Research
My research involves the development of new machine learning models and econometric methodologies for empirical finance, asset pricing, portfolio optimization and climate risk applications. More specifically, my research interests are:
- I focus on how to measure and hedge sustainability/climate risk;
- I present new machine learning methods for empirical asset pricing models based on big data;
- I develop multivariate GARCH models and shrinkage estimation techniques for large-dimensional covariance matrices, factor models, and portfolio optimization; and
- I apply the latest quantitative advances for asset management and systematic investing solutions.
External links to my research output can be found here:
Awards
- FAN Awards nominee (2025)
- Top 10 for 2024 (Financial Analysts Journal papers)
- Swiss Risk Award nominee (2020 and 2021)
- Semester Prize: Award for the top two to three master theses in the Faculty of Business, Economics and Informatics at UZH (2018)
- Summa Cum Laude for PhD UZH (2021)
- Summa Cum Laude for MSC ETH UZH (2017)
- Summa Cum Laude for BA UZH (2014)
Scholarships and Grants
- Innosuisse, 250’000 CHF project funding OLZ/HSLU (2023 – 2025)
- FAN, 25’000 CHF project funding, whereas 12’500 CHF from Hofstetter Stiftung (2021 – 2022)
- SNF Postdoc Fellowship of 112’000 CHF to visit Yale University
- UZH Candoc Scholarship, 58’000 CHF project funding (2020 – 2021)
- SNF Fellowship of 61’000 CHF to visit NYU Volatility and Risk Institute supervised by Prof. Robert F. Engle (2019 – 2020)
- Funded Participant in the 17th Winter School on Mathematical Finance (Amsterdam 2018)
Affiliations
 Senior Research Associate |   Lecturer |
 Research Fellow |  Head of Quantitative Research |
 Postdoctoral Researcher (2021-2023) |  Visiting Postdoc (2024-2025) |
.png/picture-200?_=19474f85f70) BA and MSc (various teaching and research positions) | .png/picture-200?_=19474f85b88) MSc in Quantitative Finance |
Scientific Network
 Prof. Michael Wolf (UZH), co-author and PhD supervisor | .png/picture-200?_=19474ae46b0) Olivier Ledoit, PhD (UZH), co-author |
 Prof. Markus Leippold (UZH), co-author and PhD supervisor | .png/picture-200?_=19474ae5268) Prof. Robert F. Engle (NYU), co-author and (visiting) PhD supervisor |
.png/picture-200?_=19474ae3ee0) Prof. Bryan Kelly (Yale), co-author and Postdoc supervisor |  Prof. Lasse H. Pedersen (CBS), visit and work in progress |