I am postdoctoral researcher at ETH Zurich working with Martin Larsson and Josef Teichmann. Previously I was research assistent and doctoral student of Martin Keller-Ressel at TU Dresden. Until October 2014, I was research fellow at Research Training Group 1845 "Stochastic Analysis with Applications in Biology, Finance and Physics" at TU Berlin.

My research interests lie in the intersection of mathematical analysis and data-driven application. My current focus is on macroscopic modeling such as stochastic partial differential equations - from theoretical, numerical and statistical viewpoint. In recent work we aim to get a better understanding of electronic order book driven financial markets and of the corresponding mathematical systems.

In autumn semester 2018 I am coordinator for the course Stochastik.

To improve communication between academia and (financial) industry we started in September 2016 the ETH Practitioner Seminar in Financial and Insurance Mathematics.

Short CV