MY DOMAIN SIGMADREAM.COM

The domain name sigmadream.com combines mathematical exactness, through the Greek letter sigma, with emotion, through the word dream. The letter sigma represents the sum, goal of this domain, that is, to aggregate all information and communication facilities under one internet address. In addition, sigma is used to express the uncertainty in probability theory, uncertainty being required for innovation and excellence. Walt Disney (1901-1966) once said "If you can dream it, you can do it!". It is that definition of dream that is represented in the domain name.

MY BIOGRAPHY

I am currently working as freelance stategy consultant for financial services companies. Before I was an Executive Director in the Investment Management department of UBS Wealth Management & Swiss Bank. Before I was a manager in the Financial Services Practice of Deloitte Consulting in Zurich, Switzerland. Before that, I was head of investment process and portfolio analytics at Bank Julius Baer & Co. in Zurich, Switzerland. I developed innovative investment solutions for private and institutional investors with a focus on the underlying alpha generating investment process. Previously I worked for more than eight years at Credit Suisse Asset Management where I designed and implemented different successful asset allocation and fixed income investment products and the associated investment processes.

I hold a doctorate degree in natural sciences (Dr. es sciences) and a masters in computer science engineering (ing. info. dipl. EPF) from the Swiss Federal Institute of Technology in Lausanne. I am a certified Financial Risk Manager (FRM) and a fellow member of the Global Association of Risk Professionals, lifetime member of the Association for Computing Machinery, certified New Product Development Professional (NPDP), and member of Product Development and Management Association.

When not working as an investment professional, I am a professional sports photographer. My photos on numerous sporting events, such as the 1998 Nagano, the 2002 Salt Lake City, and the 2006 Torino Olympic games have been published in Swiss and foreign publications. My photos are distributed by the Swiss photo agency freshfocus GmbH. I am a member of the International Sports Press Association (AIPS).

MY PROFESSIONAL INTERESTS

• Developing business and product strategies for financial service institutions as well as product lifecylce management
• Designing alpha generating investment processes, including portfolio theory, risk management, as well as pricing and valuation models
• Implementing optimal risk budgeting as the risk management approach of the future in the investment management industry
• Solving combinatorial optimization problems and reasoning about game theory

MY PERSONAL INTERESTS AND HOBBIES

• Sports photography - fixing the action as well as the emotion on a digital chip
• Skiing - mainly during the winter, if possible every week-end
• Movies - from romantic comedies to action thrillers, a favorite being Woody Allen's Everybody Says I Love You (1996)

MY THESIS AND PUBLICATION LIST

• Automatic data distribution for distributed memory machines (ADD) (my PhD thesis)
• Some of my academic publications
• My recently book called Positive Alpha Generation: Designing sound investment processes published by John Wiley & Sons

MY LINKS