I lead the Quantitative Research at an Asset Management Company in Switzerland. I am passionate about Mathematical Statistics, Financial Mathematics, Data Science, AI, and Software Engineering.
Head of Quantitative Research (since December 2023)
Quantitative Researcher & Developer (March 2022 - December 2023)
Scientific Assistant at ETH Zurich (September 2018 - February 2022)
Publications
Computation of Conditional Expectations with Guarantees
Springer, Journal of Scientific Computing
Patrick Cheridito and Balint Gersey
02/2023 Link to paper Link to GitHub Repository