CV & Work

Work

Curriculum Vitae

Current Position

Since 2011

Credit Suisse, Senior Portfolio Manager (Director), Global Convertibles, Asset Management, Fixed Income, Zürich

 

Education

2006-2008

PhD in Finance (summa cum laude). Thesis: “Essays on Portfolio Theory and Computational Finance”. Supervisor: Prof. Dr. Heinz Zimmermann, WWZ, University of Basel

August 2007

Studienzentrum Gerzensee: Advanced course in Time Series
Econometrics (J.D. Hamilton)

2005

Master’s in Economics, University of Bern
Minor in Business Administration and Computer Sciences

2002-2003

University of Strathclyde, Glasgow

1999

Gymasium Bern-Kirchenfeld




Employment

2009-2011

Credit Suisse, Senior Portfolio Manager, ETF-based Solutions, Asset Management (Multi Asset Class Solutions), Zürich

2008-2009

Credit Suisse, Head of Quantitative Portfolio Engineering, Asset Management (Multi Asset Class Solutions), Zürich

2006 – 2008

Credit Suisse, Portfolio Analytics, Asset Management (Multi Asset Class Solutions), Zürich

2005

Consultant for Credit Suisse, Transaction Services & Solutions, Zürich

2004

Summer Internship, Credit Suisse, Transaction Services & Solutions, Zürich

2000-2002

Java Developer, SHS Engineering AG, Bern





Academic Employment

2005-2006

Teaching Assistant, Department of Finance, University of Basel,
chair: Prof. Heinz Zimmermann

2005

Junior Assistant, Department of Macroeconomics, University of Bern,
chair: Prof. Ernst Baltensperger

2004-2005

Junior Assistant, Department of Finance, University of Basel,
chair: Prof. Heinz Zimmermann

 

Awards and Promotions

2013

Promotion to Director (Credit Suisse)

2010

Promotion to Vice President (Credit Suisse)

2009

Faculty Prize 2009 for PhD thesis in Finance and Economics founded by Basler Kantonalbank, University of Basel

2005

Schmeller Fonds Preis for Master’s thesis founded by the Volkswirtschaftliche Gesellschaft des Kantons Bern

 

Teaching Experience

2005-2007

Part-time teaching assistant at the universities Bern and Basel (Finance Theory, Prof. Zimmermann)

2007

Swiss Finance Institute (former Swiss Banking School), Lecturer in the Executive Program 2007/2008, Topic: Asset Management; Robust Portfolio Optimization, Black-Litterman Model

 

Publications

 

Exchange Traded Funds und Anlagestrategien – Das ETF-Praxisbuch with Marcel Wagner, April 2012, Zurich: financialmedia AG, 422 pages. (link to amazon)

 

Convertible Bonds – Fundamentals, Asset Allocation, Solvency. March 2012, Credit Suisse, 60 pages. (German version: Wandelanleihen – Grundlagen, Anlageallokation, Solvency)

Applying Markowitz’s Critical Line Algorithm with Andras Niedermayer, 2010,Handbook of Portfolio Construction: Contemporary Applications of Markowitz Techniques, edited by John Guerard, London: Springer (contributions by Paul Samuelson, Robert Korajczyk, Eli Schwartz, John Mulvey, and others).



Conference Presentations

 

  • 40th Euro Working Group on Financial Modelling, Rotterdam (May 2007), “A Fast Mean Variance Optimizer and Its Application to Portfolio Resampling” (with Andras Niedermayer)
  • Spring Meeting of Young Economists’ in Hamburg (May 2007), “The Cross-Section of Positively Weighted Portfolios” (with Heinz Zimmermann)
  • Annual Meeting of the European Financial Management Association in Vienna (June 2007), “The Cross-Section of Positively Weighted Portfolios” (with Heinz Zimmermann)
  • 22nd European Conference on OR in Prague (July 2007), “A Fast Mean Variance Optimizer and Its Application to Portfolio Resampling” (with Andras Niedermayer)
  • 41st Euro Working Group on Financial Modelling in Lisbon (November 2007), “Portfolio Optimization under Parameter Uncertainty”
  • Midwest Finance Association Meeting in San Antonio, USA (March 2008), “Portfolio Optimization under Parameter Uncertainty”
  • Midwest Finance Association Meeting in Chicago, USA (March 2009), “A Fast Mean Variance Optimizer and Its Application to Portfolio Resampling” (with Andras Niedermayer)



IT Skills

 

  • Java, VBA, Matlab, Fortran, Python, Perl, Oracle Pl/Sql, MS Office