Employment

  • Full professor of Mathematics, Technische Universität Berlin, since 07/2007
  • Scientific Director, Quantitative Products Laboratory, 07/2007 – 06/2011
  • Associate Professor of Mathematics, Columbia University in the City of New York, 07/2006 – 06/2007
  • Assistant Professor of Mathematics, Columbia University in the City of New York, 09/2004 – 06/2006
  • Juniorprofessor of Stochastic Finance, Department of Mathematics, Humboldt-Universität zu Berlin, 05/2002 – 08/2004
  • Research Assistant (C1), Humboldt-Universität zu Berlin, 02/2001 – 04/2002
  • Research Fellow, Humboldt-Universität zu Berlin, 03/1997 – 01/2001

Education

  • Dr. rer. nat., Department of Mathematics, Humboldt-Universität zu Berlin (Advisor: Hans Föllmer), 2000
  • Diploma in Mathematics, Universität Bonn, 1996

Editorship

  • Associate Editor for SIAM Journal on Financial Mathematics, since 01/2012
  • Associate Editor for Mathematics and Financial Economics, since 01/2013
  • Editorial Board member for Springer Briefs in Quantitative Finance, since 05/2014
  • Associate Editor for Applied Mathematical Finance, since 04/2017
  • Associate Editor for Decisions in Economics and Finance, 01/2004 – 12/2013