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jobs
Lena
Lena Kleinfeldt
,
London, United Kingdom
Experience
Other titles
Skills
I'm offering
See CV
Markets
United Kingdom
Language
German
Good
English
Fluently
Ready for
Larger project
Ongoing relation / part-time
Available
My experience
2019 - ?
freelance
Consultant Vice President, Risk Management (Contract)
Santander Corporate & Investment Banking.
(29/03/2020)
Counterparty Credit Risk and Market Risk
• Risk framework and risk appetite: Managed the enhancement of the overall credit risk
frameworks with CCR relevant points. Enhanced CCR policies, procedures and desk notes.
Prepared CCR slides for credit risk appetite committee (CRO level).
• Risk portfolio monitoring: Project managed production of management information reporting
including metrics counterparty credit risk. Knowledge in PFE (SA-CCR apporach) for SFTs and derivatives. Developed and implemented concentration monitoring dashboards deviated from set
credit risk appetite re geographical, sectoral, collateral and risk factor split-up.
• Risk identification and assessment: Evaluated risk assessment of CCR function and defined
actions plan for score improvement.
• Stress testing: Project managed CCR stress testing exercise for PRA (Prepared project plan and presentation for stakeholders, performed meetings with relevant stakeholders, defined
deliverables, coordinated technical set-up of scenarios in stress testing tool).
Counterparty Credit Risk and Market Risk
• Risk framework and risk appetite: Managed the enhancement of the overall credit risk
frameworks with CCR relevant points. Enhanced CCR policies, procedures and desk notes.
Prepared CCR slides for credit risk appetite committee (CRO level).
• Risk portfolio monitoring: Project managed production of management information reporting
including metrics counterparty credit risk. Knowledge in PFE (SA-CCR apporach) for SFTs and derivatives. Developed and implemented concentration monitoring dashboards deviated from set
credit risk appetite re geographical, sectoral, collateral and risk factor split-up.
• Risk identification and assessment: Evaluated risk assessment of CCR function and defined
actions plan for score improvement.
• Stress testing: Project managed CCR stress testing exercise for PRA (Prepared project plan and presentation for stakeholders, performed meetings with relevant stakeholders, defined
deliverables, coordinated technical set-up of scenarios in stress testing tool).
Risk Management, Management, Monitoring, Cro, Testing, Assessment, Production, Market Risk, Framework, UP, President
2018 - 2019
freelance
Consultant Vice President, Risk Management (Contract)
Barclays Investment Bank.
Credit Risk and Market Risk - Asset quality review
• Credit valuation adjustment asset quality review: Led work stream as a project manager for
CVA challenger model run for the new European entity. Developed roadmap. Defined
requirements according to ECB AQR Manual. Supervised budget. Led work for data preparation and generation for CVA, IMM (Internal Model Method) and Standard Approach. Coordinated CVA
Challenger dry run. Summarised findings, defined remediation actions and implementation steps.
• Stress testing preparation (ECB): Project managed delivery of market risk relevant content for
ECB stress testing exercise.
Credit Risk and Market Risk - Brexit transformation
• Risk limit migration: Managed migration of counterparty credit risk limits for securities financing
transactions including repurchase agreements, securities lending activities, and sell/buy-back
transactions (as principal and as agent) to the new Barclays entity (in total ~8000 credit risk limits).
Developed action plan based on identified critical points.
• Target operating model: Designed target operating model for trading in issuer risk for Barclays'
European entity. Coordinated and interacted across trading floor, credit risk and market risk.
Developed dual sanctioning mechanism. Amended issuer risk standards and policies.
• Risk governance: Analysed impact of limit transfers to European entity in accordance with the bank's maximum exposure governance methodology. Identified reasons and solutions for potential
internal maximum exposure governance breaches and socialised with stakeholders from market
risk and portfolio management.
• Risk metrics Brexit monitoring: Project managed across Treasury, Market Risk, Product Control
and Finance the population and submission of risk metrics population for liquidity risk, market risk
and derivates requested for monitoring purposes as part of the financial stability assessment of the regulator.
• Treasury: Managed the set-up of limits across various products at the European entity for
treasury. Coordinated and agreed on limits across various stakeholders from trading, credit risk
management and IT.
• Credit valuation adjustment asset quality review: Led work stream as a project manager for
CVA challenger model run for the new European entity. Developed roadmap. Defined
requirements according to ECB AQR Manual. Supervised budget. Led work for data preparation and generation for CVA, IMM (Internal Model Method) and Standard Approach. Coordinated CVA
Challenger dry run. Summarised findings, defined remediation actions and implementation steps.
• Stress testing preparation (ECB): Project managed delivery of market risk relevant content for
ECB stress testing exercise.
Credit Risk and Market Risk - Brexit transformation
• Risk limit migration: Managed migration of counterparty credit risk limits for securities financing
transactions including repurchase agreements, securities lending activities, and sell/buy-back
transactions (as principal and as agent) to the new Barclays entity (in total ~8000 credit risk limits).
Developed action plan based on identified critical points.
• Target operating model: Designed target operating model for trading in issuer risk for Barclays'
European entity. Coordinated and interacted across trading floor, credit risk and market risk.
Developed dual sanctioning mechanism. Amended issuer risk standards and policies.
• Risk governance: Analysed impact of limit transfers to European entity in accordance with the bank's maximum exposure governance methodology. Identified reasons and solutions for potential
internal maximum exposure governance breaches and socialised with stakeholders from market
risk and portfolio management.
• Risk metrics Brexit monitoring: Project managed across Treasury, Market Risk, Product Control
and Finance the population and submission of risk metrics population for liquidity risk, market risk
and derivates requested for monitoring purposes as part of the financial stability assessment of the regulator.
• Treasury: Managed the set-up of limits across various products at the European entity for
treasury. Coordinated and agreed on limits across various stakeholders from trading, credit risk
management and IT.
Monitoring, President, UP, Agent, LED, Manager, Treasury, Market Risk, Assessment, Testing, Project Manager, Transformation, Implementation, It, Content, Finance, Management, Risk Management, Budget
2016 - 2018
freelance
Consultant Manager, Risk Management and Compliance, Banking
Ernst & Young.
IFRS 9: Managed work stream for exception handling. Defined business requirements in workshops with relevant stakeholders across risk, finance, IT and credit. Reviewed functional implementation
documents. Worked with SAS.
Treasury: Analysed stakeholder's business requirements and designed target operating model for an integrated asset and liability risk management architecture. Conducted workshops and interviews
to assess current state. Performed gap analysis. Worked on request for proposal and vendor
selection.
Target operating model: Developed target operating model for enterprise project management
office. Conducted workshops to assess current state. Performed gap analysis, developed the action
plan and strategic implementation roadmap.
Client presentations, business and people development: Worked on professional development
activities including recruitment, training, coaching. Lead client proposal bids and thought leadership
activities in alternative digital credit risk scorings, stress testing, BCBS 239, global IBOR initiatives.
documents. Worked with SAS.
Treasury: Analysed stakeholder's business requirements and designed target operating model for an integrated asset and liability risk management architecture. Conducted workshops and interviews
to assess current state. Performed gap analysis. Worked on request for proposal and vendor
selection.
Target operating model: Developed target operating model for enterprise project management
office. Conducted workshops to assess current state. Performed gap analysis, developed the action
plan and strategic implementation roadmap.
Client presentations, business and people development: Worked on professional development
activities including recruitment, training, coaching. Lead client proposal bids and thought leadership
activities in alternative digital credit risk scorings, stress testing, BCBS 239, global IBOR initiatives.
Architecture, Manager, Treasury, Enterprise, Office, Testing, Development, Implementation, It, Workshops, Recruitment, Project Management, Banking, Compliance, Finance, Management, SAS, Leadership, Risk Management, Training, Coaching
2011 - 2013
job
Rating Associate Analyst, Financial Institutions
Moody's Investors Service.
Credit rating: Performed day-to-day credit analysis related to ratings and credit research. Performed
balance sheet, profit & loss account, financial ratio analysis and adjustments. Prepared rating
committee meetings and offered analysis and opinion where appropriate to determine standalone and support rating levels.
Financial modelling and stress testing: Assisted with models and financial projections, identifying
trends in data, and applying analytical skills and judgment to form credit conclusions. Performed
stress testing on balance sheet and profit & loss account.
Portfolio reviews: Performed analytical tasks related to portfolio reviews and other credit projects
(e.g. liquidity scrubs). Monitored credit quality and issuer and/or portfolio trends by following market
developments, analysing issuer reporting, and engaging with issuers directly for follow-up
clarification.
balance sheet, profit & loss account, financial ratio analysis and adjustments. Prepared rating
committee meetings and offered analysis and opinion where appropriate to determine standalone and support rating levels.
Financial modelling and stress testing: Assisted with models and financial projections, identifying
trends in data, and applying analytical skills and judgment to form credit conclusions. Performed
stress testing on balance sheet and profit & loss account.
Portfolio reviews: Performed analytical tasks related to portfolio reviews and other credit projects
(e.g. liquidity scrubs). Monitored credit quality and issuer and/or portfolio trends by following market
developments, analysing issuer reporting, and engaging with issuers directly for follow-up
clarification.
Research, Support, Analyst, Testing, UP
2002 - 2004
job
Private Banker Wealth Management
Berenberg Bank.
Private Banking / Client Relationships: Maintained and further build a portfolio of UHNWI private
clients. Performed client due diligence. Prepared and attended client meetings, portfolio reviews and monthly reporting.
German apprenticeship (dual vocational training) at bank for ultra high-net-worth individuals.
Departments: Private banking, capital markets (research, sales, trading), private equity, corporate
banking, asset management and corporate finance. Degree 'Bankkauffrau': Very good.
clients. Performed client due diligence. Prepared and attended client meetings, portfolio reviews and monthly reporting.
German apprenticeship (dual vocational training) at bank for ultra high-net-worth individuals.
Departments: Private banking, capital markets (research, sales, trading), private equity, corporate
banking, asset management and corporate finance. Degree 'Bankkauffrau': Very good.
Research, Training, Due Diligence, Asset Management, Management, Finance, Sales, Banking, Net
My education
2004
-
2009
Ingolstadt School of Management
Masters, Banking and Finance
Masters, Banking and Finance
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