- Postdoc, since 2014, Chair of Finance and Statistics, Faculty of Business, Economics and Statistics, University of Vienna.
- Postdoc, November 2012-December 2013, School of Business and Economics, Humboldt Universität zu Berlin.
- Research Associate, August 2011 - October 2012, Department of Mathematics, Humboldt Universität zu Berlin.
- Research Associate, December 2007 - July 2011, Deutsche Bank QPLab, Berlin.
- Research Intern and Quantitative Analyst, April 2009 - October 2009, Deutsche Bank, Algorithmic Trading, US Equities, New York.
- Introduction to Linear Algebra: Winter 2014.
- Business Mathematics II: Summer 2014.
- Introduction to Market Microstructure Theory: Winter 2013.
- Research Seminar on Market Microstructure: Summer 2014.
- Seminar on Econometric Projects: Winter 2013.
Papers and Preprints
- Equilibrium Models in Market Microstructure and Limit Order Book Dynamics.
- Stochastic Modeling and High-Frequency Data Sets.
- Market Efficiency, Trading Protocols and Market Design.
- Theory of Liquidity Provision and Liquidity Coordination.
- Asset Pricing Anomalies and Pricing Kernels.
- Empirical Finance and Financial Economics.
- Behavioral Economics.
- Feedback Effects, Volatility Clustering and Fat Tails.
- Applied Econometrics.
- Are High-Frequency Traders Free-riding on the Economy?, Working Paper.
- The Role of Delegated Trading Mechanisms in Explaining the Empirical Pricing Kernel Puzzle, Working Paper.
- On Liquidity Coordination and the Power of Signaling: Which Trades Move Prices? (with Nikolaus Hautsch), Working Paper.
- Does Hidden Liquidity Harm Price Efficiency? Equilibrium Exposure under Latent Demand (with Nikolaus Hautsch and Ulrich Horst), submitted, [SSRN].
- Optimal Order Exposure and The Market Impact of Limit Orders (with Ulrich Horst), submitted, [SSRN].
- Determinants and Impact of Hidden Liquidity: Evidence from NASDAQ ModelView Data (with Ulrich Horst), [SSRN].
- Rectification of Motion in Nonlinear Media with Asymmetry Random Drive (with C. Weber and L. Schimansky-Geier), Chemical Physics [ScienceDirect
- New Directions in Financial Mathematics and Mathematical Economics, July 6-11, 2014, Banff (Canada).
- Eighth Bachelier World Congress, June 2-6, 2014, Brussels.
- Princeton-Humboldt Conference, November 1-2, 2013, Princeton University.
- International Workshop on Market Microstructure and Nonlinear Dynamics, June 13-14, 2013, Université d'Evry-Val-d'Essonne (France).
- Market Microstructure - Confronting Many Viewpoints (Co-Author Presentation), December 10-13, 2012, Institute Louis Bachelier, Paris (France).
- International Conference on Mathematical Finance and Economics (ICMFE), July 6-8, 2011, Istanbul Technical University (Turkey).
- Conference on Modeling and Managing Financial Risks, January 10-13 2011, Paris (France).
- Sixth Bachelier World Congress, June 22-26, 2010, Toronto (Canada).
- Princeton-Humboldt Finance Workshop, October 30-31, 2009, Princeton University.