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 aims are to get a better understanding of modern order book driven financial markets and of the corresponding mathematical systems - in a rigorous and general framework. Thus, my research interests go in two directions: applied quantitative finance and, on the other hand, abstract theory of stochastic analysis.

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