About

POSITIONS:

International Monetary Fund, since 2017

Financial Counsellor and Director of the Monetary and Capital Markets Department

    • Leadership of IMF’s work on financial sector surveillance, monetary and macroprudential policies, financial regulation, debt management, and bank restructuring

    • Management of the capacity building activities in IMF member countries related to the supervision and regulation of financial systems, central banks, monetary and exchange rate regimes, and sovereign debt


Federal Reserve Bank of New York, 2003-2016

Associate Director of Research (2015-16), Head of Capital Markets Research (2012-15)

    • Senior Vice President (2013-16), Vice President (2010-13), Assistant Vice President (2009-10), Research Officer (2008-09), Senior Economist (2006-08), Economist (2003-06)

    • Policy work on monetary policy, financial stability, crisis management, supervision, monetary operations

    • Research on monetary policy, financial stability, asset valuations, regulation


Centre for European Policy Studies, 1995-96

Research Analyst

    • Policy advice on monetary policy and trade

EDUCATION:

Massachusetts Institute of Technology, PhD Economics, 2003

London School of Economics, MSc Econometrics and Mathematical Economics, 1998

Goethe University of Frankfurt, Diplom Economics, 1995

Dauphine University of Paris, Deug 1993, License 1994, Maîtrise Applied Economics,1995

Humboldtschule Bad Homburg, Abitur Mathematics and Literature, 1991


TEACHING:

New York University, Stern School of Business, 2013, 2014, 2015

    • Adjunct Professor, Monetary Policy, Central Banks, and Banks, MBA

Princeton University, Bendheim Center for Finance, 2006, 2011

    • Visiting Lecturer, Portfolio Theory, Masters in Finance

Seoul National University, Graduate School of Business, 2007

    • Visiting Professor, Investments, Global MBA

Massachusetts Institute of Technology, 2000 - 2003

    • Teaching Assistant, Macroeconomics, Ph.D. and undergraduate, 14.462, 14.05, 14.02

AWARDS AND FELLOWSHIPS:

Best Paper Award, Financial Management, 2019

American Finance Association’s Distinguished Amundi Smith Breeden Best Paper Prize, 2016

Best Referee Award, Review of Asset Pricing Studies, 2015

President’s Award for Excellence of the Federal Reserve Bank of New York, 2013

Research Fellow of the Institute for Monetary and Financial Stability, Goethe University, 2012

Research Fellow of the Centre for Economic Policy Research (CEPR), since 2011

Research Affiliate of the Volatility Institute (NYU), 2008

Institute for Quantitative Investment Research Award, 2007 – 2008

WFA/CRA International Award for the Best Paper in Corporate Finance, 2007

President’s Award for Excellence of the Federal Reserve Bank of New York, 2005

Robert Solow Foundation Graduate Fellow, Massachusetts Institute of Technology, 1998 - 2000

Fellow of the German Foreign Academic Exchange Service, 1997 - 1998

Chevening Fellow of the British Foreign and Commonwealth Office, 1996 - 1997

Fellow of the Franco-German College of Higher Education, 1994 - 1995

EDITORIAL BOARDS:

Annual Review of Financial Economics, since 2012

International Journal of Central Banking, since 2016

FOUNDING MEMBERSHIPS:

Foundation for the Advancement of Research in Financial Economics (FARFE)

Society for Financial Econometrics (SoFiE)


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