I work as a quantitative portfolio manager at Deka Investment and manage portfolios using multi-asset and option-based strategies. I obtained my Dr. (German equivalent to PhD) in Finance from the Technical University of Darmstadt and have been a visiting PhD student/scholar at the New York University (host and research partner: Professor Peter Carr).
My research interests include risk premia, quantitative finance, derivatives, volatility, option-implied information, financial econometrics, machine learning and portfolio optimization.
I've earned several certificates in data science and machine learning, and I'm a CAIA charterholder.
Beforee joining Deka Investment, I studied and obtained a degree in Finance & Information Management from the Goethe University (M.Sc.) and in International Finance from the Frankfurt University of Applied Sciences (B.Sc.).
E-mail: asty.aljaaf [at] gmail.com