Experience

Axpo Solutions AG

• Switzerland
• 1 - 100 Employee

• Senior Quantitative Risk Analyst

  • Jan 2020 - Present

  Valuation and risk models for power products and their implementation.

• Quantitative Risk Analyst

  • Dec 2011 - Dec 2019

  Valuation models for power products (hourly price forward curves and implied volatility surfaces), implementation of these models in R, Monte Carlo VaR for power options and adhoc analysis for the management



Zurich Insurance

• Switzerland
• Insurance
• 700 & Above Employee

• Quantitative Research Assistant

  • Mar 2009 - Nov 2011

  Data analysis, econometric modelling (equity risk premia, trend earnings, macroeconomicmodels and backtesting investment strategies) and automatingthe workflow (part-time 40%) Data analysis, econometric modelling (equity risk premia, trend earnings, macroeconomicmodels and backtesting investment strategies) and automatingthe workflow (part-time 40%)



University of Zurich - Department of Banking and Finance

• Switzerland
• Research Services
• 1 - 100 Employee

• Research Assistant

  • Dec 2005 - Nov 2011

  Resarch and Teaching in the area of Financial EconomicsTeaching: Exercises to Advanced Financial Economics and Seminar of Hedge Funds Resarch and Teaching in the area of Financial EconomicsTeaching: Exercises to Advanced Financial Economics and Seminar of Hedge Funds