Experience

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  Richfox Capital

  • Zürich, Switzerland

  • Head of Quantitative R&D

    • Apr 2016 - Present
    • Zürich, Switzerland

    Richfox Capital is a quantitative hedge fund and alternative investments-oriented fund manager in Switzerland and the Netherlands.I am a member of the executive management and I am highly involved in and responsible for statistical models used at Richfox as well as their development and testing frameworks. Furthermore, I work on and manage (quantitative) development projects.

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  UBS

  • Zürich, Switzerland

  • Statistical Risk Aggregation and Stress Methodology

    • Sep 2015 - Mar 2016
    • Zürich, Switzerland

    Co‐developed a mathematical model for operational losses in a stressed macroeconomic environment for the bank’s first‐ever submission for the Comprehensive Capital Analysis and Review (CCAR). The methodology was also leveraged for the UBS group stress model that is used for group‐wide business planning. Worked on ad hoc development tasks related to group capital models for interest rate and counterparty credit risk.

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  ETH Zurich

  • Zürich, Switzerland

  • Research Assistant

    • Nov 2014 - Apr 2015
    • Zürich, Switzerland

    Reviewed theoretical papers on economic policy, risk management, banking regulation, and other topics with basis in game theory, graph theory, and stochastic analysis prior to their submission for publication.

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  Petrus Advisers

  • London, UK and Bratislava, Slovakia

  • Analyst

    • Jul 2014 - Aug 2014
    • London, UK and Bratislava, Slovakia

    Researched and analyzed new investment ideas, did cash management, and prepared investments reporting with the fund administrator and auditors.

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  Slovenska sporitelna, Erste Group

  • Bratislava, Slovakia

  • Market Risk Management Intern

    • Aug 2012 - Sep 2012
    • Bratislava, Slovakia

    Conducted pricing of vanilla instruments (mostly bonds). Responsible for market data processing for trading book valuation and VaR calculation.