infinada's consulting services are based on many years of experience in the financial industry. The skill set combines management and team leadership experience with a strong quantitative and IT background:
Statistics & Data Analysis
- Numerous own data analyses performed in R, both in the academic and the industry context.
- Analyses of all kinds of financial time series data: e.g. bonds and equities (at Humboldt University Berlin and the Weierstrass Institute), market risk factors and credit risk factors in German banks' trading and banking books (at BaFin), operational risk factors (in the context of Basel II OpRisk models, at BaFin) as well as market risk factors affecting the pricing and hedging of life reinsurance portfolios (at Munich Re).
- Analyses of mortality and surrender incidences in life insurance portfolios, using both parametric (GLM) and non-parametric (GAM) approaches (at Munich Re).
Independent Valuation and Risk Assessment
- Consulting on an internal trading book model (at Bankgesellschaft Berlin). Providing a lecture on "Risk Management for Financial Institutions" (at Humboldt University Berlin, 2001).
- Participation in numerous on-site examinations of internal trading book models at banks (at BaFin).
- Development and negotiation of internal model regulation for Solvency II. Participation in on-site examinations of insurers (at BaFin).
- Leading a team responsible for structuring and pricing of reinsurance of life insurance portfolios. Various portfolio optimization analyses in the context of hedging reinsured life insurance portfolios (at Munich Re).
Strategy Consulting & Coaching
- Built a quant team and introduced Scrum (for evolving the library) and Kanban (for pricing) in sub teams. Performed several project management roles (co-lead and steering committee) in a hedging platform project (at Munich Re).
As a small firm, infinida Consulting offers specific advantages:
- fast acceptance: quick decision on start of an engagement
- fast close: 100% focus on successfully completing the current project
- zero overhead: overhead costs (office, support functions) are immaterial
- independence: unbiased opinions on software products, financial products and methodology