You can download my CV here: CV, Links: SSRN, LinkedIn
My passion is financial markets. I obtained my PhD in Finance from the Swiss Finance Institute and the University of Zurich and recently joined LGT Capital Partners in Switzerland on a position of quant/asset allocation analyst. My research with LGT spans topics in asset allocation, illiquidity of private equity and technical trading indicators. In the past, I’ve visited the Economics department at the Simon Fraser University in Vancouver. My main interest is Market microstructure of financial markets and in particular high-frequency trading, its impact on the markets and its regulation. With my friends and colleagues we also study networks of stock exchanges, relations between public and private markets, bursts in quotes and trades data, and informal economies.