About Me

I am a Professor of Practice in Quantitative Finance and Systematic Investing at the University of Liechtenstein (UniLi) and Head of Systematic Strategies at Zürcher Kantonalbank (ZKB Asset Management / Swisscanto). In addition, I am affiliated with the Department of Economics at University of Zurich (UZH) and serve as a Lecturer in Empirical Finance at UZH's Department of Finance as well as at the Hochschule für Wirtschaft Zürich (HWZ). Previous roles include: Research Fellow at the New York University (NYU) Stern Volatility and Risk Institute, Postdoctoral Researcher at Yale University, and Visiting Researcher at Copenhagen Business School (CBS).

My research focuses on Financial Econometrics and Machine Learning, with applications in Empirical Asset Pricing, Portfolio Optimization, and Climate Risk. At NYU and Yale, collaborations with Nobel laureate Robert F. Engle and Bryan Kelly present real-time risk signals and international financial market data, including volatility, correlations, systemic, and climate risks. Work with Lasse Pedersen at CBS explores (market) concentration risk, while projects with Michael Wolf and Olivier Ledoit at UZH focus on large-dimensional risk estimation models for applied investment solutions.

I have (co-)authored ten publications in leading journals, including the Journal of Finance, Journal of Financial Econometrics, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Portfolio Management, and Financial Analysts Journal. Current working papers explore topics such as:

Quantitative asset management and systematic investing
Sustainability and climate risk (measurement and hedging)
Covariance matrix estimation for large-dimensional portfolio optimization and factor models
Machine learning methods for volatility and stock return prediction
Improved inference methods for financial factor models

These projects have often been developed with renowned co-authors, including Robert F. Engle, Bryan Kelly, Michael Wolf, Olivier Ledoit, and Markus Leippold.

My research efforts have been recognized through scholarships and grants (SNF, FAN), as well as the Engle Prize 2025 in Financial Econometrics, and further awards from organizations like the Swiss Risk Association and FAN.

As Head of Systematic Strategies at Swisscanto, managed by Zürcher Kantonalbank, I lead a team of portfolio managers and analysts overseeing multi-billion systematic equity strategies and FX overlay mandates. Our investment approach is strictly rule-based and grounded in quantitative research. We design and manage innovative investment solutions that integrate artificial intelligence, factor investing, risk optimization, and sustainability considerations. The goal is to translate data, technology, and academic insights into resilient portfolios with a clear investment logic and a strong focus on long-term value creation.

For more details about research, teaching, and professional activities, please explore the website or get in touch directly via the contact form.