Vienna, Vienna, Austria
Solution Architect of the RBI Databricks Platform based on AWS
Design and implementation of ETL pipelines using Apache Airflow on AWS.
Specialized in the development of models and methods for credit risk parameter estimation, e.g. LGD calculation and estimation of IFRS 9 staging thresholds. Further coding of performance optimized algorithms (e.g. collateral allocation in loan-loss provisioning) and dashboards (RShiny, Flask) for visualization.