2020-2022
University of Liechtenstein
Title: Legal Contraints of Smart Contracts in the Context of Article 104 CRR II
2014-2018
University of Liechtenstein
Title: Carry Trades and Currency Overlay – A novel Approach in Asset Management
2011-2013
University of Zurich / ETH Zurich
Title: Pricing of IPOs
2008-2011
University of Ulm
Title: Simulation of the Order Book via Algorithm and Cox Processes and Different Parametrisations of Portfolio Strategy
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
Department of Accounting and Finance, University of Strathclyde, Glasgow, United Kingdom
since (October) 2021
Research Projects
Chair in Business Administration, Banking and Financial Management, University of Liechtenstein, Vaduz, Liechtenstein
2019 - 2021
Research Projects
Master Courses:
Econometrics
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
UBS Investment Bank
TowersWatson
Python
Matlab
VBA
R
LaTeX
ThomsonReuters Eikon
Bloomberg