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Work Background
Allianz Global InvestorsQuantitative Software Developer
Sep. 2022Metropolregion München
AllianzSenior Data Scientist
Sep. 2020 - Aug. 2022Greater Munich Metropolitan AreaBuilt a small team of engineers and underwriting specialists around a new AI-driven commercial underwriting product.
UBSQuantitative Analyst - Director
Feb. 2020 - Sep. 2020London, England, United Kingdom
UBSAlgorithms and Analytics Quantitative Analyst
Nov. 2017 - Feb. 2020London, GroßbritannienAssociate Director in Cash Equities Electronic Trading team.
Achievements:
- Technical lead for global, award-winning, machine learning driven chatbot
- End-to-end machine learning models for algorithmic trading
- Market microstructure analyses on big datasets and automated client reports on Transaction Cost Analysis (TCA)
- Programming in Java, Python, q (kdb) and SQL
- Experience with continuous integration and agile software development
Omni Partners LLPQuantitative Software Engineer
Sep. 2016 - Nov. 2017London, GroßbritannienDeveloping signal generation and allocation algorithms in Java, Python and SQL.
Projects going into production:
- Integrating signals on different time lengths
- Design and implementation of allocation algorithm
- Implementation of CI using Jenkins and Java
- Strategy visualisation server using Bokeh
LendableIntern
Jul. 2016 - Aug. 2016London, GroßbritannienDeveloping fraud detection models
Ifo Institute – Leibniz Institute for Economic ResearchResearch intern
Aug. 2014 - Sep. 2014MunichLiterature review on causal relationship between fixed-term employment and mental health
Construction of new database of unemployment data in German counties with STATA
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