Dr. Marcus Wunsch
Dr. Marcus Wunsch
ZHAW
School of Management and Law
Fachstelle für Asset Management
Gertrudstrasse 8
8400 Winterthur
Work at ZHAW
Position
Senior Lecturer
Focus
Liquidity provision in Decentralized Exchanges; quantitative risk management, portfolio management, financial engineering; quantitative investment strategies; partial differential equations, stochastic analysis
Teaching
- Active Investment Management (Module Coordinator)
- Financial Instruments and Portfolio Theory
- Investments (MSc Banking and Finance)
Experience
- Head of Risk Management, Portfolio Manager, Senior Researcher
Quantica Capital
06 / 2018 - 08 / 2020 - Investment Analyst
UBS AG
03 / 2017 - 04 / 2018 - Risk Specialist
UBS AG
09 / 2013 - 02 / 2017 - Senior Postdoctoral Fellow
ETH Zurich
05 / 2011 - 08 / 2013 - JSPS Postdoctoral Fellow
Kyoto University
04 / 2009 - 03 / 2011
Education and Continuing education
Education
PhD / Applied Mathematics
University of Vienna
10 / 2005 - 03 / 2009
Continuing Education
CAS Hochschuldidaktik (Higher Education Didactics)
PH Zurich
09 / 2023
Network
ORCID digital identifier
Awards
Award of Excellence
Federal Ministry of Education, Science and Research (Austria)
12 / 2009
Projects
- Enabling risk management with decentralized exchange-traded derivatives / Project leader / abgeschlossen
- COST Action – Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry / Team member / abgeschlossen
Publications before appointment at the ZHAW
Please refer to my Google Scholar page for a complete list of my publications and preprints.