Dr. Stefan Notz (FRM)
Angestellt, Credit Risk Methodologies Lead, Vice Director, VP Bank AG
Zurich, Schweiz
Über mich
Credit Risk Methodologies Lead at VP Bank, responsible for the development and implementation (E2E) of various credit risk modelling initiatives. After completion of my PhD in Economics, I have gained several years of experience in the FS industry in different roles, such as the lead of a quantitative risk model validation team, a senior quantitative analyst in risk modelling as well as a senior management consultant. I believe a strong analytical mindset, good communication, team leading and (project) management skills as well as a strong quantitative/data analytics background belong to my major skills. I'm motivated to take on new challenges and have a proven record of driving change. Additional competencies include several years of experience in programming and academic research/teaching in economics. Furthermore, I am holding the GARP FRM (Financial Risk Manager) certification. Please contact me to find out more.
Werdegang
Berufserfahrung von Stefan Notz (FRM)
Bis heute 2 Jahre und 10 Monate, seit Aug. 2021
Credit Risk Methodologies Lead, Vice Director
VP Bank AG2 Jahre und 9 Monate, Nov. 2018 - Juli 2021
Validation Lead - Credit Stress Testing and IFRS 9/CECL Models, Vice President
Credit Suisse2 Jahre, Nov. 2016 - Okt. 2018
Senior Quantitative Analyst - Model Validation, Assitant Vice President
Credit Suisse2 Jahre, Okt. 2014 - Sep. 2016
Senior Consultant
TALOS Management Consultants GmbH
I have been working on various consulting projects in the financial services industry: development of a global compliance and control framework for a large Swiss bank; global roll-out of a compliance and control framework in various international locations of a large Swiss bank; development of a global supply chain management strategy for an FS technology firm.
4 Jahre und 6 Monate, Sep. 2009 - Feb. 2014
Research Assistant
University of Zurich
I was working on various research projects in the area of banking regulation, emerging market economics and macroeconomic modelling. Teaching various courses at Bachelor, Master and PhD level at different universities.
1 Monat, Juli 2012 - Juli 2012
Teaching Assistant
University of Salento
Teaching assistant at a PhD Summer School in the course "Programming in Matlab".
1 Monat, Juli 2011 - Juli 2011
Teaching Assistant
University of Salento
Teaching assistant at a PhD Summer School in the course "Programming in Matlab".
3 Jahre, Okt. 2006 - Sep. 2009
Teaching Assistant
University of Konstanz
Teaching assistant for various courses: Macroeconomics I (BA Level), Macroeconomics II (MA Level), International Economics (MA Level).
- Internship at Deloitte in Frankfurt in the Tax Advisory Service Line - Supporting various small projects in the area of Transfer Pricing - Creation of transfer pricing documentations - Data research and data analysis for transfer pricing studies
- Internship in corporate governance and organization at Commerzbank AG in Frankfurt - Post Merger Integration (PMI) of a bank branch network - Supporting the project management for the consolidation of the branch network - Supporting the development and implementation of a site masterplan - Preparation, coordination and documentation of stakeholder meetings
Ausbildung von Stefan Notz (FRM)
4 Jahre und 6 Monate, Sep. 2009 - Feb. 2014
Economics
University of Zurich
My major fields of study/ research during my PhD were international macroeconomics, international finance, advanced econometrics, time series econometrics, asset pricing, and banking economics.
3 Jahre und 6 Monate, März 2006 - Aug. 2009
Economics
University of Konstanz
My major fields of studies during my Master were international economics and international finance.
6 Monate, Okt. 2005 - März 2006
Economics
University of Sussex
I was an undergraduate visiting & exchange student taking various economics courses at the University of Sussex in the fields of statistics, econometrics, and monetary economics.
2 Jahre, Okt. 2003 - Sep. 2005
Economics
University of Konstanz
I successfully finished my Pre-Diploma studies, which was a prerequisite to continue with my Diploma/ Master studies.
Sprachen
Englisch
Fließend
Deutsch
Muttersprache