Dr. Nikolaus Siegfried

Approve FX forward valuation in 60 illiquid markets globally. Advise the SB on global outlook, including economics, markets, and politics

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

Develop and approve FX forward and local fixed income market valuation in frontier markets. Direct fund outlook on regional economic and political risk.

Appraised and enhanced process for FX forward valuation in Georgia and Ukraine. Analysed banks and local currency bond markets in Armenia, Georgia and Serbia. Proposed steps for financial sector development and devise technical assistance projects.

Advise on global macroeconomics, sovereign debt markets, and geopolitics. Price foreign exchange rate forwards and local currency fixed income assets in illiquid 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.

Developed commodity hedging strategies and pioneered commodity trading for the fund. Sole responsibility for highly illiquid sovereign securities and commodities in the EM portfolio. Analysed and co-managed private equity deals in frontier markets. Executed trades and helped with trade settlements of both hard and local currency fixed income assets, FX, commodities, equities, private equity, and structures. Member of risk management group. Produced 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”