Short Bio

Looking at the big picture through the prism of Finance can be fun and exciting, sometimes. In my research (currently at ETH Zurich) and my professional activity (Risk Managers at UBS Investment Bank), I am trying to observe and understand how relatively free markets allocate and/or waste capital and resources in today’s interlinked economies.

This led me to the study of stock markets microstructure in my PhD, a look at the survival bias in back-testing algorithmic trading strategies during my Post-Doc, and more recently a hands-on experience of the dislocation of the entire market of Mortgage-Backed Securities in the US, and the following credit crunch.

In the last 3 years, I worked in risk management in FXMM (indu and EM countries), and am currently focusing on liquidity and funding risk, capital allocation and other ALM challenges.