Dr. Marc Weibel

Work at ZHAW

Position

Lecturer for Advanced Quantitative Methods

Focus

Portfolio & Risikomanagement, Trading, Machine Learning, Datenanalyse und R- und Python-Programmierung

Teaching

• Lecturer in Data Science
• Lecturer in Quantitative Methods

Experience

• Senior Lecturer in Data Sciences and Quantitative Methods
  ZHAW
  08 / 2021 - today
• Chief Investment Officer
  ENISO Partners AG
  09 / 2017 - 11 / 2022
• Senior Lecturer in Financial Mathematics
  ZHAW
  01 / 2010 - 07 / 2017

Education and Continuing education

Education

• PhD in Mathematics / Financial Mathematics
  University of Technology Sydney
  06 / 2016 - 11 / 2019
• Advanced Certificate in Portfolio and Risk Management / Quantitative Finance
  Symmys
  08 / 2012 - 11 / 2012
• Master of Advanced Studies in Economics and Finance / Quantitative Finance
  University of Geneva
  09 / 2002 - 07 / 2004
• Master in Economics / Economics and Finance
  University of Neuchâtel
  09 / 1997 - 07 / 2001

Network

Membership of networks

• Bachelier Society
• European Finance Association

Social media

Linkedin

Projects

• Investor and Stakeholder Tools for Tracking Companies’ Climate Commitments, Greenwashing and ESG Trends / Team member / Project ongoing
• Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers / Project co-leader / Project completed
• Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Team member / Project completed
• Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Team member / Project completed
• Algorithmic Contract Types Unified Standards / Team member / Project completed
• Risk- and Finance-Lab / Team member / Project completed

Publications

• Meier, Peter; Stoz, Jann; Weibel, Marc,

  2015.

  Portfolio risk management commentary : diversifying fat tails away.

  Investment & Pensions Europe.

  2015(Januar), pp. 64.

  Available from: https://www.ipe.com/investment/briefing-investment/portfolio-risk-management-commentary-diversifying-fat-tails-away/10006177.article

• Ruckstuhl, Andreas; Weibel, Marc; Meier, Peter,

  2013.

  Risk & portfolio construction : from sub-optimal to optimal.

  Investment & Pensions Europe.

  Available from: https://www.ipe.com/risk-and-portfolio-construction-from-sub-optimal-to-optimal/53189.article

• Weibel, Marc,

  2023.

  Scenario-based optimal control for multi-period portfolio optimization.

  In:

  Stochastic Control & Financial Engineering, Princeton, USA, 20-23 June 2023.

• Weibel, Marc,

  2022.

  Beyond smart beta : a dynamic statistical risk budgeting approach in portfolio construction.

  In:

  11th World Congress of the Bachelier Finance Society : Book of Abstracts.

  11th World Congress of the Bachelier Finance Society, Hong Kong, China, 13-17 June 2022.

  pp. 130-131.

  Available from: http://www.bacheliercongress.com/2022/~bfs2020/pdf/programme/BFS2022_Book_of_Abstracts.pdf

Publications before appointment at the ZHAW

10th World Congress of the Bachelier Finance Society - A Fast Optimal Control Algorithm for Multi-Period Portfolio Optimization

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