Education

LL.M. in Banking & Financial Law

2020-2022

  • University of Liechtenstein

  • Title: Legal Contraints of Smart Contracts in the Context of Article 104 CRR II

Ph.D. in Business Economics

2014-2018

  • University of Liechtenstein

  • Title: Carry Trades and Currency Overlay – A novel Approach in Asset Management

M.Sc. in Quantitative Finance

2011-2013

  • University of Zurich / ETH Zurich

  • Title: Pricing of IPOs

B.Sc in Economics and Mathematics

2008-2011

  • University of Ulm

  • Title: Simulation of the Order Book via Algorithm and Cox Processes and Different Parametrisations of Portfolio Strategy

Work Experience

Market Risk Analyst

  • UBS Buiness Solutions AG, Zurich, Switzerland

  • since 2018

  • Tasks:

    • Identify, monitor and control the market risk of the liquidity portfolios

    • Developing Python prototypes for quantitative portfolio projects

    • Providing legal interpretation and impact analysis of Fundamental Review of the Trading Book

Visiting Researcher

  • Department of Accounting and Finance, University of Strathclyde, Glasgow, United Kingdom

  • since (October) 2021

  • Research Projects

Former Positions

Associated Researcher

  • Chair in Business Administration, Banking and Financial Management, University of Liechtenstein, Vaduz, Liechtenstein

  • 2019 - 2021

  • Research Projects

  • Master Courses:

    • Econometrics

Research Assistent and Lecturer

  • Chair in Business Administration, Banking and Financial Management, University of Liechtenstein, Vaduz, Liechtenstein

  • 2013 - 2018

  • Courses:

    • Executive courses:

      • 2015 - 2018: Programming in VBA

      • 2014 - 2016: Portfolio Management Game

    • Master and bachelor courses:

      • Since 2014: Portfoliomanagement & Financial Analysis; Supervision for seminar, bachelor and master theses

      • 2014 - 2016: Universal Banking Game

      • 2016 - 2018: Asset Allocation & Performance Analysis; Data Sourcing with Thomson Reuters; Programming in Finance with R

Internships

  • UBS Investment Bank

  • TowersWatson

Skills

Computer Skills

  • Python

  • Matlab

  • VBA

  • R

  • LaTeX

Databasis

  • ThomsonReuters Eikon

  • Bloomberg

Contact: jurijandrei.reichenecker [at] gmail.com