About



POSITIONS:

International Monetary Fund, since 2017

Financial Counsellor and Director of the Monetary and Capital Markets Department


Federal Reserve Bank of New York, 2003-2016

Associate Director of Research (2015-16), Head of Capital Markets Research (2012-15)


Centre for European Policy Studies, 1995-96

Research Analyst

 


EDUCATION:

Massachusetts Institute of Technology, PhD Economics, 2003

London School of Economics, MSc Econometrics and Mathematical Economics, 1998

Goethe University Frankfurt, Diplom Economics, 1995

Dauphine University Paris, Deug 1993, License 1994, Maîtrise Applied Economics,1995

Humboldtschule Bad Homburg, Abitur Mathematics and Literature, 1991



TEACHING:

New York University, Stern School of Business, 2013, 2014, 2015  

Princeton University, Bendheim Center for Finance, 2006, 2011   

Seoul National University, Graduate School of Business, 2007

Massachusetts Institute of Technology, 2000 - 2003

London School of Economics, 1997

Goethe University Frankfurt, 1994 - 1995



TEMPORARY POSITIONS:

United States Treasury, Washington, Secondment, Financial Stability Oversight Council, 2013

Goldman Sachs, London, Summer Intern, Fixed Income, Currencies, and Commodities, 2002

Deutsche Bundesbank, Frankfurt, Summer Intern, International Department, 1993

DZ/SGZ Bank, Frankfurt, Summer Intern, Fixed Income Department, 1990 



AWARDS AND FELLOWSHIPS:

Economics in Central Banking Award, 2025 

Best Paper Award, Financial Management, 2019

American Finance Association’s Distinguished Amundi Smith Breeden Best Paper Prize, 2016

Best Referee Award, Review of Asset Pricing Studies, 2015

President’s Award for Excellence of the Federal Reserve Bank of New York, 2013

Research Fellow of the Institute for Monetary and Financial Stability, Goethe University, 2012

Research Affiliate of the Volatility Institute (NYU), 2008

Institute for Quantitative Investment Research Award, 2007 – 2008

WFA/CRA International Award for the Best Paper in Corporate Finance, 2007

President’s Award for Excellence of the Federal Reserve Bank of New York, 2005

Robert Solow Foundation Graduate Fellow, Massachusetts Institute of Technology, 1998 - 2000

Fellow of the German Foreign Academic Exchange Service, 1997 - 1998

Chevening Fellow of the British Foreign and Commonwealth Office, 1996 - 1997

Fellow of the Franco-German College of Higher Education, 1994 - 1995

  


MEMBERSHIPS:

Foundation for the Advancement of Research in Financial Economics (FARFE), Founding Member, 20007 - 

Society for Financial Econometrics (SoFiE), Founding Member, 2009 - 

Centre for Economic Policy Research (CEPR), Fellow, 2011 -

Annual Review of Financial Economics, Editorial Committee Member, 2012 - 2024

International Journal of Central Banking, Editorial Committee Member, 2016 - 2024



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NATIONALITIES:

Germany and United States, born July 23, 1971, Kronberg, Taunus