Education | |
ESG Investing Certificate, CFA Institute | in progress |
Risk and Artificial Intelligence (RAI) Certificate, GARP | in progress |
Sustainability and Climate Risk (SCR) Certificate, GARP | 11/2023 |
PhD in Finance*, University of Zurich | 09/2017 - 07/2021 |
Visiting PhD Scholar, New York University (Prof. Robert Engle) | 08/2019 - 08/2020 |
MSc in Quantitative Finance*, ETH and University of Zurich | 09/2015 - 08/2017 |
BA in Management and Economics*, University of Zurich | 09/2011 - 07/2014 |
* with summa cum laude distinction | |
Academic Positions | |
Lecturer, University of Zurich | 01/2024 - current |
Senior Research Associate, University of Zurich | 02/2023 - current |
Research Fellow, NYU Stern Volatility and Risk Institute | 08/2019 - current |
Visiting Research Fellow, Copenhagen Business School (Prof. Lasse H. Pedersen) | 09/2024 - 02/2025 |
Postdoc, Yale University (Prof. Bryan Kelly) | 09/2021 - 01/2023 |
Research Associate and Teaching Assistant, Prof. Markus Leippold UZH | 09/2017 - 01/2023 |
Research Associate and Head Teaching Assistant, Prof. Michael Wolf UZH | 09/2017 - 07/2021 |
Research and Teaching Assistant, UZH | 09/2013 - 08/2017 |
Work Experience | |
Head of Quantitative Research, OLZ AG | 07/2023 - current |
Senior Quantitative Research Analyst, OLZ AG | 07/2021 - 06/2023 |
Data Scientist, Data2Conclusion | 10/2018 - 12/2020 |
Econometrician (Intern), KOF ETH Swiss Economic Institute | 06/2018 - 09/2018 |
Quantitative Analyst (Intern), UBS | 02/2015 - 07/2015 |
Insurance Broker, AXA Winterthur | 03/2012 - 05/2014 |
Intern, Zurich Insurance Group | 09/2010 - 02/2011 |
Awards / Grants | |
FAN Awards nominee | 2025 |
Innosuisse project funding (OLZ AG and HSLU) | 2023 - 2025 |
SNF Postdoc.Mobility (Yale University) | 2021 - 2022 |
FAN Fellowship / Hofstetter Stiftung | 2021 |
Nominee for Swiss Risk Award | 2020 and 2021 |
UZH Candoc Grant | 2020 - 2021 |
SNF Fellowship for NYU Stern Volatility Institute, Prof. Robert Engle | 2019 - 2020 |
Semester Prize: Award for one of the best Master Thesis | 2018 |
Research Interests
Sustainable Finance and Climate Risk, Empirical Finance, Financial Econometrics, Machine Learning for Asset Pricing, Asset and Risk Management
Lecturer
Quantitative Asset Management and Systematic Investing (MA), Advanced Investments: Asset Management (MA), Empirical Asset Pricing (PhD), Introductory Econometrics (BA), Statistics (BA), Advanced Statistics (MA), Financial Engineering (MA), and Executive Education Courses
Languages
German, Italian, English, French (beginner)
Coding
R, Matlab, Python
Publications