Dr. Patrick Hauf

Persönliches Profil

Leitungsfunktion

Studiengangleitung CAS AI Management & Strategy for Financial Services

Tätigkeit an der ZHAW

Dozent

www.zhaw.ch/en/sml/institutes-centres/iwa/

Lehrtätigkeit in der Weiterbildung

CAS AI Management & Strategy for Financial Services

Arbeits- und Forschungsschwerpunkte, Spezialkenntnisse

Risk Management, Asset Pricing, Portfolio Management, Financial Engineering, Statistical Analysis, Regulatory Reporting

Aus- und Fortbildung

2018 Dr. rer. pol. (Universität Konstanz)
2014 Designated Financial Risk Manager (FRM) by GARP
2011 Master of Mathematical Finance/ Diplom Finanzökonom math. (Universität Konstanz)

Beruflicher Werdegang

07/2019 - 03/2021: Head of interest risk module and Product Advisor at BearingPoint RegTech Switzerland (FiRE), Regulatory Reporting Specialist
05/2011 - 06/2019: Firmwide Lead Cluster Risk Governance/Stresstesting at BearingPoint. Before: completed multiple projects in the area of risk and asset management in the financial services industry in Switzerland, Liechtenstein, UK & German as
Analyst/Consultant/Senior Consultant.

Projekte

• Data Driven Financial Risk and Regulatory Reporting (DaDFiR3) / Teammitglied / Projekt laufend
• Kundenzentrierte Anlageberatung: Entwicklung eines "Customer Expectations Configurator" / Teammitglied / Projekt abgeschlossen

Publikationen

• Ahmad, Sabahat; Hauf, Patrick; Seiberlich, Ruben R.,

  2022.

  Analyzing spillover effects of the gamestop squeeze on short interest.

  SSRN.

  Verfügbar unter: https://doi.org/10.2139/ssrn.4038475

• Hauf, Patrick; Trummer, Stefan,

  2021.

  New computing architectures meet 'interest rate risk in the banking book'.

  Risk Intelligence.

  Verfügbar unter: https://www.garp.org/risk-intelligence/technology/data/a1Z1W000005lJCGUA2

• Ahmad, Samahat; Hauf, Patrick; Seiberlich, Ruben,

  2022.

  Analyzing spillover effects of the GameStop squeeze on short interest.

  In:

  Annual Event of Finance Research Letters 2022 CEMLA Conference, Mexico City, Mexico, 21-22 April 2022.

• Hauf, Patrick,

  2022.

  Wieviel KI-Potential steckt im Schweizer Finanzplatz?.

  In:

  Finance Circle, Winterthur, Schweiz, 14. November 2022.

Publikationen vor Tätigkeit an der ZHAW

"Zinsrisiken im Anlagebuch (IRRBB) effektiv modellieren und umsetzen", joint with Stefan Trummer, published March 2021 in BankPraktiker, www.fch-gruppe.de/Beitrag/17066/zinsrisiken-im-anlagebuch-irrbb-effektiv-modellieren-und-umsetzen

Dissertation with 3 essays at Universität Konstanz:
“Uncovering the role of tone: Evidence from CEO dismissals”, joint with Nadja Younes (e.g., presented at PFMC in Paris, 2016)
“Does corporate governance matter for companies in the spotlight?”, joint with Frederic Menninger (e.g., presented at PFMC in Paris, 2017)
“True sentiment and the stock market: Playing Hide and Seek”, Working Paper

Weitere Beiträge

"New Computing Architectures Meet 'Interest Rate Risk in the Banking Book'", joint with Stefan Trummer, published June 2021 in Risk Intelligence by Global Association of Risk Professionals (GARP), www.garp.org/risk-intelligence/technology/data/a1Z1W000005lJCGUA2

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