1.9.2004 – today: Professor for Financial Management at Department of Economics and Business Administration at University of Applied Sciences, Darmstadt, Germany
Summer Term 10 to Winter Term 10/11: Sabbatical
13.6.2010 - 20.6.2010: External Examiner of study program Finance Bsc at Uniten, Kuala Lumpur, Malaysia
1.3.2007 – 29.2.2010: Dean of Department of Economics at University of Applied Sciences, Darmstadt, Germany
1.2.2009 - 20.2.2009: Visiting professor at IIT, Kanpur, India
1.2.2001 – 30.6.2004: Sal. Oppenheim, Cologne project activities
- Credit Analyst for Asset Backed Securities
- Portfolio Manager for Credit Portfolios
- Implementation of Oppenheim CBO
- Swap Spread Estimation
1.5.2000 – 31.1.2001: Credit Suisse, Zurich project activities:
- Credit Analyst for Asset BackedSecurities
- High Yield Portfolio Manager
- Swap Spread Estimation
1.5.1998 – 31.3.2000: DG BANK Frankfurt, Germany:
Project activities within the process of implementing credit portfolio management:
- implementation of DG BANK’s CLOtransaction
- test of KMV’s Private Firm Modell for DG BANK middle market portfolio
- Test of the suitability of Credit Metrics for DG BANK’s middle market portfolio
- Implementation of a management information system within the cooperative banking sector for cooperative banks (Volks- und Raiffeisenbanken)
- Analysis of the use of credit derivates for the management of DG BANK’s credit portfolio
Work experience while achieving Phd. and attending university:
1.9.97 - 31.12.97:
Research assistant of Prof. G. Mizon in Florence: Tests of Response Surface Analysis of Parameter Constancy Tests in VAR models.
1.7.95 - 31.8.95, 1.4.94 - 30.8.94, 1.3.93 - 30.9.93:
Research assistant at Bank Sal. Oppenheim, Department of Finance(Cologne), implementation of econometric models for forecasting long term interest rates and testing efficiency of german stock markets using VAR-models.
July- Sept.. 90 und Feb. - April 91: Research assistant at Bank in Liechtenstein (Frankfurt), Department of Foreign Macroeconomic Research, implementation of time series models for forecasting exogenous variables in simultaneous equations models.
Participation and Presentation of research results at conferences:
Dec. 2001: Workshop for quantitative financial market analysis, University of Cologne
Aug. 1997: Zentrum für Europaeische Wirtschaftsforschung (Wavelets and the Forward Rate Anomaly)
Nov. 1996: Finance Seminar, Stern Business School New York (APT)
EEA, Istanbul 1996 (APT)
Oct. 1995, March 1996: Econometrics Research Workshop, Florence (APT)
1995: Finance Conference organized by Swiss Bank Corporation, Adelboden
Languages: English, German, Italian, Spanish, French
Computer Programs:RATS, S-PLUS, GAUSS, Matlab PC-Give, PC-Fiml, Ox, STATA, SEATS, TRAMO
Information Technology Skills: Datastream, Reuters, Bloomberg, etc.
Standard Software: Excel, Word, Access, VBA.