Moritz Drexl

Metrix FRS develops software that assists banks and financial institutions with the generation and submission of reports according to Capital Requirements Regulation (CRR) and Capital Requirements Directive (CRD IV) implemented by the European Banking Authority (EBA). Primary areas of expertise are processing and generation of XBRL instances as well as real-time check against all EBA validation rules.

Projects: (1) Bitcoin exchange joint-venture: Integration between exchange accounts and core banking system; development of an order matching engine in Haskell (2) Licence application: analysis of legal context, including Bitcoin-related financial regulation (3) Design of remuneration schemes for sales agents in the Forex business of a German bank

Development of mathematical optimization models and methods for lot sizing and production planning; refinement of mixed integer linear programming models; implementation of exact and heuristic solution algorithms and analysis of their efficiency.

Contribution to the project “BonnTools”, a collection of software tools for automated VLSI (very-large-scale integration) chip design; implementation of a new algorithm for the placement of clock-tree circuits.

Algorithmic Market Design

Algorithmic Auction and Market Design; Game Theory

Optimization, Linear Programming and Algorithm Design; minor in Economics