In addition to his work at FINYON Fabian Sandmeier is a doctoral student at the University of Zurich, where his academic duties encompass both teaching and research within the field of Quantitative Finance. He previously held a position as a research assistant in macroeconomics at ETH Zurich. Alongside his academic career, his professional background includes corporate and securities accounting at a local fiduciary firm, as well as derivatives trading at a major bank.
His doctoral research focuses on portfolio theory and risk management, specifically examining the statistical properties of asset returns and their implications for optimal portfolio allocation. Additionally, he investigates the emergence of systemic risk within banking networks, evaluating these dynamics from both the liquidity and solvency perspectives of market participants. He holds both a Bachelor’s and a Master’s degree in Economics from the University of Zurich, with additional specializations in Computer Science and Quantitative Finance.
In addition to his work at FINYON Fabian Sandmeier is a doctoral student at the University of Zurich, where his academic duties encompass both teaching and research within the field of Quantitative Finance. He previously held a position as a research assistant in macroeconomics at ETH Zurich. Alongside his academic career, his professional background includes corporate and securities accounting at a local fiduciary firm, as well as derivatives trading at a major bank.
His doctoral research focuses on portfolio theory and risk management, specifically examining the statistical properties of asset returns and their implications for optimal portfolio allocation. Additionally, he investigates the emergence of systemic risk within banking networks, evaluating these dynamics from both the liquidity and solvency perspectives of market participants. He holds both a Bachelor’s and a Master’s degree in Economics from the University of Zurich, with additional specializations in Computer Science and Quantitative Finance.