Systems and Applications

Linux, Windows, Python (Numpy, Scipy, Pandas, etc.), R, T-SQL, IBM Message Queue, Tensorflow, NoSQL, HPQC, HP ALM, LAMP Stack, Version Control (Git), Bloomberg DataLicense/Terminal, Blockchains, Data Security, Regular Expressions, VBA, MS Office, FinCAD

Experience

IFRS 9 (C&M, impairment, hedge accounting), risk modeling (expected loss, PD, LGD), test management, fair value calculation (derivatives, bonds and securities), structured finance, financial audit, internal controls, database design, object oriented programming, process implementation and documentation

Employment

1st of February 2011 – 31st of March 2017
Ernst & Young in Eschborn (Frankfurt/Main)
Consultant – Manager
Financial Services | Financial Accounting Advisory Services | Quant Team
www.ey.com

1st of June 2010 – 30th of June 2010
Max Planck Institute for the Science of Light in Erlangen
Scientific Staff
Interference Microscopy and Nano Optics Group
www.mpl.mpg.de/de/leuchs/forschung/inmik.html

Education

2005 – 2010
Friedrich-Alexander-University Erlangen/Nürnberg
Physics (Diploma)

Articles

https://medium.com/@jakob.rohrhirsch/implementing-retrieval-augmented-generation-rag-into-a-local-large-language-model-95395477de7d