RESUME

A full CV in pdf format is available here.

EDUCATION

PhD Candidate Economics (2007 to present)
* Tinbergen Institute and VU University Amsterdam
* Focus on Credit Risk and State Space Methods
* Doctoral supervision by Prof. dr. Andre Lucas (VU) and Prof. dr. Siem Jan Koopman (VU)

Visiting PhD student to the University of Chicago Booth (Oct - Nov 2009)
* Work on an observation-driven econometric model which allows the estimation and forecasting of
intertwined credit and recovery risk conditions, with Prof. dr. Drew Creal (UC)

M.Phil Economics (2005 to 2007)
* Tinbergen Institute Amsterdam, The Netherlands
* Concentration in Econometrics (major), and Finance (minor)
* Graduated Cum Laude, Grade average: 8.7 of 10
Thesis title: Common Factors for Frailty-correlated Default.

M.A. Economics (2003 to 2005)
* Clark University, Worcester, MA, USA, supported by the Fulbright Commission Berlin
* Focus on Applied Econometrics and Open Economy Macroeconomics
* Graduated with 4.11 Grade Point Average, highest grade in the year

B.A. Business Administration (1998 to 2001)
* Baden Wurttemberg Cooperative State University (Berufsakademie), Mannheim, Germany
* Concurrently Traineeship at Deutsche Bank AG, Mannheim and Frankfurt am Main.
* Graduated with First Class Honours, Grade 1.4 on a scale from 1 (highest) to 5 (lowest)

RESEARCH INTERESTS

* Financial Econometrics, Time Series Analysis, State Space Methods, Bayesian Econometrics
* Credit Risk Modeling, Banking and Finance, Financial Supervision
* Derivatives Valuation, Interest Rate Derivatives, Credit Derivatives

TEACHING EXPERIENCE AND OBLIGATIONS

Student's teaching evaluations are in square [.] brackets where available.
Scale is from 1 (poor) to 5 (excellent).

Teaching Assistant at Tinbergen Institute (2009)
* Derivatives, 1st year MPhil in Finance, core course, [4.5]

Teaching Assistant at Duisenberg School of Finance (2009)
* Derivatives, 1st year M.Sc. Risk Management

Teaching Assistant at VU University Amsterdam (2008)
* Finance and Financial Arithmetic, 1st year B.A. International Business Administration

Teaching Assistant at Tinbergen Institute (2007)
* Econometrics II, 1st year MPhil Economics, core course, [4.4]

Teaching Assistant at Tinbergen Institute (2006)
* Macroeconomics I, 1st year MPhil Economics, core course, [3.7]

Teaching Assistant at Clark University, Worcester, MA/USA (2004/05)
* Introductory Economics (Econ 10), 1st year students, Spring and Fall semester

FORMER WORK EXPERIENCE IN FINANCIAL SECTOR

COMMERZBANK AG, FRANKFURT/MAIN, GERMANY, ECONOMICS DEPARTMENT (2002)
* Worked with econometricians on exchange rate dynamics and initial asset allocation of a commodity fund.

DEUTSCHE BANK AG, LUXEMBOURG, AND UNIVERSITY OF TRIER DEPT OF FINANCE, GERMANY (2002)
* One year research project, helped developing a simulation-based valuation tool for FNMA Mortgage-backed Securities.

HSBC BANK MALTA, PLC, ST. ANDREWS AND VALETTA, MALTA (2000)
* Worked for the International Trade Finance Department, also HSBC Treasury and HSBC Group Accounting.

DEUTSCHE BANK AG MANNHEIM AND FRANKFURT, GERMANY, APPRENTICESHIP (1998-2001)
* Worked for two Deutsche Bank AG Retail Branches, Private Wealth Management, Private and Business Clients,
Corporate Clients and Real Estate, Interest Rate Risk and Currency Management, and Equity Futures Trading.

LANGUAGES

German (mother tongue), English (excellent), Dutch (advanced), Spanish (beginner), French (beginner)