Anca Vintila

• Provide training courses for customers (SAS Programming 1, SAS Programming 2, Querying and Reporting using SAS Enterprise Guide).

• ETL job development for loading the Private Individual data,

• Web reports development (for Cross Sell, Retention, Segmentation) –using OLAP cubes, Info Maps and SAS WRS.

• 2 Data Mining Models development (Cross Sell for Credit Cards and Churn Model)- using SAS Enterprise Miner

SAS Consultant for Retail Credit Risk Solution project providing SAS expertise for developing a common automated solution for the branches of the Bank, being part of the biggest SAS team in Austria.

The scope of the RCRS project was to implement an automated common solution for calculating several risk modules like RWA and CoRep, FinRep for the branches of the bank, a solution easily deployable and executable fast by the branches without manual work and following Basel 3 regulations. RCRS project was the most successful project of the bank and implemented in 11 countries.

Tasks:

• Developing ETL jobs in SAS Data Integration studio.

• Implementation of DQ reports and Common Reporting for head office and national regulators.

• Working within a SCRUM team following Agile methodologies.

• Data quality and gap analysis on the data from DHW of all network banks of RBI and proposing to local teams solutions for discovered issues.

• Deploying the solution to Raiffeisen Albania, Bosnia, Serbia, Ukraine, Romania and Russia.

• Close cooperation with the head office business on one side and with the local team in network banks one the other side.

Senior SAS Consultant providing SAS expertise for implementation of BCBS239 gaps by extending the existing data storage required for head office reporting and also implementing new business requirements for the Economic capital calculation.

Implementing a new automated module for benchmarking of RWA calculation and regulatory reporting for the branches calculating locally and not using the solution developed in head office and also implementing a new automated module for calculating the ECB Benchmarking reports.

The scope of the BCBS239 project was to automate the flows of the data and ensure the reconciliation.

Tasks:

• support for implementation of BCBS239 gaps

• extension of existing SAS data store required for head office reporting

• implementation of head office reporting data bridge for regulatory Retail Risk reporting (CoRep, FinRep) and necessary DQ, reconciliation reports

• support for Economic Capital(EC) calculation engine updates (e.g migration risk, new regulatory requirements)

• integration of Risk Parameter Repository and automated workflows for EC calculation

• support for Simulation environment of EC calculation created for testing ad-hoc regulatory requests

• implementation of ECB Benchmarking reports creation and automated regulatory checks

• technical documentation of above mentioned topics