About Reto
Quantitative Developer mit über 10 Jahren Erfahrung in der Entwicklung produktionsreifer analytischer Systeme in der regulierten Finanzindustrie. Ich unterstütze Banken und Asset Manager beim Aufbau von Risikomodellen, automatisierten Reporting-Pipelines und datengetriebener Entscheidungstools.
Meine Kernkompetenz umfasst Python-basierte quantitative Modellierung, Data Engineering (Databricks, PySpark, AWS) und applied Machine Learning. Ich verfüge über praktische Erfahrung im Aufbau agentic AI-Systemen mit Multi-Model LLM-Architekturen, RAG Semantic Search und Tool-Calling Workflows.
Typische Projektarten:
- Quantitative Modellentwicklung und -validierung (Market Risk, Credit Risk, IFRS 9)
- Automatisierung von Risk Reporting und interaktive Dashboards
- Data Engineering Pipelines für Finanzdaten
- Applied AI: NLP Text Analysis, Sentiment Analysis, LLM-Integration
- Model Governance und regulatorische Compliance
Ich arbeite eigenständig und liefere produktionsreifen Code mit vollständiger Dokumentation. Standort Schweiz, verfügbar für Einsätze vor Ort im Raum Basel/Zürich oder Remote.
English
Fluent
French
Conversational
German
Native or bilingual
Can work on-site
Basel (up to 50km), Zürich (up to 10km), Bern (up to 10km)
Experience
- Ludux AGContractorBANKING AND INSURANCESeptember 2019 - Today (6 years and 9 months)• Developed and validated financial risk models for financial institutions• Designed and implemented data pipelines and analytics tools• Executed machine learning and deep learning projects
- Baloise GroupRisk SpecialistBANKING AND INSURANCEJanuary 2017 - August 2019 (2 years and 7 months)Basel, Switzerland• Developed Asset Liability Management analysis for pension funds to optimize asset allocation• Designed and built simulation models incorporating asset return modelling, actuarial calculations, and economic scenario generation• Developed the Expected Credit Loss (ECL/IFRS9) model for the bond portfolio, ensuring best practice and compliance.
- PostFinanceFinancial Risk ManagerBANKING AND INSURANCEApril 2014 - May 2016 (2 years and 1 month)Bern, Switzerland• Developed and implemented the replication model to measure interest rate risk for non-maturing deposits• Responsible for the interest rate sensitivity measurement, ensuring compliance with regulatory supervisory requirements and economic framework.
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Education
- DeepLearning.AI Data Engineering Specialization Certificate in Quantitative Finance (CQF) Deep Learning Specialization TensorFlow in Practice SpecializationDeepLearning.AI Data Engineering Specialization Certificate in Quantitative Finance (CQF) Deep Learning Specialization TensorFlow in Practice Specialization
- MScUniversität Basel2007MSc