Dr. Nikolaus Siegfried

Beratung zu Emerging Markets: macroeconomics, fixed income, currencies, commodities, asset allocation, risk management, Makroökonomie, Anleihen, Währungen, Rohstoffe, Portfoliomanagement, Risikomanagement

Advise the fund on FX related issues Analyse Emerging Market macroeconomics Develop concepts for illiquid FX pricing Approve proposals for FX transactions

Advise the fund on Emerging Market macroeconomics Approve FX pricing

Analyse financial sectors in Emerging Markets

Managed team to build and run global asset allocation for the bank’s clients (> 700m AUM). Wrote market comment and monthly client investment review, illustrating investment themes and portfolio positioning. Ran project team to create due diligence process for external fund managers. Created trade strategies issued as LBB certificates. Started and managed emerging market research for the bank.

Develop leading indicators for liquidity, commodities and the macroeconomic stance; Refine a quantitative equity model, incorporating time-varying measures of value.

Manage investment processes along with the Senior PM (sole responsibility for illiquid sovereign securities and commodities); execute trades and help with trade settlements; track global market movements and portfolio impact; develop commodity hedging strategies for the portfolio (Pioneered commodity trading for the fund); develop quantitative models to implement complex investment strategies and determine investment allocations; produce and maintain industry-standard and proprietary risk metrics.

Conduct empirical research on Middle East economies, energy markets, and international monetary policy issues.; analyse economic trends and issues in the Middle East; present at public conferences and at internal meetings on economic and monetary policy issues; develop and advance partnerships with Central Banks, Finance Ministries and other stakeholders in the Middle East; write reports published by the ECB and in-house analyses; recruit and manage graduates during research projects.

Estimate an econometric model linking stock market performance with the economic cycle; write and update the Investment Clock, a quantitative report on European stock markets.

Write papers in applied econometrics and published in international peer-reviewed journals; teach undergraduate and graduate courses in macroeconomics and econometrics.

Ökonometrie, Geldpolitik. Promotionsthema: “Empirics of Monetary Transmission in Euroland”

Statistik und Ökonometrie. Diplomthema: “Macroeconomic Shocks in the CFA Franc Zone”

Magisterthema: “The Omani Basic Law”