About

Hi, I’m Tim and this is my personal website. There is a blog where I write about topics related to math, programming and languages in an attempt to organize my knowledge and expand on concepts. It serves as a personal archive for my own understanding of said topics.

Beside blogging, I have also set up a projects page where I talk about pastime projects, e.g. mathematical problem solving, language learning or genealogical research.

Below there is some more information about myself. In case you want to contact me, you’ll find a mail address on the front page. As I do not use any social media, this is also the only means available.

Education & Profession

I am a quantitative economist / econometrician by training and currently work full-time as a quant consultant in the financial industry with a special focus on software engineering, MLOps and applied artificial intelligence.

M.Sc. (First of class) in Economics, 2019, with a specialization in econometrics and quantitative economics. Final thesis dealth with tabular reinforcement learning methods and its mathematical exposition in particular.

B.Sc. (Upper-Second) in Pure Mathematics, 2019. Final thesis dealt with spectral theory of certain boundary value problems.

B.A. (Upper-Second) in Philosophy and Economics, 2016. Final thesis dealt with GARCH processes during the financial crisis of 2008-2009.

Coding

Interests

Modern Software Engineering and Applied Artificial Intelligence, e.g. Cloud Native MLOps or the statistical theory of reinforcement learning (SARSA, Q-Learning and all its variants).

Applied Econometrics (Regression modelling, causal inference, general machine learning methods)

Quantitative Risk Management (Risk metrics, Copulas, Extreme Value Theory, Credit Risk)