Learn Data Skills
Beta
Bernd Funovits

Bernd Funovits

Manager

Zanders

Technologies

My Portfolio Highlights

My New Track

Time Series

My New Course

Introduction to Python

My New Track

Time Series

Quantitative detective, solving mysteries and uncovering truths in data.

My Work

Take a look at my latest work.

course

Introduction to R

course

Introduction to Python

course

Intermediate Python

course

Introduction to R

DataCamp Course Completion

Take a look at all the courses I’ve completed on DataCamp.

Courses

Introduction to Python
Introduction to SQL
Introduction to R
Intermediate Python

My Work Experience

Where I've interned and worked during my career.

Zanders | Sep 2023 - Present

Manager

Projects: 1) Development of Strategic Balance Sheet Management Tool in Python (Shiny for Python dashboard) 2) Validation of credit portfolio models 3) Validation of several components within ICAAP 4) Modelling behavioral maturity of non-maturing deposits 5) Validation of IRRBB framework
Show More

UNIQA Insurance Group | Mar 2021 - Jun 2023

Senior quantitative risk manager

- Lead for remediation model changes in the Partial Internal Model (PIM) for market risk; including responsibility for reports and presentation to Financial Market Supervision in Austria (FMA) and the Austrian National Bank (OeNB). - Major model changes in (Credit-Metrics like) migration model as well as credit spread curve model - Several minor model changes related to portfolio composition - Successfully resolving remediation issues in PIM made Full Internal Model (FIM) application possible - Lead in development of UNIQA's R package for market risk modeling; including risk dashboard creation in Shiny and automatisation of monthly, quarterly, sensitivity and several other risk calculations and reports (comparison of Solvency Capital Requirements (SCR) and sensitivities) - Quarterly reporting and presentation to the Internal Model Committee (IMCO)

University of Helsinki | Jan 2017 - Dec 2020

Principal Investigator

Principal investigator of two projects funded by University of Helsinki and the Austrian National Bank on macroeconomic and financial modeling with multivariate time series (275kEUR + own position) Publications (single-authored or lead-author) in top journals in econometrics: - Funovits - “Identifiability and Estimation of Possibly Non-Fundamental SVARMA Models: The Normalised Canonical Wiener-Hopf Form Parametrisation”, Journal of Econometrics: Volume 241, Issue 2, 2024 - Funovits, Braumann - “Identifiability of Singular Structural VAR Systems” Journal of Time Series Analysis, Volume 42, Number 4, Nov 2020 - Funovits - “The full set of solutions of linear rational expectations models” Economics Letters, Volume 161, Dec 2017 - Anderson, Deistler, Felsenstein, Funovits, Koelbl, Zamani - “Multivariate AR Systems and Mixed Frequency Data: g-Identifiability and Estimation”, Econometric Theory, Volume 32, Number 4, Aug 2016

QuantiCo | Jan 2016 - Dec 2019

CEO

Projects: - Forecasting of aggregate electricity load demand of 10,000 industry customers for a large German utilities company using dynamic factor models. - Outlier detection to flag suspicious leasing contracts for a German automotive manufacturer. - Account balance prediction for customers of a large Austrian bank.

My Education

Take a look at my formal education

CFA Charter in FinanceCFA Institute | 2015
PhD in EconometricsUniversity of Vienna | 2015
Diplome de Grande Ecole in Financial mathematicsEcole Centrale Paris | 2010
Dipl.-Ing. in Mathematics and StatisticsVienna University of Technology | 2009

Powered by

  • Work
  • Courses
  • Experience
  • Education
  • Create Your Data Portfolio for Free