Dr. Patrick Hauf

Arbeit an der ZHAW

Tätigkeit

• Dozent
• Studienleitung CAS AI Management & Strategy for Financial Services

Arbeits- und Forschungsschwerpunkte

• Regulatory Reporting
• Risk Management, Asset Pricing, Portfolio Management, Financial Engineering, Statistical Analysis

Lehrtätigkeit

• Performance Management (Master Level, ZHAW)
• Risk Management (Master Level, ZHAW)
• Risk Management (Master Level, Uni Konstanz)
• Financial Instruments and Portfolio Theory (Bachelor-Level, ZHAW)
• Active Investment Management (Bachelor-Level, ZHAW)
• Bank Management (Bachelor-Level, ZHAW)
• AI Management and Strategy for Financial Services (CAS/Professional education)
• "New Computing Architectures Meet 'Interest Rate Risk in the Banking Book'", joint with Stefan Trummer, published June 2021 in Risk Intelligence by Global Association of Risk Professionals (GARP)
• Presentation & session host at opening workshop of AI+X (joint event ZHAW & ETH AI Center), topic: “AI in Financial Services”, October 2023
• Industry Session Chair, 16th Richmond Financial Industry Forum Interlaken, May 2023: “Is shaping the future of banking synonymous with doing AI right?

Lehrtätigkeit in der Weiterbildung

• CAS AI Management & Strategy for Financial Services
• CAS Datenkompetenz in Versicherungsunternehmen

Berufserfahrung

• Head of interest risk module and Product Advisor at BearingPoint RegTech Switzerland (FiRE), Regulatory Reporting Specialist
  BearingPoint RegTech/Regnology
  07 / 2019 - 03 / 2021
• Firmwide Lead Cluster Risk Governance/Stresstesting at BearingPoint. Before: completed multiple projects in the area of risk and asset management in the financial services industry in Switzerland, Liechtenstein, UK & German as Analyst/Consultant/Senior Consultant.
  BearingPoint
  05 / 2011 - 06 / 2019

Aus- und Weiterbildung

Ausbildung

• Dr. rer. pol. / Economics/Finance
  Universität Konstanz
  10 / 2014 - 12 / 2018
• Diplom Finanzökonom math. / Master of Mathematical Finance / Mathematical Finance
  Universität Konstanz
  09 / 2005 - 04 / 2011
• 1-year semester abroad / Finance and Statistics
  University of Calfornia, San Diego (UCSD)
  09 / 2007 - 07 / 2008

Weiterbildung

• CAS in Hochschuldidaktik und Erwachsenenbildung
  ZHAW Schol of Management and Law
  12 / 2023
• Financial Risk Manager (FRM)
  Global Association of Risk Professionals (GARP)
  2014

Netzwerk

Mitglied in Netzwerken

ORCID ID: 0009-0002-8958-6337

Auszeichnungen

• Teaching award (“Lehrpreis NachwuchswissenschaftlerInnen”)
  Department of Economics at the University of Konstanz
  12 / 2020
• Innovation Award
  BearingPoint
  09 / 2013
• Scholarship
  Studienstiftung des deutschen Volkes
  04 / 2005
• Ferry Porsche Prize (Mathematics/Physics) / Appolinarie Prize (French)
  High School
  07 / 2004

Social Media

LinkedIn

Projekte

• Data Driven Financial Risk and Regulatory Reporting (DaDFiR3) / Teammitglied / Projekt laufend
• Vontobel Financial Planning / Stellv. ProjektleiterIn / Projekt abgeschlossen
• Kundenzentrierte Anlageberatung: Entwicklung eines "Customer Expectations Configurator" / Teammitglied / Projekt abgeschlossen

Publikationen

• Breymann, Henriette Elise; Hauf, Patrick; Künzle, Christoph,

  2024.

  Venturing into new ways of regulatory reporting and systemic risk analysis

  .

  In:

  Banking Resilience: New Insights on Corporate Governance, Sustainability and Digital Innovation.

  Singapur:

  World Scientific.

  S. 417-452.

  Transformations in Banking, Finance and Regulation ; 9.

  Verfügbar unter: https://doi.org/10.1142/9781800614291_0012

• Hauf, Patrick; Posth, Jan-Alexander,

  2023.

  Silicon Valley Bank : (Why) Did regulation and risk management fail to uncover substantial risks?.

  SSRN.

  Verfügbar unter: https://doi.org/10.2139/ssrn.4411102

• Ahmad, Sabahat; Hauf, Patrick; Seiberlich, Ruben R.,

  2022.

  Analyzing spillover effects of the gamestop squeeze on short interest.

  SSRN.

  Verfügbar unter: https://doi.org/10.2139/ssrn.4038475

• Hauf, Patrick; Trummer, Stefan,

  2021.

  New computing architectures meet 'interest rate risk in the banking book'.

  Risk Intelligence.

  Verfügbar unter: https://www.garp.org/risk-intelligence/technology/data/a1Z1W000005lJCGUA2

• Ahmad, Samahat; Hauf, Patrick; Seiberlich, Ruben,

  2022.

  Analyzing spillover effects of the GameStop squeeze on short interest.

  In:

  Annual Event of Finance Research Letters 2022 CEMLA Conference, Mexico City, Mexico, 21-22 April 2022.

• Hauf, Patrick,

  2022.

  Wieviel KI-Potential steckt im Schweizer Finanzplatz?.

  In:

  Finance Circle, Winterthur, Schweiz, 14. November 2022.

Publikationen vor Tätigkeit an der ZHAW

• "Zinsrisiken im Anlagebuch (IRRBB) effektiv modellieren und umsetzen", joint with Stefan Trummer, published March 2021 in BankPraktiker
• Dissertation with 3 essays at Universität Konstanz: “Uncovering the role of tone: Evidence from CEO dismissals”, joint with Nadja Younes (e.g., presented at PFMC in Paris, 2016) “Does corporate governance matter for companies in the spotlight?”, joint with Frederic Menninger (e.g., presented at PFMC in Paris, 2017) “True sentiment and the stock market: Playing Hide and Seek”, Working Paper

Übrige Publikationen

"New Computing Architectures Meet 'Interest Rate Risk in the Banking Book'", joint with Stefan Trummer, published June 2021 in Risk Intelligence by Global Association of Risk Professionals (GARP)

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