CV

Academic Work Experience and Education

03/2017 - today Economist, Research Centre, Deutsche Bundesbank

04/2018 Visiting scholar, Finance Department, BI Norwegian Business School, Oslo

10/2011 - 02/2017 Assistant professor, Finance Department, Goethe-University Frankfurt

03/2016 - 04/2016 Visiting scholar, Finance Department, Wharton School, University of Pennsylvania

10/2013 - 01/2014 Metzler Visiting Assistant Professor, Finance Department, Wharton School, University of Pennsylvania

05/2012 – 07/2012 Acting professor, Finance Center, University of Muenster

06/2011 Ph.D., Finance Center, University of Muenster
Thesis: Asset Allocation and Asset Pricing in Capital Markets with Financial Contagion
Supervisor: Prof. Dr. Nicole Branger


10/2006 - 09/2011 Research assistant, Finance Center, University of Muenster

08/2006 Diploma in mathematics (MSc equivalent), University of Muenster
Core area: algebraic topology
Thesis: Signature of Complete Intersections in Products of Complex Projective Spaces (German)

04/2006 Bachelor of Science in economics, University of Muenster
Thesis: The Relation Between Retirement Savings and Economic Growth: A Model-Theoretic Analysis and Critical Discussion (German)

10/2002 - 03/2006 Teaching assistant, Mathematical Institute, University of Muenster


Research Interests

Empirical and theoretical asset pricing, network and contagion effects on financial markets, international finance, macrofinance, dynamic asset allocation


Presentations at Conferences and Seminars

2020 Midwest Finance Association, Chicago (presentation by coauthor + discussion, scheduled)
AFA PhD student poster session (presentation by coauthor)

2019 Econometric Society Winter Meeting, Rotterdam
Bank of Lithuania
German Finance Association (presentation by coauthor)
6th SAFE Asset Pricing Workshop (discussion)
Bundesbank Spring Conference
Conference on Systemic Risk and Financial Stability, University of Freiburg (presentation by coauthor)
Women in Finance Conference, Goethe University (discussion)

2018 2018 WFA Meeting, San Diego (presentation by coauthor)
Frontiers of Factor Investing, Lancaster (presentation by coauthor)
24th International Conference on Computing in Economics and Finance, Milan (presentation by coauthor)
BI Norwegian Business School, Oslo (presentation)
21st Conference of the Swiss Society for Financial Market Research, Zurich (presentation and discussion)

2017 Christmas Meeting of German Economists Abroad, Frankfurt (presentation)
Paris December 2017 Finance Meeting (presentation by coauthor)
CEP-SNB Workshop on Unconventional Monetary Policy, Gerzensee (discussion)
24th Annual Meeting of the German Finance Association, Ulm (presentation and discussion)
Bundesbank, OeNB, SNB Joint Workshop, Zurich (presentation and discussion)
IWH Halle (presentation by coauthor)
4th SAFE Asset Pricing Workshop, Frankfurt (discussion)
EFA 2017 Annual Meeting, Mannheim (presentation by coauthor and discussion)
2017 WFA Meeting, Whistler (presentation by coauthor)
2017 SFS Cavalcade North America, Nashville (presentation)
2017 Midwest Finance Association Annual Meeting (presentation by coauthor)
ESSFM 2017 Gerzensee (presentation)
AFFI Conference 2017, Valence (presentation by coauthor)

2016 4th Economic Networks and Finance Conference, LSE (presentation by coauthor)
23rd Annual Meeting of the German Finance Association, Bonn (presentation and discussion)
Deutsche Bundesbank (presentation)
Finance Down Under Conference, Melbourne (presentation by coauthor)
University of Mannheim (presentation)
Annual Meeting of the German Association for Academic Business Research (VHB), Munich (presentation)
Financial Econometrics and Empirical Asset Pricing Conference, Lancaster (poster presentation)
19th Conference of the Swiss Society for Financial Market Research, Zurich (presentation by coauthor)

2015 2nd SAFE Asset Pricing Workshop, Frankfurt (discussion, scheduled)
22nd Annual Meeting of the German Finance Association, Leipzig (discussion, scheduled)
11th Dynare Conference, Brussels (presentation by coauthor, scheduled)
LACEA 2015 Annual Meeting, Bolivia (presentation by coauthor, scheduled)
Verein für Socialpolitik, Münster (presentation)
Arne Ryde Workshop in Financial Economics, Lund (presentation by coauthor)
18th Conference of the Swiss Society for Financial Market Research, Zurich (presentation by coauthor)

2014 21th Annual Meeting of the German Finance Association, Karlsruhe (presentation by coauthor, discussion)
Brown Bag Seminar, Goethe-University Frankfurt (presentation by coauthor)
17th Conference of the Swiss Society for Financial Market Research, Zurich (presentation by coauthor)

2013 20th Annual Meeting of the German Finance Association, Wuppertal (presentation and discussion)
Brown Bag Seminar, Goethe-University Frankfurt (presentation by coauthor)

2012 19th Annual Meeting of the German Finance Association, Hannover (discussion)
11. Kölner Finanzmarktkolloquium Asset Management, Cologne (presentation and discussion)
5th Financial Risks International Forum of the Institut Louis Bachelier, Paris (presentation)
Campus for Finance Research Conference, Vallendar, Germany (presentation by coauthor)

2011 Joint workshop by the European Central Bank and the Bank of England “Asset pricing models in the aftermath of the financial crisis”, Frankfurt (presentation)
14th Conference of the Swiss Society for Financial Market Research, Zurich (presentation and discussion)
Research Seminar (Prof. Claus Munk), Aarhus University (presentation)
Internal Research Seminar (Prof. Christian Schlag), Goethe-University Frankfurt (presentation)

2010 17th Annual Meeting of the German Finance Association, Hamburg (two presentations and discussion)
6th World Congress of the Bachelier Finance Society, Toronto (presentation)
3rd Financial Risks International Forum of the Institut Louis Bachelier, Paris (presentation)
13th Conference of the Swiss Society for Financial Market Research, Zurich (presentation and two discussions)

2009 12th Conference of the Swiss Society for Financial Market Research, Geneva (presentation and discussion)
4th Tinbergen Institute Conference, Rotterdam (poster presentation)
Campus for Finance Research Conference, Vallendar, Germany (presentation and discussion)
PhD Workshop, 16th Annual Meeting of the German Finance Association, Frankfurt (presentation)
PhD workshop of the Universities of Frankfurt and Muenster, Mainz, Germany (presentation)

2008 11th Symposium on Finance, Banking and Insurance, Karlsruhe, Germany (poster presentation and discussion)
5th World Congress of the Bachelier Finance Society, London (presentation)
International Summer School for PhD Students and Postdocs “Asset Pricing”, Wiesbaden, Germany (presentation)



Awards, Scholarships, Third-Party Funding

2016 Principal investigator at the research project "Systemic Risk and Network Connectivity" funded by the Center of Excellence SAFE, Goethe-University Frankfurt

2014 Coordinator of the research project "Network Connectivity, Self-Exciting Jumps and General Equilibrium Asset Prices" funded by the Center of Excellence SAFE, Goethe-University Frankfurt

2013 Metzler Visiting Assistant Professorship at the Wharton School, University of Pennsylvania, funded by the B. Metzler seel. Sohn & Co. Foundation

2013 Coordinator of the research project "General Equilibrium with Contagion Effects" funded by the Center of Excellence SAFE, Goethe-University Frankfurt

2012 Dissertation Prize of the University of Muenster for the best PhD thesis in economics and business administration in 2011

2004 Mercer AlumniUM Undergraduate Award (for the 4th rank out of 200 in the intermediate examination in economics), University of Muenster