Experience

QIO - Quantitative Investment Office

• Switzerland
• Financial Services
• 1 - 100 Employee

• CEO and Partner at QIO

  • Jul 2020 - Present



Credit Suisse

• Switzerland
• Banking
• 700 & Above Employee

• Head Quantitative and Technical Analysis - Investment Strategy at Credit Suisse - Managing Director

  • Dec 2016 - May 2020

  • Acting as member of the Credit Suisse Global Investment Committee (IC) and delivering fortnightly input (Quant forecasts, Technical Momentum Analysis, Risk/Flow and Fair-Value signals) with excellent performance track record.• Developing Credit Suisse’s annual Capital Market Assumptions (CMAs), long-term forecasts of returns, volatilities and correlations for all major asset classes used across Credit Suisse.• Leading the annual Strategic Asset Allocation (SAA) review and proposal to the Credit Suisse IC, serving as benchmark for discretionary/advisory mandates and digital offerings of the bank.• Developing and implementing macro-based strategies using proprietary fair value models for FX, equity and rates.• Macroeconomic scenario forecasting for Credit Suisse Group Finance and Group Treasury, including recession probabilities and early warnings signal models.

• Head Quantitative Analysis - Investment Strategy

  • Aug 2013 - Dec 2016

• Head Global Rates Research Private Banking

  • Apr 2005 - Aug 2013