I researched and developed Commodity Price Forward Curves for power and natural gas using Python, with a CI/CD pipeline in Azure. I also contributed to the base code in Azure DevOps.

Participation in several project related to new technogies in electric power industry such as AMM - smart metering, switch from 60minutes to 15minutes granularity, flexibility optimization.

Cooperation on data warehouse expansion and development. Day-ahead power consumption and production predictions. Assesment and managing power imbalances.

I was responsible for developing automatic tools for calculating client ratings and exposure. I also created and set up KPI reports in PowerBI and SAP BO. In addition, I managed data requests from various teams and developed the data warehouse. To retrieve data, I used HTTP requests and various APIs, such as REST APIs and SOAP interfaces. I primarily used R, cURL, and MSSQL for this work. In addition, I mentored colleagues in SQL and reporting tools, and conducted ad hoc analyses.

I was responsible for developing a statistical rating model for small companies and entrepreneurs. This involved developing both the behavioral and application scorecards, as well as creating regulatory documentation for the model. After development, the model was approved for use by the Czech National Bank.

I collaborated on material model changes of PD (Probability of Default) and LGD (Loss Given Default) regulatory parameters for Risk Weighted Assets (RWA). The models were approved by both the Czech National Bank and the Financial Market Authority of Austria. As part of my responsibilities, I was responsible for calculating PD parameters for RWA in accordance with Basel III, as well as calculating loans risk rates. I also collaborated on the implementation of IFRS9 and credit impairment. In addition, I was involved in developing and maintaining the database for the Credit Risk unit, with reporting in Tableau. Finally, I was responsible for portfolio stress-testing for regulatory purposes."

Part-time job during studies. Ad-hoc analysis: age structure of a bank clients, analysis of cooperation with Czech post office. Work with datamarts in database - Teradata.