Freelance Consultant and Educational Coach, May 2016 - present

mathcube.de Dr Radoslava Mirkov, data science - data analytics - statisticals, Berlin, Germany

Mentoring business leaders and managers understand and use data analytic tools on their own

Consulting of clients on topics like

  • Development of scoring models
  • ESG impact scoring
  • Design and implementtion a prediction of leavers based on classification with survival analysis including recommendations of the measures to keep employees, by the means of the machine learning method
  • Validation of models for credit and liquidity risk
  • Valuation of swaptions in the current market environment

Coaching and lecturing high school children in mathematics

Senior Data Scientist, July 2020 - December 2020

S-Rating-Risikosysteme GmbH, Berlin, Germany

Design and implementation of score calculation engine a part of a tool for automated validation of scoring models compliant with regulatory requirements

Data Scientist Quantitative Risk Modelling, January 2020 - Jun 2020

Lendico Deutschland GmbH, Berlin, Germany

Design, development, implementation and validation of challenger credit scoring models

Forecasting of online sales

Coaching junior colleagues in data science

Assessment of currently used scoring models regarding model risk and audit readiness

Data Scientist, May 2018 - December 2019

Prodigy AI GmbH, Berlin, Germany

Design, development, implementation and validation of real-time machine learning models used for credit scoring based on various classification methods

Conception and implementation of APIs to embed models in the existing system design

Monitoring model performance, as well as investigating the factors that influence the performance, such as cut off strategy, marginal PD, retention rate, LTV, IRR, etc. on the cross-roads of risk and marketing

Design, development and implementation of financial and customer reports giving the overview of performance on daily, and monthly as well as ad hoc basis, used in management and board meetings for decision making

Project management of all data science and BI/data analytics projects including management of external service providers

Collaboration with C-level management to provide relevant data and predictive tools to support strategic decision making

Coaching colleagues from other departments to improve their analytic skills

Business Data Analyst, May 2016 - May 2018

ICE International Copyright Enterprise Germany GmbH, Berlin, Germany

Statistical analysis and modelling of demand, internal workload and productivity to support the development of the new price book

Design, development, implementation and automation of internal and customer KPIs, dashboards and reports giving the overview of performance metrics on daily, weekly, monthly as well as ad hoc basis, used for work allocation, customer, management and board meetings

Investigation of factors that influence important internal KPIs, such as automation rate, synergy effect and productivity

Collaborate with executive management to understand business needs and provide relevant data to support strategic decision making

Present reporting design and results to customers

Data architecture design to enable implementation of a professional BI solution, selection and evaluation of BI tools

Coaching new colleagues, involvement in hiring process for BI/Data Analytics team

Consultant, January 2012 - April 2016

TriSolutions GmbH, Management Consulting, Hamburg, Germany

Modelling and forecasting customer behaviour of credit taker based on multivariate data mining techniques, customer segmentation based on unsupervised machine learning methods

Validation of financial models for market, liquidity and operational risk as well as rating models

Pricing of financial products and testing the development of an ALM system

Workshops Model Validation and Quantitative Methods in Market Risk Management, conception, presentation of selected topics and hosting the discussions

Lecturer, September 1999 - June 2009, April 2013 - April 2016

In German, English and Serbian

For detailed list of topics and subjects, see the section Teaching in the menu

Research Associate, October 2009 - December 2011

Humboldt Innovation GmbH and Humboldt-Universität zu Berlin, Department of Mathematics, Berlin, Germany

Working group of Prof. Dr. Werner Römisch, in project "ForNe - Research Cooperation Network Optimization", project lead Prof. Dr. Thorsten Koch, Technische Universität Berlin (http://www.zib.de/projects/forne-research-cooperation-network-optimization)

Development and implementation of algorithms for monitoring and forecasting gas loads as part of an online platform for capacity optimization of the largest gas network in Germany

Statistical data analysis and modelling by the means of nonlinear and semi-parametric methods for forecasting gas consumption at the design temperature, a special type of supervised machine learning methodology

Input parameters for scenario generation with an aim of optimization of gas networks

Presentation of results at workshops with the industrial partner and international conferences as well as in publications

First leadership experiences with students working on projects

Risk Analyst, March 2008 - September 2009

Bank Austria UniCredit Group, Market Risk Management and Risk Analysis, Vienna, Austria

Development and roll-out of Market Conformity Information System, an online (intranet) tool for market conformity control

Statistical analysis of market data and its impact on risk measurement and reporting

Research and Teaching Assistant, March 2004 - February 2008

University of Vienna, Faculty of Business, Economics and Statistics, Department of Statistics and Operations Research, Vienna, Austria

Under supervision of Prof. Dr. Georg Pflug

Dynamic stochastic programming including possible solution methods

Approximation of stochastic processes and error analysis

Statistical Data Analyst, October 2002 - February 2004

Joanneum Research GmbH, Department Statistical Data Analysis und Graz University of Technology, Department of Statistics, Graz, Austria

Under supervision of Prof. Dr. Herwig Friedl

Explorative data analysis for health studies

Statistical data analysis and forecasting based on generalized linear models for medical and environmental studies

Senior Data Scientist, July 2020 - December 2020

S-Rating-Risikosysteme GmbH, Berlin, Germany

Design and implementation of score calculation engine a part of a tool for automated validation of scoring models compliant with regulatory requirements

Data Scientist Quantitative Risk Modelling, January 2020 - Jun 2020

Lendico Deutschland GmbH, Berlin, Germany

Design, development, implementation and validation of challenger credit scoring models

Forecasting of online sales

Coaching junior colleagues in data science

Assessment of currently used scoring models regarding model risk and audit readiness

Data Scientist, May 2018 - December 2019

Prodigy AI GmbH, Berlin, Germany

Design, development, implementation and validation of real-time machine learning models used for credit scoring based on various classification methods

Conception and implementation of APIs to embed models in the existing system design

Monitoring model performance, as well as investigating the factors that influence the performance, such as cut off strategy, marginal PD, retention rate, LTV, IRR, etc. on the cross-roads of risk and marketing

Design, development and implementation of financial and customer reports giving the overview of performance on daily, and monthly as well as ad hoc basis, used in management and board meetings for decision making

Project management of all data science and BI/data analytics projects including management of external service providers

Collaboration with C-level management to provide relevant data and predictive tools to support strategic decision making

Coaching colleagues from other departments to improve their analytic skills

Business Data Analyst, May 2016 - May 2018

ICE International Copyright Enterprise Germany GmbH, Berlin, Germany

Statistical analysis and modelling of demand, internal workload and productivity to support the development of the new price book

Design, development, implementation and automation of internal and customer KPIs, dashboards and reports giving the overview of performance metrics on daily, weekly, monthly as well as ad hoc basis, used for work allocation, customer, management and board meetings

Investigation of factors that influence important internal KPIs, such as automation rate, synergy effect and productivity

Collaborate with executive management to understand business needs and provide relevant data to support strategic decision making

Present reporting design and results to customers

Data architecture design to enable implementation of a professional BI solution, selection and evaluation of BI tools

Coaching new colleagues, involvement in hiring process for BI/Data Analytics team

Self-Employed Part-Time Consultant and Educational Coach, May 2016 - present

mathcube Dr Radoslava Mirkov, education - data analytics - statistical modelling, Berlin, Germany

Valuation of swaptions in the current market environment

Validation of models for credit and liquidity risk

Prediction of leavers based on classification with survival analysis including recommendations of the measures to keep employees, by the means of the machine learning methods

Coaching and lecturing high school children in mathematics

Consultant, January 2012 - April 2016

TriSolutions GmbH, Management Consulting, Hamburg, Germany

Modelling and forecasting customer behaviour of credit taker based on multivariate data mining techniques, customer segmentation based on unsupervised machine learning methods

Validation of financial models for market, liquidity and operational risk as well as rating models

Pricing of financial products and testing the development of an ALM system

Workshops Model Validation and Quantitative Methods in Market Risk Management, conception, presentation of selected topics and hosting the discussions

Lecturer, September 1999 - June 2009, April 2013 - April 2016

In German, English and Serbian

For detailed list of topics and subjects, see the section Teaching in the menu

Research Associate, October 2009 - December 2011

Humboldt Innovation GmbH and Humboldt-Universität zu Berlin, Department of Mathematics, Berlin, Germany

Working group of Prof. Dr. Werner Römisch, in project "ForNe - Research Cooperation Network Optimization", project lead Prof. Dr. Thorsten Koch, Technische Universität Berlin (http://www.zib.de/projects/forne-research-cooperation-network-optimization)

Development and implementation of algorithms for monitoring and forecasting gas loads as part of an online platform for capacity optimization of the largest gas network in Germany

Statistical data analysis and modelling by the means of nonlinear and semi-parametric methods for forecasting gas consumption at the design temperature, a special type of supervised machine learning methodology

Input parameters for scenario generation with an aim of optimization of gas networks

Presentation of results at workshops with the industrial partner and international conferences as well as in publications

First leadership experiences with students working on projects

Risk Analyst, March 2008 - September 2009

Bank Austria UniCredit Group, Market Risk Management and Risk Analysis, Vienna, Austria

Development and roll-out of Market Conformity Information System, an online (intranet) tool for market conformity control

Statistical analysis of market data and its impact on risk measurement and reporting

Research and Teaching Assistant, March 2004 - February 2008

University of Vienna, Faculty of Business, Economics and Statistics, Department of Statistics and Operations Research, Vienna, Austria

Under supervision of Prof. Dr. Georg Pflug

Dynamic stochastic programming including possible solution methods

Approximation of stochastic processes and error analysis

Statistical Data Analyst, October 2002 - February 2004

Joanneum Research GmbH, Department Statistical Data Analysis und Graz University of Technology, Department of Statistics, Graz, Austria

Under supervision of Prof. Dr. Herwig Friedl

Explorative data analysis for health studies

Statistical data analysis and forecasting based on generalized linear models for medical and environmental studies