Short CV: 

  • March 2008: Diploma in Mathematics (University of Bonn)
  • July 2008 - September 2011: PhD Student (Humboldt University and Quantitative Products Laboratory)
  • October 2011 - present: Associate Director, UBS

Major Research Interests: 

  • Utility Maximization Under Constraints
  • Asynchronous Markets
  • Convex Duality
  • Semimartingale BSDEs

Publications: