Dr. Benjamin Bösch CFA

Independent business consultant with focus on finance and building a link between functional know-how and IT competence.

Business analysis, Analysis of Data requirements of Risk/Finance/Treasury, Data modeling of financial products, Data interfaces.

Analyse cashflow patterns of financial market products (SFTs, Derivatives, Securities,..); Determine conditions and parameters to derive cashflows and liquidity information; Testing (HP-ALM)

Accounting and Reconciliation of finance and risk data of financial market products (equity and debt instruments, derivatives,...); Development of algorithms to allocate collateral (SAP BA, CVPM); Data extraction (SAP BA to SAP BW); Design of IT architecture in SAP BW for risk reporting and collateral reporting; Stream-Lead for "Collateral" and "Reconciliation"; Financial Reporting: Basel Pillar 3 Disclosures, BCBS 309 (Excel, BEx-Analyser, SAP BW); Risk Data Aggregation: BCBS 239 (SDL, Bank Analyzer);

Consultancy for banks and insurance companies: Financial reporting and regulatory requirements SAP solutions

Credit Risk - IRB-Approach and Standard-Approach for calculating capital adequacy and large exposure requirements: functional and technical specification; Sub-project lead for the large exposure reporting; Implementation in SAP-Bank Analyzer (CRA; CVPM) and SAP BW; Focus: derivatives, netting, collateral distribution, risk mitigation, risk concentration; Methodology: ABAP, ABAP Objects, Interface, Function Module, CVPM process

Competence Center "Risk & Compliance"; IT-Focus: SAP BA (CRA, CVPM); Business-Focus: Basel II / III, Stresstesting

Implementation of EBA Stresstest: Portfolio Projection on a three-year horizon, Simulation of Credit Risk and Net Intrest Income (Access, Excel, VBA); Determination of risk parameters (interest rates, spreads, PD, LGD,...); Automated completion of Excel-templates

Proof of Concept of internal rating based (IRB) approach for Basel II+III credit risk; Prototypical implementation in Credit Risk Analyzer (SAP Bank Analyzer); Identifying of IT and business challenges

Teaching: Mathematical & astrophysical courses; Research focus: Data analysis & computer simulations of galaxy data; 2 Publications in A&A (see Portfolio)

Passed all three levels of the CFA Program, and may be awarded the charter upon completion of the required work experience.

Astrophysics, Data Analysis, Simulation

Theoretical Physics

Analysis and Stochastics