Eleonora Salzmann
Bis 2021, Assistant Manager, Financial Services - Risk Banking, KPMG AG Wirtschaftsprüfungsgesellschaft
Abschluss: MSc., Lancaster University Management School
München, Deutschland
Werdegang
Berufserfahrung von Eleonora Salzmann
2 Jahre und 4 Monate, Apr. 2019 - Juli 2021
Assistant Manager, Financial Services - Risk Banking
KPMG AG WirtschaftsprüfungsgesellschaftEnterprise-Wide Stress Test - development and implementation: - Stress test scenarios design (including macroeconomic and idiosyncratic components). - ICAAP, capital planning, RWA calculation processes. - Development of a stress-testing tool. - Presentation of the results. IRRBB-Implementation Project: - Development of a toolset for the results driver analysis of IRRBB risk measures. - Methodological and technical detailed validation of IRRBB results at the portfolio / single transaction level.
11 Monate, Juni 2018 - Apr. 2019
Senior Consultant
Deloitte Germany
Financial & Capital Risk Management: - Stress Tests in accordance with EBA Stress Test-Guidelines 2016/2018 (NII, Operational risk); - Review of bank's trading algorithms in accordance with German Securities Trading Act (WpHG); - Artificial Intelligence & Machine Learning: participation in an internal innovation project.
11 Monate, Juli 2017 - Mai 2018
Consultant
Deloitte Germany
Financial & Capital Risk Management: - Stress Tests (dry run) in accordance with EBA Stress Test- Guidelines 2016/2018 (NII, Operational risk); - Derivative pricing (re-pricing) within the year-end audit of financial statement (CDS, Options, Swaptions, CCY Swaps, Commodity Forwards, etc.); - Development of a sensitivity based approach tool to model/assess capital requirements in accordance with standardised approach.
8 Monate, Juni 2016 - Jan. 2017
Consultant
Deloitte & Touche CIS
Financial & Capital Risk Management: - Modeling of market risks of a portfolio of a non-state pension fund, including FX and interest rate risk; - Development of credit risk and liquidity models for non-state pension fund; - Development of financial models @Risk (e.g. modelling of EBITDA-at-Risk); - Hedging of FX-Risk; - Assessment and modelling of open currency position of an international gold and metal mining company.
6 Monate, Dez. 2015 - Mai 2016
Business Analyst
Deloitte & Touche CIS
Financial & Capital Risk Management: - Development of market risk models and corresponding regulatory documents for non-state pension fund; - Capital requirements/ICAAP: development of internal policies and regulatory documents for non-credit financial Institution; - Assessment of a client's existing risk management capabilities based on Deloitte Risk Intelligence Maturity Model. A tool was developed and customized for the specifics of the client.
3 Monate, Juni 2014 - Aug. 2014
Summer Internship (Management consulting)
EVRAZ
- Major markets demand modeling & export-import flows analysis. Targeted market sector analysis (Rails & railway products). - Market competitive situation and customer requirements analysis. Division strategy development
1 Jahr und 2 Monate, Aug. 2012 - Sep. 2013
Marketing Consultant
Russian Valuation Service
- Analysed overall situation and trends on the targeted market sector (Oil & gas, mining). - Composed and maintained target profile and the industry's clients list. - Participated in negotiations including preparation of proposals and contracts.
1 Jahr und 2 Monate, Apr. 2011 - Mai 2012
Assistant Project Manager (Marketing research)
IPSOS
- Coordinated services and analytical activities with clients and company resources through effective teamwork and communications. - Created and maintained detailed project plans and proposals, scope documents, specifications (technical and functional), project schedules,change requests, comments workflow, risk assessment.
Ausbildung von Eleonora Salzmann
1 Jahr und 2 Monate, Okt. 2014 - Nov. 2015
Money, Banking and Finance
Lancaster University Management School
Relevant modules: Advanced investment management, International banking and risk management, Behavioural finance, Applied econometrics.
2 Jahre und 4 Monate, Sep. 2013 - Dez. 2015
Strategic Corporate Finance
National Research University – Higher School of Economics
Relevant modules: Advanced econometrics, Corporate risk management, Advanced corporate finance, Advanced corporate valuation, Financial modelling, Consolidated financial statement.
5 Jahre und 6 Monate, Jan. 2007 - Juni 2012
Sociology and Psychology of Management
The State University of Management
Relevant modules: Higher mathematics, Theory of probability and mathematical statistics, Models and methods of data analysis in sociological research, Social statistics, Research methodology in social and behavioural sciences.
Sprachen
Deutsch
Gut
Englisch
Fließend
Französisch
Grundlagen
Russisch
Muttersprache