Detailed CV in PDF format


Work Experience

2014--present Founding Partner
Alternative Risk Premia Investments, New York, NY.
2014--present President
ARP Americas, LLC, New York, NY.
2012--2014 Managing Director, Research
MSCI, New York, NY.
2008--2012 Head of Quantitative Research
Investcorp, New York, NY.
2004--2008   Director of Equity Research
New York Life Investment Management, New York, NY.
1999--2004   Associate Professor of Finance
William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, NY.
1993--1999   Assistant Professor of Finance
William E. Simon Graduate School of Business Administration, University of Rochester, Rochester, NY.
1992--1993   Economist
Division of International Finance, Board of Governors of the Federal Reserve System, Washington, DC.
1991--1992   Lecturer
Woodrow Wilson School of Public and International Affairs, Princeton University, Princeton, NJ.
1989--1990   Research Assistant
Financial Markets Group, London School of Economics and Political Science, London, England.
Summer 1989   Financial and Computational Consultant
Quantitative Financial Strategies, Conshohocken, PA.
Summer 1985, 1986   Engineering Intern
General Motors Corporation, Detroit, MI.

Education

Ph.D., M.A. Economics
Princeton University, Princeton, NJ.
B.S., Engineering Science, Mechanical
cum laude, distinction in Economics, Yale University, New Haven, CT.
International Baccalaureate
Lester B. Pearson College of the Pacific, Victoria, BC, Canada

Academic Honors

1990--1991 William G. Bowen Fellowship.
1985--1987 General Motors Scholarship.
1983--1987 Fellow, Studienstiftung des deutschen Volkes. (English.)

Professional Activities

1998--2007   Associate Editor
Journal of Financial Economics
2006--2007   Participant
NYLIM Leadership Development Program
  Current Member
American Finance Association
  Past Member
Chicago Quantitative Alliance (CQA), Matlab Financial Services Advisory Board, Thomson Reuters Customer Advisory Board.
    Ad hoc Referee
For many top academic journals in Economics and Finance.

Foreign Language Skills

German native speaker, basic French.

Computer Skills

Expert programmer in Matlab, Python, and SQL. Skilled user of commercial data sournces like MarketQA/ThomsonQAI, Datastream, PerTrac, and FactSet. Familiarity with many statistics packages. Skilled user of standard office, presentation, and productivity software.


Detailed CV in PDF format