Peter Krafft

Experience

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  Aareal Bank

  Jan 2002 - Jun 2007

  Senior Manager - Risk Controlling

  -Conceptualized valuation methods, identified relevant risk parameters, tested and implemented new risk models - Managed a company-wide project to improve quality and developed new pricing models for interest rate derivatives and structured products- Designed and automated the market risk reporting process- Drafted methods for portfolio performance analysis and portfolio optimization- Produced and validated daily risk and P&L figures (including risk sensitivities, VaR and stress scenario impacts) for banking and trading books Show less

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  Sal. Oppenheim jr. & Cie S.C.A.

  Jul 2007 - Mar 2010

  Vice President (Abteilungsdirektor) - Risk Management

  - Assisted in the due diligence process of Sal. Oppenheim’s books and records with potential buyers and the subsequent sale of Sal Oppenheim to Deutsche Bank and the derivative business to Macquarie- Worked closely with Portfolio Managers in identifying non performing investments to be transferred to the Workout Portfolio- Developed pricing models for illiquid ABS, CMBS, RMBS and CDOs, including the mapping to corresponding IFRS categories and calculated their accounting value - Designed and prepared daily P&L and risk reports of the group-wide fund portfolio, participated in the due diligence of funds and hedge funds, presented results and analyses to Fund Management and Senior Management Show less

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  Macquarie Group

  Apr 2010 - Aug 2016

  - Final review responsibility for all returns submitted to an EMEA prudential regulator, among others, capital, liquidity, leverage, large exposures, balance sheet and P&L returns (CoRep, FSA returns, BoE returns, PRA branch return)- Responsibility for the calculation of all relevant regulatory measures e.g. credit, counterparty and market risk (incl. CVA), LCR, NSF(R) and leverage ratio- Implemented Basel III/CRD IV (CoRep) reporting for different UK entities - Managed onshore and offshore teams- Close interaction with Risk Management Group, Information Technology Group, Treasury and Front Office to service Macquarie's regulatory reporting requirements- Advising on the implications of new products, businesses and significant transactions.- Review of prudential policy developments and briefing Senior Management (e.g. on SA-CCR, FRTB, Basel Pillar III)- Responsibility for the annual Pillar III disclosure, provision of input to ICAAP and reviewed ILAA(P) and ICAAP Show less - Transferred the portfolio risk of the European Structured Derivative business to an external bank.- Responsible for calculating the financial and risk adjustments and for independently pricing the entire German structured derivatives portfolio- Ensured accurate, timely and consistent financial reporting for the European Structured Derivative business including presentation to Senior Management- Completed internal and external auditors reviews- Produced Financial Statements under German GAAP, IFRS and AASB - Functional and disciplinary responsibility for a headcount of four Show less

  • Senior Manager - Head of Regulatory Reporting EMEA

    Jan 2014 - Aug 2016

  • Senior Manager - Head of Product Control Germany

    Apr 2010 - Dec 2013
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  Mizuho International

  Sept 2016 - Nov 2018

  Director Finance - Head of Capital Adequacy

  - Capital optimisation and capital allocation to businesses- Regulatory change- Internal and external Reporting

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  Mizuho Securities Europe GmbH

  Dec 2018 - now

  Member Of The Management Board, Chief Financial Officer

  Finance, Treasury, HR, OPS and IT