I am a PostDoc in the RiskLab at ETH Zürich. I investigate applications of reinforcement learning to actuarial topics.
During my PhD I focused on interest rate and mortality risks in pension systems. I explored how they affect decentralised risk-sharing mechanisms and developed efficient algorithms to quantify their impact.
Outside of the office, I love doing all kinds of sports. You will regularly find me playing football, volleyball or basketball. I can't get enough of skiing and hiking in the Swiss alps. In summer, I’m either kayaking on or cycling around Lake Geneva. And if the location allows, I’ll gladly follow up a conference with a surf camp.