Current and past academic positions
- 2023- now: Postdoctoral researcher at the Research Center for Statistics of the University of Geneva
- 2019-2023: Research associate at the Chair of Mathematical Finance at Technical University Munich
Research stays
- 05/2022 – 06/2022: CREST-ENSAE Paris as FMJH scholar; invited by Prof. Jean-David Fermanian
Education
- Dr. rer. nat. in Mathematics, Technical University Munich, with distinction, 2023, supervisor Prof. Dr. Matthias Scherer
- M. Sc. in Financial Mathematics and Actuarial Sciences, Technical University Munich, with distinction, 2019
- B. Sc. in Business Mathematics, Ludwig Maximilians University Munich, 2017
Industry experience
- 2019-2023: WWK Versicherungen
- Simulation based analysis of CPPI product to assess its associated liquidity risk; developed a tool to assess impact of investments into certain asset classes on Solvency capital requirement; extensions and analyses of the internal Solvency model
