Curriculum Vitae

Showcase Project

Implementation of a new market risk factor framework

Assessed relevant market risk factors from a qualitative risk perspective
Integrated the framework into the trading system Prime
Calculated Delta and Value at Risk measures in accordance with the Basel regulatory framework

Statistical inference on models for non-stationary extremes — ongoing research
Developed an R package with a C++ backend for bootstrapping block maxima, published on CRAN
Bootstrapping block maxima estimators for time series — resulted in a publication in the Journal of the Royal Statistical Society: Statistical Methodology
On the maximal correlation coefficient for the bivariate Marshall–Olkin distribution — resulted in a publication in Statistics & Probability Letters
U-statistics of block maxima for time series — resulted in a publication in the Electronic Journal of Statistics

International research stay grant — funding for my project proposal Sliding block maxima under non-stationarities. Included a 2-month stay in Belgium at the ISBA under the supervision of Prof. Johan Segers. Awarded to Torben Staud
Heinrich Heine University stipend — performance-based award funded by Provinzial Rheinland Versicherungen AG. Awarded to Torben Staud
DFG project — funding of my Ph.D. for three years. Awarded to Prof. Axel Bücher

Ph.D. in Mathematical Statistics, Heinrich Heine and Ruhr Universities of Düsseldorf and Bochum (Nov 2023 – Feb 2025)
Thesis: On the Sliding Block Maxima Method in Extreme Value Statistics, submitted Nov 2024
Oral examination: Feb 2025, Ruhr University Bochum
Grade: Summa cum laude (oral defense), Magna cum laude (thesis)
M.Sc. in Mathematics, Heinrich Heine University Düsseldorf, 2021
Grade: very good (with highest distinction)
Thesis: Block Maxima for Time Series with Varying Upper Bound
(Grade: 1.0, best possible grade; language: German)
B.Sc. in Business Mathematics, Heinrich Heine University Düsseldorf, 2020
Grade: very good
Thesis: The Gumbel Max-Domain of Attraction in Extremes
(Grade: 1.0, best possible grade; language: German)

Student advisor for Mathematics (B.Sc. and M.Sc.) at Heinrich Heine University Düsseldorf (2022–2023)
Free online tutoring for pupils during the pandemic (2021–2022) with Lern-Fair