I am a stress test analyst at the Austrian National Bank (OeNB) within the department of Supervision Policy, Regulation and Strategy (EGSA) with previous work experience at the European Central Bank (ECB). My focus lies on the macroprudential sphere of stress testing and overall quantitative data-driven work. Specifically, I work on network contagion models, credit risk satellite models and scenario design. Moreover, I am OeNB's representative in the European Systemic Risk Board (ESRB) Task Force on Stress Testing.

I hold a doctoral degree in economics from the Vienna University of Economics and Business (WU Vienna). My general research interests include macro-financial linkages, stress testing, monetary policy, Bayesian time series econometrics and machine learning.  The goal of my dissertation is to apply cutting-edge macroeconomic models to several topics of central banking and financial stability in order to reveal new insights and foster a deeper understanding of the underlying mechanisms.

I am a huge R enthusiast and in love with applying my technical skills to solve more or less complex problems. Moreover, I also like to program in Matlab, SQL, Pyhton, HTML and CSS with additional experience in C, C++, Java, Stata and VBA. 

On this page, you find my contact details as well as links to various profiles. Furthermore, you can find more information on my research, computer codes and CV.