I am a PhD candidate in Statistics at the London School of Economics, advised by Kostas Kalogeropoulos and Pauline Barrieu, and funded by the ESRC. My main research interests revolve around Bayesian inference on state space models.
Before I joined LSE, I obtained a master’s degree in Quantitative Finance from ETH Zurich and University of Zurich. I have work experience in asset management through the excellent portfolio management program during my master’s studies, and from internships in the research and portfolio management division at Deutsche Bank/Deutsche Asset Management . A copy of my CV can be downloaded here.
I am planning to highlight some of my projects and related topics that I am working on by gradually sharing blog posts here. Most of them will evolve around new concepts and theory. This gives me time to gather my thoughts and ideas, and you an introduction about topics that are typically taught in a more rigorous way.
If you are looking to collaborate on a research task, either in academia or in industry, do reach out. I am always happy to participate in interesting new projects!
PhD in Statistics, 2018 -
London School of Economics and Political Science
MSc in Quantitative Finance, 2018
ETH Zurich, University of Zurich
BSc in Economics and Business, 2015
Vienna University of Economics and Business