Studied Mathematics, Computer Sciences and Philosophy at the Universities of Heidelberg and Darmstadt

Cash, money market and derivatives trader, later heading up the asset/ liability management at Banque Nationale de Paris in Frankfurt

Deputy Head of Financial Markets at NatWest Markets in Frankfurt

He headed the treasury and liquidity risk methodology in Deutsche Bank; developed and implemented the methodological framework for liquidity risk (LiMA – Liquidity Measurement & Analysis)

Executive Director Algorithmics’ ALM and Liquidity Risk Solutions

Board member and head of product management for Fernbach Software, Luxembourg

Since 1999 until now he speaks at major (liquidity) risk conferences, tutors seminars and workshops on liquidity risk and ALM and consults banks and institutions such as the ECB and the BIS (where he is a regular speaker at the Financial Stability Institute) on liquidity risk

Since 2008 he focuses on Liquidity Risk in his own firm, Liquidity Risk Corp. (LRC) where he advises private banks, central banks and regulators on liquidity risk methodologies and helps to build software solutions to implement the resulting policies