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.

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

Short CV