About Me
Engineering Lead with a background in quant finance, statistics and economics. Managing frontend and backend teams in a high-paced environment and developing software in Python.
Professional Experience #
Engineering Lead (05/2024 – present) #
Data Q Company — Munich, Germany / Remote
- Established and led software development teams (recruiting, onboarding, mentoring, task planning and allocation, reviews, etc.)
- Coordinated external teams and staff (cloud migration, ML pipeline and model development)
- Designed a comprehensive data quality platform (data model, software architecture, code structure, dev tools, testing framework, ci, deployment, best practices and processes)
- Supported in-house SaaS solution migration from Azure to AWS and headed GitHub to GitLab migration
- Implemented features in Python and smaller parts in React
- Prioritized and structured tasks, coordinated with product management, and provided technical guidance to developers
Quantitative Developer & Data Engineer (05/2022 – 04/2024) #
2Xideas — Zurich, Switzerland / Remote
- Designed and developed a comprehensive backtest engine (multiple investment strategies, trading simulation, relevant performance metrics)
- Developed a centralized data repository with automatic daily updates and data quality checks
- Enhanced existing risk modelling and asset management products
- Conducted technical interviews, wrote job postings, and supported candidate selection
- Added and improved data source integrations via REST/FTP (S&P Capital IQ, MSCI, TradingEconomics)
- Refactored legacy code, increased test coverage, and updated dependencies (pandas, sqlalchemy, etc.)
Data Scientist (06/2020 – 04/2022) #
anacision — Karlsruhe, Germany / Remote
- Built a web app (Flask, Dash) and algorithm to optimize research and personnel planning for a pharmaceutical company
- Generated differentially private synthetic data using proprietary GANs (German federal government-sponsored)
- Implemented a custom XGBoost model using PySpark and Azure Databricks for predictive vehicle maintenance deployed in hundreds of workshops around the world
- Maintained and expanded a REST API for Smart Meter data management (Databricks, Azure, Flask)
- Worked on a Prediction-as-a-Service cloud solution (Azure Web App, Postgres, Redis, GitLab)
- Maintained internal project/time tracking platform (Django)
- Created project scaffolding tools and a corporate design package for consistent styling and deployment across multiple projects
- Administered GitLab and established best practices for data science workflows and software development
Business Consultant — Financial Artificial Intelligence (10/2018 – 03/2020) #
msg for banking — Munich, Germany
- Forecasted trading volume and prices of financial derivatives using financial, news, and social media data
- Back-tested and benchmarked financial models (multivariate time series analysis)
- Performed customer retention/churn analyses; customer segmentation; data quality analytics
- Project manager for a software development project with 14 team members
- Dealt with market risks, especially IRRBB, to meet regulatory requirements: stress tests for negative rates, model validation, model risk governance, liquidity risk assessment, and contributions to a risk appetite framework (SREP)
Further Experience #
Research and Teaching Assistant (12/2016 – 09/2018) #
Chair of Banking and Financial Control, Otto-Friedrich-University Bamberg — Bamberg, Germany
- Research in time series analysis and stochastic volatility models (GARCH, option pricing) on financial anomalies and exogenous shocks
- Organized and led lectures and exams; supervised 5 bachelor’s and 7 master’s theses
Conference Manager (10/2017 – 05/2018) #
Swiss Society for Financial Market Research (SGF) — Bamberg, Germany / Zurich, Switzerland
- Organized and conducted the SGF Conference 2018 in Zurich with 150+ guests and 300+ research contributions
- Administered 91 presentations across 7 conference rooms at SIX Swiss Exchange ConventionPoint
Education #
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Master of Science, Business Administration — Otto-Friedrich-University Bamberg (10/2014 – 09/2016), Grade: 1.4
- Specialization: Quantitative Finance, Banking, Option Pricing
- Thesis: “An Empirical Analysis of the DAX Index Options Market Using the GARCH Option Valuation Model of Heston & Nandi (2000)” (Grade: 1.0)
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Bachelor of Science, Economics — University of Konstanz (10/2010 – 07/2013), Grade: 2.1
- Specialization: International Financial Economics, Econometrics, Quantitative Economics
- Thesis: “Implications of the Sovereign Debt Crisis on Financial Stability in the Eurozone” (Grade: 1.7)
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