Finance · Data Science · Python · Risk Analytics · AI-driven Financial Analysis
I have graduated with a M.Sc. Data Science in Business and Economics from the University of Tübingen in May 2026. I bring several years of experience combining credit risk management, risk reporting, portfolio analytics, and AI-driven data analysis.
My GitHub focuses on practical and academic data science projects in quantitative finance, ESG investing, financial risk analytics, revenue optimization, and financial data automation. I use Python, SAS, SQL, VBA, and modern analytics tools to turn financial and business data into reproducible analyses, decision-support models, and automation workflows.
- Building Python-based financial data pipelines and empirical finance analyses
- Working on AI-supported financial data analysis and reporting workflows
- Developing tools for risk analytics, yield-curve analysis, and financial reporting automation
- Exploring ESG momentum, asset pricing, business-cycle effects, and quantitative finance topics
| Project | Description | Main Tools |
|---|---|---|
| ESG Momentum and the Business Cycle | Master thesis project analyzing ESG momentum, European equity returns, panel regressions, GMM models, and macroeconomic return drivers. | Python, pandas, statsmodels, linearmodels, Refinitiv data |
| Machine Learning for Revenue Optimization via Strategic Couponing | Predictive modeling school project for voucher targeting and incremental revenue optimization using tree-based machine learning models. | Python, scikit-learn, Random Forest, AdaBoost, XGBoost |
| Interest Rates | Python tools to calculate and visualize German government bond and covered bond yield curves, term structures, bond prices, and yield spreads using Bundesbank Svensson parameters. | Python, pandas, matplotlib, Bundesbank API |
| Refinitiv Data Download | Scripts for downloading historical financial market data and index constituents through the Refinitiv API. | Python, Refinitiv API |
| Fama-French ESG and Momentum Model | Empirical asset pricing project extending the Fama-French factor model with ESG and momentum factors. | Python, Jupyter Notebook, financial econometrics |
Programming & Analytics Python · SAS · SQL · VBA · TypeScript · Excel · Power BI
Python/Data Science pandas · NumPy · scikit-learn · XGBoost · statsmodels · linearmodels · Jupyter Notebook · matplotlib
Finance & Risk IFRS 9 · credit risk analytics · expected credit loss · portfolio analytics · ESG investing · asset pricing · yield curves · financial econometrics
Business & Reporting Tools Microsoft Copilot · GitHub Copilot · OneStream · SAP Analytics Cloud
- Consultant and Working Student in Data Science/Analytics & AI at valantic Digital Finance
- Former Working Student in Risk Provisioning Calculation, Reporting & Portfolio Analytics at Mercedes-Benz Mobility
- Former Research and Teaching Assistant at the Department of Finance, University of Tübingen
- Former Intern and Working Student in Credit Risk Management & Analytics at Mercedes-Benz Bank
- Former Working Student in Gas Trading Data Analytics at EnBW Energie Baden-Württemberg
- M.Sc. Data Science in Business and Economics, University of Tübingen
- B.Sc. Economics and Business Administration, University of Tübingen
- GARP Financial Risk Manager (FRM) Part I — Passed
- SAS Certified Specialist: Base Programming Using SAS 9.4
I use this profile to document projects that combine finance, data science, and programming, especially. My repositories typically include analytical notebooks, data-processing scripts, and documentation for financial or business analytics use cases.
- LinkedIn: linkedin.com/in/maurice-schmetzer
- GitHub: github.com/mauriceschmetzer