Roman Wulf

Roman Wulf currently serves as a Risk Analyst at Rentenbank, where he plays a pivotal role in the institution’s comprehensive risk management framework. His responsibilities encompass the identification, measurement, and reporting of various risk types, including market, credit, counterparty, and liquidity risks. Roman’s expertise is instrumental in ensuring Rentenbank’s adherence to regulatory requirements such as MaRisk, CRR, CRD/IV, and KWG, which are critical for maintaining financial stability and compliance within the banking sector.

In his current role, Roman is deeply involved in key projects that enhance the bank’s risk control capabilities. He has led the implementation of zeb.Control, a sophisticated risk management platform, streamlining risk reporting processes and improving data accuracy. Additionally, Roman is actively developing and optimizing the SAP Data Warehouse (DWH), facilitating efficient data integration and enabling advanced analytics for risk assessment. His work on ICAAP (Internal Capital Adequacy Assessment Process), ECB stress testing, and IRRBB (Interest Rate Risk in the Banking Book) stress testing underscores his expertise in regulatory capital planning and scenario analysis.

Roman’s technical skills, including VBA, SQL Server Management Studio, and advanced Excel functionalities, support his efforts in automating risk reporting workflows and enhancing data management practices. His proficiency in derivative valuations, market data management, and recovery planning further complements his comprehensive understanding of financial risk. With a keen focus on IT developments and automation, Roman Wulf continues to strengthen Rentenbank’s risk control infrastructure, ensuring robust risk mitigation and regulatory compliance in a dynamic financial environment.