I am an Investment Risk Analyst at Pictet Asset Management in Geneva, Switzerland. I am part of the Fixed Income Investment Risk team. Our mission is to enhance the decisions of investment teams by providing quantitative analyses. Previously I obtained a PhD in Economics, specifically in Financial Econometrics. I develop models for time series of realized (co)variances of financial assets. These models are useful in portfolio optimization, asset pricing, and quantitative risk management.
PhD in Economics (Dr. rer. pol.), 2017 - 2023
Heidelberg University, Alfred-Weber-Institut for Economics
Guest Student, 2017 - 2018
Mannheim University, Graduate School of Economics
MSc in Economics, 2016
University of Cologne
BSc in Business Administration, 2013
University of Cologne