Jannic Alexander Cutura

Jannic Alexander Cutura

Software ∪ Data Engineer

European Central Bank

Welcome

Welcome to my personal website! My name is Jannic Cutura. I am an economist turned data engineer turned software engineer and I currently 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, the Bank for International Settlements and the German Institue for Economic Research. I have a MSc & PhD in quantitative economics from Goethe university and serve as referee for the Journal of Financial Services Research and the Journal of Financial Stability.

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 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.

Interests
  • Hadoop Ecosystem & Spark
  • Data Science & Engineering
  • Python Applications
  • AWS & Cloud
  • Git & DevOps
  • Financial Stability & Regulation
Education
  • PhD Visiting Scholar, 2019

    Columbia Univeristy

  • PhD in Quantitative Economics, 2019

    Goethe Univeristy

  • MSc in Quantitiave Economics, 2017

    Goethe University

  • BSc in Economics, 2012

    Albert-Ludwigs-University

Publications

(2022). Incentive Effects from Write-down CoCo Bonds - An Empirical Analysis. In Journal of Financial Regulation.

Cite View Online SAFE WP Poster

(2020). Debt derisking. In Bank for International Settlements Working Paper Series, Reject and Resubmit at Management Science.

PDF Cite View Online

Experience

 
 
 
 
 
European Central Bank
Software Engineer
May 2019 – Present Frankfurt am Main, Germany

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.

 
 
 
 
 
International Monetary Fund
PhD Summer Intern
Jun 2019 – Sep 2019 Washington DC, USA

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.

 
 
 
 
 
Bank for International Settlements
PhD Research Intern
Dec 2016 – May 2017 Basel, Switzerland
Structuring and cleaning Thomson Reuters Lipper eMaxx database using R; Fuzzy matching of datasets using Python. Transferring data into a SQL database. Implementing regression analysis. Drafting a research paper to inform the policy debate on corporate bond funds risk-taking. Structuring and cleaning Thomson Reuters Lipper eMAXX database using R/Python for research project