Hermann Schwyn
AI/ML, Data Science, Analytics, Economics, SME in Risk & Marketing Modeling | Director, Retail Risk Model Oversight @ Citi
- Role
- Director, Retail Risk Model Oversight at Citi
- Location
- Miami-Fort Lauderdale, FL, US
- LinkedIn followers
- 500 followers
About Hermann Schwyn
20+ years of analytics, strategy, and modeling experience in the financial and hospitality industries in the USA and Latin AmericaMA in Economics, MS in Information Management and BS in Computer Engineering with expertise in:• Developing analytical and modeling business solutions. 20+ years of hands-on experience of applied statistical methods, predictive analytics (risk & marketing), forecasting, time series analysis, cohort analysis, customer segmentation, A/B Testing, data mining, and ML• End to end model management: design, development, implementation, validation, strategy, governance, tracking, and reporting• Creation and usage of key performance indicators (KPI) for dashboards, reporting, tracking, and measuring results• Experience in recruiting, developing, training and leading analytics and modeling teams located in diverse global locations• Highly proficient and experienced in SQL, SAS, SPSS, R, Python, full stack development (.NET, JavaScript, HTML/CSS); visualization tools (Tableau, Power BI)• Proficiency in Model Risk Management Policy & Procedures: FRB SR 11-7 and SR 15-18, and OCC Bulletin 2011-12
Experience
Director, Retail Risk Model Oversight
Mar 2024 — Present · Miami, FL, US
Review and validate the performance and functional usage of quantitative models and analytical methods used for retail risk management and regulatory reporting (CCAR. CECL, RST, and GSST)• Serve as subject matter expert (SME) in model development, usability, and application of risk models. Proactively work with model users/owners, model developers, and Model Risk Management to identify and mitigate model risks.• Develop tools to help in performance monitoring and validation of models
Education
University of Miami Herbert Business School
MA
The George Washington University
MS
Florida Institute of Technology
BS
Skills
- Vba
- Database Mining
- Customer Analytics
- Linear Regression
- Segmentation
- Business Analytics
- Oracle Sql
- Predictive Analytics
- Quantitative Analysis
- Database Marketing
- Cross Selling
- Mathematical Modeling
- Risk Analysis
- Javascript
- Analytics
- Data Mining
- Loss Forecasting
- Credit Risk
- Financial Modeling
- Sas
- Html
- Vb.net
- Risk Analytics
- Statistical Modeling
- Sql Server
- Time Series Analysis
- Logistic Regression
- Stress Testing
- Risk Management
- Predictive Modeling
- Credit Scoring
- Decision Trees
- Sas/Sql
- Sql
- Behavioral Targeting
- Logistics
- Risk Modeling
- Econometrics
- Data Warehousing
- Spss
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