Geneva Area, Switzerland
Head of Quantitative Research
Financial Services
Education
University of Oxford 2004 — 2007
D.Phil, Mathematics, Numerical Analysis
Universität Siegen 2004 — 2007
BSc, Physics
Eidgenössische Technische Hochschule Zürich 2003 — 2004
Mathematics
Technische Universität Kaiserslautern 2000 — 2004
Diplom (equiv. to MSc), Applied Mathematics
Experience
A Swiss Wealth Manager February 2014 - Present
Oxford Asset Management 2012 - 2014
IMC Trading 2010 - 2011
Winton Capital Management 2007 - 2009
Skills
Bayesian statistics, Statistical Arbitrage, Numerical Analysis, Electronic Trading, Derivatives, High Frequency Trading, Hedge Funds, Cycling, Options, Optimization, Mathematical Modeling, Monte Carlo Simulation, Java, C++, Trading Strategies, Global Macro, Python, Stochastic Calculus, Data Mining, Quantitative Analytics, Volatility, Quantitative Investing, Mosek, Computational..., Fixed Income, Trading Systems, Managed Futures, Financial Engineering, LaTeX, Matlab, Statistical Modeling, R, Eating cake, FX Options, Applied Mathematics, Bloomberg, Econometrics, Time Series Analysis, Commodities, Machine Learning, Equity Derivatives, High Performance..., Market Risk, Algorithms, Proprietary Trading, Portfolio Optimization, Trading, Quantitative Finance, Alternative Investments, Financial Markets