Dr. Marcus Wunsch

Arbeit an der ZHAW

Tätigkeit

Dozent

Arbeits- und Forschungsschwerpunkte

Liquidity provision in Decentralized Exchanges; quantitative risk management, portfolio management, financial engineering; quantitative investment strategies; partial differential equations, stochastic analysis

Lehrtätigkeit

• Aktives Investmentmanagement (Modulverantwortlicher)
• Financial Instruments and Portfolio Theory
• Investments (MSc Banking and Finance)

Lehrtätigkeit in der Weiterbildung

• CAS Finance
• MAS Innovation & Transformation for Financial Services
• CAS Blockchain & Decentralized Finance

Berufserfahrung

• Head of Risk Management, Portfolio Manager, Senior Researcher
  Quantica Capital
  06 / 2018 - 08 / 2020
• Investment Analyst
  UBS AG
  03 / 2017 - 04 / 2018
• Risk Specialist
  UBS AG
  09 / 2013 - 02 / 2017
• Senior Postdoctoral Fellow
  ETH Zürich
  05 / 2011 - 08 / 2013
• JSPS Postdoctoral Fellow
  Kyoto University
  04 / 2009 - 03 / 2011

Aus- und Weiterbildung

Ausbildung

Dr. rer. nat. / Angewandte Mathematik
Universität Wien
10 / 2005 - 03 / 2009

Weiterbildung

CAS Hochschuldidaktik
PH Zürich
09 / 2023

Netzwerk

ORCID digital identifier

ORCID ID: 0000-0002-8127-9466

Auszeichnungen

Award of Excellence
Bundesministerium für Bildung, Wissenschaft und Forschung (Österreich)
12 / 2009

Projekte

• Strategic Global Savings Solutions in Web3 / Teammitglied / abgeschlossen
• Blockchain-Based Verified Career Records for Enhanced Professional Credibility / Projektleiter:in / abgeschlossen
• Enabling risk management with decentralized exchange-traded derivatives / Projektleiter:in / abgeschlossen
• Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry / Teammitglied / abgeschlossen

Publikationen

Beiträge in wissenschaftlicher Zeitschrift, peer-reviewed

• Fukasawa, M., Maire, B., & Wunsch, M. (2025). Model-free hedging of impermanent loss in geometric mean market makers with proportional transaction fees. Applied Mathematical Finance, 31(2), 108–129. https://doi.org/10.1080/1350486X.2024.2404058
• Maire, B., & Wunsch, M. (2024). Market neutral liquidity provision. Ledger, 9, 73–88. https://doi.org/10.5195/ledger.2024.389
• Krabichler, T., & Wunsch, M. (2023). Hedging goals. Financial Markets and Portfolio Management, 38(1), 93–122. https://doi.org/10.1007/s11408-023-00437-y
• Fukasawa, M., Maire, B., & Wunsch, M. (2023). Weighted variance swaps hedge against impermanent loss. Quantitative Finance, 23(6), 901–911. https://doi.org/10.1080/14697688.2023.2202708
• Hou, S., Krabichler, T., & Wunsch, M. (2022). Deep partial hedging. Journal of Risk and Financial Management, 15(5), 223. https://doi.org/10.3390/jrfm15050223
• De Meer Pardo, F., Schwendner, P., & Wunsch, M. (2022). Tackling the exponential scaling of signature-based generative adversarial networks for high-dimensional financial time-series generation. The Journal of Financial Data Science, 4(4), 110–132. https://doi.org/10.3905/jfds.2022.1.109

Schriftliche Konferenzbeiträge, peer-reviewed

Wunsch, M., & Hou, S. (2025, June 25). Staying afloat : optimizing utility and time under water. 12th General AMaMeF Conference, Verona, Italy, 23-27 June 2025.

Weitere Publikationen

• Meier, P., & Wunsch, M. (2024). Welche Prioritäten werden gesetzt? Schweizer Personalvorsorge, 2024(12), 61–63.
• Fukasawa, M., Maire, B., & Wunsch, M. (2023). Model-free hedging of impermanent loss in geometric mean market makers. SSRN. https://doi.org/10.2139/ssrn.4397904
• Fukasawa, M., Maire, B., & Wunsch, M. (2022). Weighted variance swaps hedge against impermanent loss. SSRN. https://doi.org/10.2139/ssrn.4095029
• Krabichler, T., & Wunsch, M. (2021). Hedging goals. arXiv. https://arxiv.org/abs/2105.07915

Mündliche Konferenzbeiträge und Abstracts

• Wunsch, M., Fukasawa, M., & Maire, B. (2026, March 16). All you ever wanted to know about AMMs. Workshop on Mathematical Finance and Related Issues, Osaka, Japan 16. March 2026.
• Wunsch, M. (2025, November 20). Market neutral strategies in decentralized finance. QuantMinds, London, United Kingdom, 17-20 November 2025.
• Wunsch, M. (2025, February 13). Leveraging constant function market makers for decentralized portfolio management. Mathematical Finance Seminar – Spring 2025, Columbia University in the City of New York, USA (Online), 13 February 2025.
• Wunsch, M. (2021). Digital Assets : von Zahlungsmitteln zu dezentralen Finanzsystemen. Finance Circle, Winterthur, 22. November 2021.

Publikationen vor Tätigkeit an der ZHAW

Sämtliche Publikationen und Preprints finden Sie auf meiner Google Scholar-Seite.

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