About Thomas
German
Native or bilingual
English
Fluent
Experience
- Advisory@HudetzExpert Consultant - Primarily in the Financial SectorCONSULTING AND AUDITSJuly 2018 - Today (8 years and 1 month)Wien, AustriaCompany Website: www.hudetz.info - Customer and project references from freelance activity since 2018 available upon request
- VakifBank International AGHead of Strategic Risk Management and Group Risk Controlling DepartmentBANKING AND INSURANCEOctober 2016 - April 2018 (1 year and 7 months)Vienna, AustriaRisk Manager (2nd level, reported directly to Chief Risk Officer) with management responsibility, simultaneously Senior Expert for comprehensive risk controlling of the entire bank - Project activities include:- In conjunction with CRO: Coordination of supervisory topics with the banking supervision- Group-wide risk controlling for financing/capital; risk-bearing capacity calculation- Development of an internal control system- ICS and BCM tasks with own employee- Operational Risk Officer- Outsourcing to IT system service providers in regulatory terms (IT risks) with supervision
- Schweers, Kemps & Schuhmann Unternehmensberatung GmbH (damaliger Name - nun: Accenture)Managing Expert Consultant (initially: Senior Cons.)CONSULTING AND AUDITSAugust 2012 - September 2016 (4 years and 2 months)Hochheim am Main, GermanyManaging Expert Consultant (initially: Senior Cons., frequent travel to Germany from Austria) -Implementation, sometimes also management of several long-term consulting projects, including on the following specialist topics:• Group-wide interest rate risk management; calculation of a so-called duration balance sheet - pilot project for an already established front-to-back system• Credit spread risk model based on CDS histories and CS01 key rate sensitivities, Excel VBA data/calculation tool programmed, for ICAAP credit spread risk capital• RWA optimization for a medium-sized bank with the standardized approach for credit risk, recommendation of measures for sustainable RWA reduction without changes to the credit portfolio• Stress test redesign and implementation in the group-wide management system ("Reverse Stress Tests" and risk-bearing capacity / ICAAP)• Implementation of LCR functional concept and IT concept (interface adjustment Solo and Group LCR for Basel III), Austrian major bank• Validation of risk-bearing capacity/MaRisk check for a smaller German private bank, Frankfurt• Conceptual/IT preparation of all CRR/Basel III reporting; specialized bank in a large asset management group, Hamburg• ICAAP risk-bearing capacity redesign –both risk coverage pools, as market and investment risks, Austrian specialized bank• Preliminary study of new Basel trading book rules, Upper Austria medium-sized bank (ECB supervisory regime)• Expert and project organization responsible for the 'Common Reporting Platform', Austrian banking sector (full-time project over 1.5 years) - responsible for project risk controlling, among other things
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Education
- Master of ScienceOakland University, Michigan / USA1996Betriebswirtschat-Postgraduate (Engineering Management)
- DoctorateUniversity of Vienna1992Mathematik / angewandte Mathematik / mathematische Physik