Current Position
Curriculum
Here is a printable version my professional CV with emphasis on the last five years.
- Born in Lienz on August 27, 1972. Married. Three Children. Austrian Citizen.
- School Education in Oberdrauburg (elementary school) and Lienz (BRG): Matura at Bundesrealgymnasium Lienz in June 1990.
- Master studies (Diplomstudium) of Mathematics at the University of Graz from September 1990 to 1994.
- DEA in Mathematics at the Université de Franche-Comté Besançon from September 1994 to June 1995 supervised by Wolfgang Arendt and Peter Imkeller: Mémoire "Quelques méthodes et idées de la théorie de semi-groupes linéaires".
- Master in Mathematics at the University of Graz from September 1995 to June 1996: Diploma Thesis "Hopf's decomposition and recurrent Semigroups" supervised by Wilhelm Schappacher.
- Dissertation at the University of Vienna from September 1996 to May 1999 supervised by Peter Michor: Thesis "Infinite dimensional Lie Theory from the point of view of Functional Analysis".
- Co-organization of three conferences in Salzburg on "Jewish memory" (1997), "Jewish Resistance" (1998) and "Restitution in Austria" (1999) as a member of Verein Gedenkdienst.
- Civil service in Vienna from June 1999 to May 2000 at the Jewish Community of Vienna (ESRA).
- Post-doc-position from June 2000 to July 2001 at the Institute of Financial and Actuarial Mathematics in Vienna (Walter Schachermayer) with special interest in geometrical questions in Stochastic Analysis and mathematical Finance.
- Universitätsassistent (Assistant Professor) at the Institute of Financial and Actuarial Mathematics from August 1, 2001 until February 2003.
- Habilitationskolloquium on October 9, 2002. Introduction of the Habilitationsschrift (ps,pdf).
- Visiting Professor at Université Paris 6 and CREST in February and March 2003.
- Universitätsdozent (Associate Professor) at the Institute of Financial and Actuarial Mathematics from March 2003 until May 2009.
- START-project from January 1, 2007 until December 31, 2009 at TU Wien. Euro 1.2 Mio. for building a research group.
- Full Professor at ETH Zürich since June 2009.
- Executive Secretary of the Bachelier Finance Society since July 2016.
My Erdös number is 3 (Josef Teichmann - Michael Drmota - Svante Janson - Paul Erdös).
My mathematical genealogy due to The mathematical Genealogy Project:
Josef Teichmann - Peter Michor - Johann Cigler - Edmund Hlawka - Nikolaus Hofreiter - Philipp Furtwängler - Felix Klein - Julius Plücker - Christian Ludwig Gerling - Carl Friedrich Gauss - Johann Friedrich Pfaff - Abraham Gotthelf Kästner - Christian August Hansen. See the details on the thesis in the Mathematical Genealogy of P. Michor.
Awards
Editorial Activities
Scientific Organisations
Administration and (Co-)Application of Research Projects
- RTN HPRN-CT-2002-00281 from 2002-09 to 2006-08: Scientific and financial supervision together with Walter Schachermayer for the European Union Research Training Network.
- Christian Doppler Laboratory PRISMA from 2007-01 to 2007-12: Team-Leader of the module on Term Structure Modeling as part of the Christian Doppler Laboratory PRISMA Lab. Cooperation partners are BA-CA Bank Austria Creditanstalt and ÖBFA Österreichische Bundesfinanzierungsagentur. Thomas Steiner was preparing parts of his PhD Thesis on consistency problems within the framework of the PRISMA Lab. Cooperation partners at BA-CA are Rainer Pullirsch and Peter Schaller.
- START-project from January 1, 2007 until December 31, 2009.
- Prodoc Stochastic Models of Complex Systems and their Applications: a joint teaching module between eight research groups at ETHZ and UZH including several research modules (one research module is financing one of my PhD-students) from 2011 to 2014.
- SNF-Project Functional analytic aspects of Robust calibration for affine models: a research project for one Post-Doc researcher for 2 years, from 2012 to 2014.
- SCIEX-Project 2011-12: support of one year of Post-Doc-research within a research framework between ETHZ and Ljubljana University on algebraic structures of extrapolation techniques.
- SCIEX-Project 2012-13: support of one year of Post-Doc-research within a research framework between ETHZ and Ljubljana University on affine processes on symmetric cones.
- SNF-Project Prediction Theory of term structure models (together with Mario Wüthrich): a research project for one Post-Doc and one Pre-Doc researcher from 2013 to 2016.
- SNF-Project Regularity Structures in Mathematical Finance: a research project for one Post-Doc researcher for 2 years from 2015 to 2017.
- SNF-Project Tractable Stopping Problems in Finance: Co-PI (PI Martin Larsson) a research project for one Post-Doc and one Pre-Doc researcher for 3 years since 2016.
- SNF-Project Mathematical Finance in the light of Machine Learning: a research project for two Post-Doc and two Doc researchers for 4 years, 2018 - 2021.
- A list of all SNF projects can be found here.
Memberships
Scholarships
- PhD Thesis September 1996 to May 1999 supported by Peter Michor's project P 10037-PHY of "Fonds zur Förderung der wissenschaftlichen Forschung" (Austrian Science Fund).
- Postdoc-Position June 2000 to July 2001 supported by Walter Schachermayer's project Z 36-MAT of "Fonds zur Förderung der wissenschaftlichen Forschung" (Austrian Science Fund).
- Postdoc-Position April 2001 to July 2001 supported by Peter Michor's project P 14195-MAT of "Fonds zur Förderung der wissenschaftlichen Forschung"
(Austrian Science Fund).
- Network support between September 2002 and August 2006 by the European Union RTN Network HPRN-CT-2002-00281.