Curriculum Vitae

(Download Curriculum Vitae as pdf)

Personal Data                                  


Date of Birth 25th of March 1979, in Dortmund, Germany
Marital Status married, two children
Academic Positions


2016 – Professor of Finance and Econometrics, Lancaster University Management School, Lancaster University
2013 – 2016 Reader in Finance, Lancaster University Management School, Lancaster University
2011 – 2013 Associate Professor of Finance, Warwick Business School, University of Warwick
2008 – 2011 Assistant Professor of Finance, Warwick Business School, University of Warwick
2003 – 2008 Research Associate, Chair of Economics and Econometrics of Prof. Dr. Winfried Pohlmeier, Department of Economics, University of Konstanz
Academic Career


2016 – Director, Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
2016 – Member of the ESRC Plus 3 Assessor Panel
2015 – Member of the ESRC DTP Review College
2016 – 2017 Lancaster University Institutional Lead, ESRC NWSSDTP
2013 – 2016 Accounting and Finance Pathway Leader, Northwest Doctoral Training Centre
2013 – 2016 Director PhD in Finance, Lancaster University Management School, Lancaster University
2013 – Teaching Associate & Visiting Professor, Warwick Business School, University of Warwick
2012 – 2013 Director PhD in Finance Programme, Warwick Business School, University of Warwick
2010 Visiting Professor, Department of Economics, University of Konstanz
2009 – 2012 Deputy Director, Financial Econometrics Research Centre (FERC), Warwick Business School, University of Warwick
2008 – Visiting Fellow, CREATES, School of Economics and Management, University of Aarhus
2008 Dr. rer. pol. (Economics), University of Konstanz
2006 Visiting Fellow, Department of Economics, University of Copenhagen
2003 – Research Fellow, Center of Finance and Econometrics (CoFE), University of Konstanz
2003 Diplom & MSc Mathematical Finance, University of Konstanz
Conference Organization


4th Frontiers of Factor Investing Conference, 24th − 26th April 2024, Lancaster University, UK.
Financial Econometrics Conference to mark Stephen Taylor’s Retirement, 29th−31th March 2023, Lancaster
University, UK.
3rd Frontiers of Factor Investing Conference, 15th − 16th September 2022, Lancaster University, UK.
Volatility, Jumps and Bursts Workshop, 27th − 28th June 2022, Lancaster University, UK.
Conference on Intrinsic Time in Finance, 6th − 7th May 2022, University of Konstanz, Germany.
Econometrics of Option Markets Workshop, 19th − 21th April 2021, University of Vienna, Austria
2nd Frontiers of Factor Investing Virtual Conference, 28th − 29th January 2021, Lancaster University, United Kingdom
Mutual Funds, Hedge Funds and Factor Investing, 3rd – 4th June 2019, Lancaster University, United Kingdom
FMA – 2019 Consortium on Factor Investing, 4th February 2019, University of Cambridge, United Kingdom
Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets, 13th – 14th September 2018, Lancaster University, United Kingdom
Conference on ‘Frontiers of Factor Investing’, 23rd – 24th April 2018, Lancaster University, United Kingdom
Conference on ‘Financial Econometrics and Empirical Asset Pricing’, 30th June – 1st July 2016, Lancaster University, United Kingdom
IFABS 2013, 5th International Conference, 26th – 28th June 2013, East Midlands Conference Centre, Nottingham,
United Kingdom
Frontiers of Finance 2012, 13th – 15th September 2012, Warwick Business School, United Kingdom
‘Recent Advances in Finance – Workshop Week’, 4th – 8th July 2011, Warwick Business School, United Kingdom
Conference on ’Individual Decision Making, High Frequency Econometrics and Limit Order Book Dynamics’, 23rd – 24th September 2009, Warwick Business School, United Kingdom
International Conference on High Frequency Finance, 19th – 20th May 2006, University of Konstanz, Germany