Responsible for finccam's research and portfolio management activities, thereby heading a team of 7 highly qualified portfolio managers.

Research and implementation (portfolio management and trading) of quantitative investment strategies. In particular:- Short-volatility strategies- Option-based risk management strategies for equity investments- Delta1-based risk management strategies for multi-asset portfolios - Multi-Asset carry strategiesWorking extensively with R, gitHub, Excel, Bloomberg.

Portfolio Manager in the Risk Management Overlay Team:Managed several segregated accounts with assets under overlay >1bn EUR.Development and implementation of quantitative multi-asset risk management overlay strategies using equity index futures, interest rate futures, index CDS, FX forwards, FX futures and total return swaps.Client advisory on all topics regarding risk budgeting and overall portfolio's risk (strategic asset allocation and including dynamic risk management strategy). Total return context as well as LDI context.Worked extensively with MATLAB, gitHub, Excel, Bloomberg, SQL.

Quantitative Analyst in the Dynamic Asset Allocation Team:Research and development of dynamic asset allocation strategies.Advisory of institutional clients (pension funds, endowments and family offices with several billion EUR assets in total) on all topics regarding risk budgeting and overall portfolio's risk (strategic asset allocation and including dynamic risk management strategy).Total return context as well as LDI context.Worked extensively with MATLAB and Excel.