Dr. Marco Haase

Vorstandsmitglied, Research / Publications, Commodity Club - Center of Competence
Zürich, Switzerland

Fähigkeiten und Kenntnisse

academic research of financial markets
modeling time-varying risk premium
commodity portfolio optimization
equally-weighted risk contribution portfolios
value at risk modeling of commodity-futures portfo
quantitative commodity long-only and long/short st
currency-hedged indices
replicating commodity indeces

Werdegang

Berufserfahrung von Marco Haase

  • Current 12 years and 6 months, since Dec 2013

    Research / Publications

    Commodity Club - Center of Competence

  • Current 13 years and 1 month, since May 2013

    Scientific Associate

    University of Basel, Department of Finance Theory

    Project for determining the impact of speculators on commodity futures prices; Project for managing and controlling commodity- and currency price risk for corporates, including the development of hedging strategies.

  • 5 years and 6 months, Jun 2007 - Nov 2012

    Head Investment Research

    CYD Research GmbH

    Strategy Development and Risk Controlling

  • 1 year and 7 months, Oct 2002 - Apr 2004

    Treasury Manager

    Volksbank Bautzen eG

    Asset and Liability Management; managing the interest rate, liquidity and currency risk for the Bank as a whole; proprietary trading

  • 8 months, Feb 2002 - Sep 2002

    Head of Controlling

    Volksbank Westlausitz eG

  • 1 year and 9 months, May 2000 - Jan 2002

    Investment Advisor / Treasury

    Volksbank Westlausitz eG

Ausbildung von Marco Haase

  • 2008 - 2013

    Pricing of Commodity Futures

    University of Basel

    Scarcity, Risk Premiums and the Pricing of Commodity Futures

  • 2005 - 2007

    Business and Economics

    University of Basel

    Major in Monetary Economics and Financial Markets

  • 2004 - 2005

    Business and Economics

    University of Basel

  • 2000 - 2003

    Business and Economics

    University of Hagen

Sprachen

  • English

  • German

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