• Developing technological infrastructure for systematic asset management• Includes database management, implementing backtesting frameworks, automation of manual components within the existing asset management processes as well as the improvement of current models & signals used

Institute of Data Analysis and Process Design (IDP) - Finance, Risk Management and Econometrics• Project and Team Lead on two research projects (~1.4 Mio. CHF in Funding): a) Reinforcement learning (RL) for trade execution & factor investing b) Data integration for equity databases using transformers• Initiator and Head of the further education course “Machine learning and deep learning for Finance”; responsible for teaching RL therein• Co-author and maintainer of R packages for modelling and analyzing financial contracts and systemic risk

• Carried out research and designed fully systematic equity trading strategies incorporating all aspects like data management, signal generation, risk management and portfolio construction• Designed complete Momentum and Quality Factor Strategies• Implemented a systematic equity screening and filtering process currently in use by two large global wealth managers

• Implemented portfolio optimization algorithms for long-term strategic asset allocations, including expected return estimates• Researched and designed systematic trend-following strategies

• Implemented the Continuous Wavelet Transform and Wavelet Coherence for time-frequency analysis of financial time series as working code using MATLAB• Used the above to investigate if hedge-fund returns can be considered uncorrelated with stock-market returns across different times and frequencies• Project has won the NAG Student Direct Award 2014 for outstanding research in financial mathematics. A full report including MATLAB code can be downloaded here:http://www.nag.co.uk/about/student_awards/christoph-auth-nag-student-award.pdf

• Provided mathematical tutoring and coursework support to both high school students and undergraduates, helping to develop their understanding of the subject and improve problem solving skills • Teaching included one-to-one lectures, as well as group sessions

• Researched both the bank's clients and clients' competitors through annual reports and other publicly available information • Thus developed a database which also incorporated Credit Default Swap quotations, providing the team with necessary information to estimate risk premiums for clients