Dr. Benjamin Moritz

Founding member of HQ Asset Management. Which focuses on quantitative / scientific / research-driven investment strategies. Responsibilities: Development and programming of the investment strategies for equity stock selection and global asset allocation.

Thesis Title: Applications of Textual Analysis and Machine Learning in Asset Pricing Chair of Financial Econometrics Institute of Statistics Ludwig Maximilian University Munich Topics - Cross-Sectional Asset Pricing - Relation between Risk and Return - Machine Learning, Textual Analysis Winner of the Best Paper Award at the Annual Meeting 2015 of the German Finance Association

- Strategic Asset Allocation - Global Tactical Asset Allocation - Cross-Sectional Country Equity Allocation - Annual Sal. Oppenheim Investment Outlook - Risk Management - Also extensive portfolio management experience (set-up and management of institutional and mutual funds)

Lecturer - Mathematics in Finance and Life Science (M.Sc.) Summer Term 2012 - Teaching the Course "Financial Innovations" Topics included: Investment & Capital Markets, Portfolio Management, Risk Management

Position: full-time internship --- Tasks: collaboration in the development of the 130/30 (Short Extension) Strategy in the active quantitative equity management department (analysis of cutting-edge research papers, backtesting and analysis, capital market analysis, presentations)

Position: full-time internship --- Tasks: collaboration in the development of Stress Tests for the overall Credit Risk Portfolio (Basel II) especially building/estimation of macroeconometrical models, performing of scenario analysis and projections onto the Credit Risk Portfolio; macroeconometrical analysis between credit risk and market environment

Position: part-time working student --- Tasks: Student assistant for 3 Fund Manager in the Venture Capital industry, which includes fondscontrolling, further development of an internal risk management system, empirical analysis according to the existing investments

Position: full-time working student --- Tasks: empirical analysis in risk management in the insurance industry, estimation and analysis of several distribution functions (log-normal, weibull, exponential, extreme value), simulation of jump-diffiusion-processes

Thesis Title: Applications of Textual Analysis and Machine Learning in Asset Pricing

Prof. Francis X. Diebold - Executive Course in Finance 2010