credit Control Conference XVI, 28-30 August 2019, Edinburgh.
Analysis of credit portfolios for investigation, classification and structuring of investment opportunities.