I was born in South Germany (close to the border to
Switzerland) on September 21st in 1969.
I passed my high school exam („Abitur“) in 1989 in Marburg
and started to study mathematics at the
Philipps-University of
Marburg.
After two years of study (having finished my "Vordiplom") I
continued my studies at the
Friedrich-Alexander-University of
Erlangen-Nuremberg.
I learned measure theory and stochastic processes
from
Professor Heinz Bauer
and studied mathematical research papers on probability
theory, random fields and its interplay with analysis and
fractal geometry in seminars held by
Professor Dietrich
Kölzow.
Later, Professor Kölzow became my supervisor for my
master thesis as well as for my doctoral thesis.
My dissertation is about the construction of so-called
"Salem sets" based on research by
Raphael Salem,
Professor Jean-Pierre
Kahane,
and
Professor Robert
Kaufman.
Salem sets are sets whose
Hausdorff dimension
agrees with its Fourier dimension. In my thesis I found new
ways to construct such sets by probabilistic as well as
number-theoretic approaches. To make an example for Salem
sets, images of compact sets under
fractional Brownian random fields
are typical candidates for Salem sets. For my thesis I was
financially supported by a graduate scholarship from the
University of Erlangen.
After my graduation ("Dr. rer. nat.") I was granted a
one-year postdoctoral scholarship from the German Research
Council ("Deutsche
Forschungsgemeinschaft"
DFG) for doing research at
Cornell University
in New York State. At Cornell,
Professor Robert Strichartz
was my supervisor. Bob helped me to conduct further
research in the area of random and deterministic fractal
measures and their interplay with harmonic analysis.
Back in Germany after my postdoc time at Cornell, I worked
as a scientific assistant (in Germany this is called a
"C1-position") at the
Ernst-Moritz-Arndt-University of Greifswald
with
Professor Dr. Christoph Bandt
and his "stochastics & fractals" research team.
In summer 1999 I decided to leave academia and to accept a
job offer from
Deutsche Bank in
Frankfurt.
Since then, I worked in the Team "Risk Analytics &
Instruments" at
Deutsche Bank
in Frankfurt, for
McKinsey & Company
("Practice Consultant in Risk Management") and
HypoVereinsbank (HVB; today: UniCredit) in
Munich,
heading a team called "Structured Finance Analytics"
in charge for the evaluation of
Asset Backed Securities,
especially
CDOs,
CSOs, RMBS, CMBS, and comparable structures, from
originator as well as investor perspective.
Since April 2004, I am heading the Credit Portfolio
Management unit of
Credit Suisse
in Zurich.