Welcome to my personal research blog. I am an applied mathematician working as a professional in the field of equity derivatives valuation and financial risk management.


Here you can find my Google Scholar profile and my ResearchGate profile



About me

  • Since June 2018: Head of equity and equity derivatives valuation at Deka Investment GmbH in Frankfurt am Main, Germany
  • Nov 2014 – May 2018: Financial risk controller at Deka Investment GmbH in Frankfurt am Main, Germany
  • Oct 2014: Graduation (Dr. rer. nat), University of Mainz, Germany, Advisor: Prof. Dr. Martin Hanke-Bourgeois, Dissertation: Anomaly Detection in Random Heterogeneous Media: Feynman-Kac Formulae, Stochastic Homogenization and Statistical Inversion
  • Dec 2008 – Nov 2014: Research Assistant at the Institute of Mathematics, University of Mainz, working on a subproject of the project Inverse Problems in Electrostatics and Electrodynamics (PIs Prof. Dr. Martin Hanke Bourgeois, Prof. Dr. Andreas Kirsch, Prof. Dr. Jijun Liu and Prof. Dr. Lassi Päivärinta) within a trilateral Chinese-Finnish-German research initiative funded by the Deutsche Forschungsgemeinschaft (DFG)
  • Oct 2013: Visiting scientist at the Department of Mathematics and Statistics, University of Helsinki, Finland, Host: Prof. Dr. Lassi Päivärinta
  • Jan 2013: Visiting scientist at Laboratoire LSIS, Equipe Signal et Image, Université du Sud Toulon-Var, France, Host: Prof. Dr. Sylvain Maire
  • Dec 2011: Visiting scientist at the Department of Mathematics and Statistics, University of Helsinki, Finland, Host: Prof. Dr. Nuutti Hyvönen
  • Nov 2008: Diploma in Mathematics with minor in Physics, University of Mainz, Germany, Advisor: Prof. Dr. Claus Schneider, Thesis: Behandlung von Randintegralgleichungen mit Qualokationsverfahren, die Splines mit mehrfachen Knoten verwenden (in German)



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This is a personal blog. As such the opinions expressed here are my own and do not necessarily represent those of my employer. Furthermore, all information on this blog is for educational purposes only, in particular it is not intended to provide any financial advice.

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