Michael Pröschel

About

Experience

• Data Scientist at Assenagon Asset Management S.A.
  Jun 2022 - Present · 4 yrs 1 mo

  Data Scientist in the Volatility Portfolio Management Team - Development of tools in Matlab for analyzing options data - Automation of daily processes - Data Cleaning and Preprocessing of data - Analyse data patterns and visualize it - Using statistical models to improve the performance - Work closely with cross-functional teams, including engineers, it developer, and business stakeholders

• Data Scientist at KfW
  Mar 2021 - Jun 2022 · 1 yr 4 mos

  Development of an intelligent message processing methodology (KR INA, AI Fach-/IT-Projekt, NLP) - Programming on the source code - Creation of data analysis - Developing a mapping algorithm for internal and external data - Developing an user dashboard

• Credit Risk Analyst at KfW IPEX-Bank
  Jul 2019 - Jan 2021 · 1 yr 7 mos

  - Acquisition & Structuring (Reneweable Energy) - Risk Controlling (Reporting) - Credit Risk Analysis (Maritime Industries, Power, Renewables and Water, Industry Service)

• Equity Research at Quoniam Asset Management GmbH
  Oct 2018 - Jan 2019 · 4 mos

  - Compilation of the empirical data set consisting of fundamental data and stock returns using SQl database queries - Implementation of a statistical approach to estimate the monthly fair values of more than 25,000 shares from 36 countries over a period of 20 years in R - Application of a trading strategy including several robustness tests

• Studentische Hilfskraft at Justus-Liebig-Universität Giessen - Lehrstuhl Financial Accounting
  May 2018 - Jun 2018 · 2 mos