Curriculum Vitae


Academic Appointments

2011 – today	Senior Lecturer for Operations Research and Computational Finance at the Department of Computing, Imperial College London (UK)
2007 – 2011	Lecturer for Operations Research and Computational Finance at the Department of Computing, Imperial College London (UK)
2006 – 2007	Postdoctoral Research Fellow at the Department of Computing, Imperial College London  (UK)
2005 – 2006	Postdoctoral Research Fellow at the Department of Management Science and Engineering, Stanford University  (USA)
2004 – 2005	Head of Derivatives Research at the Institute for Operations Research and Computational Finance, University of St. Gallen/HSG (Switzerland)
2001 – 2004	Project, Research, and Teaching Assistant at the Institute for Operations Research and Computational Finance, University of St. Gallen/HSG (Switzerland)
1999	Research Assistant at the Institute for Theoretical Physics, ETH Zurich (Switzerland)

Education

2001 – 2004	University of St. Gallen/HSG (Switzerland) PhD in Operations Research and Computational Finance (Dr. oec. HSG)
1994 – 1999	ETH Zurich (Switzerland) MSc in Theoretical Physics (Dipl. Phys. ETH)

Professional Activities

Member of the Centre for Process Systems Engineering (CPSE)

Associate Editor for: Computational Management Science Energy Systems Mathematical Programming Operations Research

Program Committee Membership: 10th International Conference on Computational Management Science, 1-3 May 2013, HEC Montreal, CA 22nd European Symposium on Computer Aided Process Engineering, 17-20 June 2012, London, UK 9th International Conference on Computational Management Science (Co-Chair), 18-20 April 2012, London, UK 8th International Conference on Computational Management Science (Co-Chair), 28-30 April 2011, Neuchâtel, Switzerland 3rd International Conference of the ERCIM on Computing and Statistics, 10-12 December 2010, London, UK 7th International Conference on Computational Management Science, 28-30 July 2010, Vienna, Austria 3rd International Workshop on Computational and Financial Econometrics, 29-31 October 2009, Limassol, Cyprus 6th International Conference on Computational Management Science, 1-3 May 2009, Geneva, Switzerland 2nd International Workshop on Computational and Financial Econometrics, 19-21 June 2008, Neuchâtel, Switzerland 5th International Conference on Computational Management Science (Co-Chair), 26-28 March 2008, London, UK

Reviewer for Mathematical Reviews

Member of Mathematical Programming Society, SIAM, ETH Alumni, HSG Alumni

Reviewer for the following journals: Automatica, Computational and Applied Mathematics,  Computational Management Science, Computational Optimization and Applications, Computational Statistics and Data Analysis, Computers and Chemical Engineering, Computers and Operations Research, European Journal of Operational Research, IEEE Transactions on Evolutionary Computation, IMA Journal of Management Mathematics, Information Processing Letters, INFORMS Journal on Computing, International Review of Economics and Finance, Journal of Computational Finance, Journal of Global Optimization, Journal of Industrial Management and Optimization, Journal of Mathematical Analysis and Applications, Journal of the Operational Research Society, Kybernetika, Management Science, Mathematics of Operations Research, Mathematical Programming, Operations Research, Optimization Methods and Software, Quantitative Finance, SIAM Journal on Applied Mathematics, SIAM Journal on Control and Optimization, SIAM Journal on Discrete Mathematics, SIAM Journal on Optimization, The Computer Journal

Industry Affiliations

2002 - 2005	Consultant for a major European energy trader: development and implementation of computational methods for the valuation of electricity derivatives
2001 - 2005	Consultant for an electric power provider in El Salvador: mathematical modelling of the Central American electricity market and development of software tools for the optimal operation of a hydrothermal power system

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