Enjoying time with family, working on open source projects, contributing to an R course (productive-r-workflow.com) and developing "tsrisk" - a risk and performance metrics calculation platform for price time series built in Python on AWS.

Co-responsibility of two mutual funds and four discretionary mandates totaling around 1.5bn CHF in AuM. During my time, I created a systematic approach to tactical asset allocation by integrating technical, fundamental and economic indicators into signals for risk premia attractiveness. I further developed the backtesting framework in R, which we used for testing new investment ideas and simulating client requests. Additionally, I developed a markdown-based system to consistently present internal research and covered the entire operational value chain, including instrument selection, generating orders, rebalancing, fx hedging and risk management.

Lead a team of two senior engineers to build satellite applications for portfolio management teams, with a focus to improve and automate their investment processes. Completed the delivery of momentum signals on single equities for convertible bond portfolio managers.

Migration of a variety of services to AWS, using DevOps methodology and cloud-native infrastructure as code. Development of "RiskEngine", a backend service exposed through a REST API that calculates risk and performance metrics on time series.

Development of a server-side, R-based portfolio management analytics environment for the Multi Asset Solutions team, including proprietary R packages and a dedicated read-optimized database. Introduced the citizen developers concept to create own analysis and reports.