Welcome to my personal website! My name is Jannic Cutura. I work as a software engineer at the European Central Bank’s Stress Test Accounts Reporting (STAR) system’s team. Before, I worked in financial stability and monetary policy as data analyst/engineer. I have also held previous appointments at the International Monetary Fund and the Bank for International Settlements and I have a MSc & PhD in quantitative economics from Goethe university. I work at the intersection of software and data engineering and my passion is to enable regulators & supervisors to use granular microdatasets to inform their decision making by provisioning high quality datasets and running analysis.
Download my resumé.
Disclaimer: The views expressed on this page are my own and do not represent the views of the ECB or the Eurosystem.
PhD Visiting Scholar, 2019
PhD in Quantitative Economics, 2019
MSc in Quantitiave Economics, 2017
BSc in Economics, 2012
This paper provides an overview of how to use “big data” for economic research. We document how to use the distributed techonology Spark to tackle standard problems such as data cleaning as well as micro-, macro- and panel econometric regressions.
I work as a software engineer on the Stress Test Account Reporting (STAR) system.
Before, I worked as a data engineer/analyst in the montary policy directorate and financial stability directorate: Disseminating the 4.5 TB European credit register using Oracle SQL. Setting up a distributed data infrastructure for the banking interconnectedness model in PySpark/Python running on the Cloudera Data Science Workbench. Writing unit tests for the scenario generation. Data dissemination prepared for senior management to inform policy decisions.
Compiling funding fragility measures using regulatory disclosure of money market mutual funds (MMF) using R to model USD funding gaps of international banks. Presenting results to the executive board and drafting the 2019 Global Financial Stability Report Analytical Chapter titled Banks dollar funding - a source of financial vulnerability
The internship led me to pursue a private project, called fundmapper, which is an open sourced AWS powered web-crawler to download, parse and clean money MMF portfolio to make them easily accessible to the research community.