CHRISTOPH SCHEUCH2016 Barcelona Gra duate Sch ool of Econ omics Barcelona, ES Data Science & Machine...

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2020 2015 Vienna Graduate School of Finance Vienna, AT PhD, Finance 2015 2012 University of Vienna Vienna, AT Mag. rer. soc. oec., Economics 2012 2009 University of Vienna Vienna, AT Bakk. rer. soc. oec., Economics 2020 wikifolio Financial Technologies AG Vienna, AT Head of BI & Data Science I supervise and develop a broad range of tools to analyze user behavior and product performance. 2020 2015 WU (Vienna University of Economics and Business) Vienna, AT Prae-Doc Reseacher FWF-nanced project assistant at the Vienna Graduate School of Finance since September 2015. My main duties are contributing to scientic projects, active participation at international conferences and teaching business students. 2015 Fiancial Market Authority (FMA) Vienna, AT Intern Part of the supervision of non-bank nancial institutions in April and May 2015. My tasks included evaluating data for insurance sector stress testing and compiling reports pertainting to nancial stability . 2015 Institute for Advanced Studies (IHS) Vienna, AT Research Assistant I updated a project on social security fraud in the Austrian construction sector in February and March 2015. 2015 2014 Ithuba Capital AG Vienna, AT Intern Part of the portfolio advisory team from November 2014 to January 2015. I compiled reports for debt restructuring negotiations and translated code for pricing of collateralized debt obligations. CONTACT christophscheuch christophscheuch christophscheuch.github.io LANGUAGE SKILLS R Stata LaTeX SQL Markdown Matlab Python Julia Last updated on 2020-07-19. CHRISTOPH SCHEUCH I am Head of Business Intelligence and Data Science at wikifolio and I received my PhD from the Vienna Graduate School of Finance with a research focus on the economics of new nancial technologies and big data analysis. EDUCATION | | | WORK EXPERIENCE | |

Transcript of CHRISTOPH SCHEUCH2016 Barcelona Gra duate Sch ool of Econ omics Barcelona, ES Data Science & Machine...

Page 1: CHRISTOPH SCHEUCH2016 Barcelona Gra duate Sch ool of Econ omics Barcelona, ES Data Science & Machine Learning Summer School On e -week course taught by Alexan dros Karatzoglo. 2016

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2015Vienna Graduate School of Finance Vienna, ATPhD, Finance

2015

2012University of Vienna Vienna, ATMag. rer. soc. oec., Economics

2012

2009University of Vienna Vienna, ATBakk. rer. soc. oec., Economics

2020wikifolio Financial Technologies AG Vienna, ATHead of BI & Data Science

I supervise and develop a broad range of tools to analyze user behaviorand product performance.

2020

2015WU (Vienna University of Economics and Business) Vienna, ATPrae-Doc Reseacher

FWF-�nanced project assistant at the Vienna Graduate School ofFinance since September 2015. My main duties are contributing toscienti�c projects, active participation at international conferences andteaching business students.

2015Fiancial Market Authority (FMA) Vienna, ATIntern

Part of the supervision of non-bank �nancial institutions in April andMay 2015. My tasks included evaluating data for insurance sector stresstesting and compiling reports pertainting to �nancial stability .

2015Institute for Advanced Studies (IHS) Vienna, ATResearch Assistant

I updated a project on social security fraud in the Austrian constructionsector in February and March 2015.

2015

2014Ithuba Capital AG Vienna, ATIntern

Part of the portfolio advisory team from November 2014 to January 2015.I compiled reports for debt restructuring negotiations and translatedcode for pricing of collateralized debt obligations.

CONTACT christophscheuch

christophscheuch

christophscheuch.github.io

LANGUAGE SKILLSR

Stata

LaTeX

SQL

Markdown

Matlab

Python

Julia

Last updated on 2020-07-19.

CHRISTOPH SCHEUCHI am Head of Business Intelligence and Data Science at wikifolio and I receivedmy PhD from the Vienna Graduate School of Finance with a research focus onthe economics of new �nancial technologies and big data analysis.

EDUCATION

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WORK EXPERIENCE

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2013

2012Institute for Advanced Studies (IHS) Vienna, ATResearch Assistant

Part of the labour market and social security group from May 2012 toOctober 2013. I maintained the in-house tax-bene�t model andcontributed to several projects on the Autrian tax and pension system.

Solo-authoredCrowdfunding and Demand Uncertainty

I use mechanism design theory to characterize the pro�t-maximizingcrowdfunding mechanism when consumers have private informationabout possible reservation prices.I presented the paper at the Second Toronto FinTech Conference andthe 2018 and 2019 VGSF Conference.

with Nikolaus Hautsch and Stefan VoigtBuilding Trust Takes Time: Limits to Arbitrage in Decentralized Markets

We demonstrate how blockchain-based settlement introduces a novelfriction to cross-market trading.I developed the R package ‘CryptoX’ to collect orderbook data from thepublic APIs of crypto exchange and complemented it by acomprehensive database of Bitcoin transactions.I presented the paper at the 2018 Crypto Valley Blockchain Conference,the 2018 Finance Research Day in Graz, the 2019 Financial IntermediationResearch Society Conference and the 2019 European FinanceAssociation Meeting.

with Francesco D’Acunto, Thomas Rauter and Michael WeberPerceived Precautionary Savings Motives: Evidence from FinTech

We show that households with higher liquid wealth behave as if theyfaced strong precautionary savings motives even if no observablessuggest they should do so.I used R to aggregatre more than 50 million individual transaction to asample of monthly user �nancial characteristics which I analyzed inStata.

with Alexander Mürmann and Thomas Rauter

Fishing with Pearls: Fishing with Pearls: The Value of LendingRelationships with Prestigious Firms

We show that lenders compete for prestigious borrowers and offer lowerupfront fees to initiate lending relationships with them.I used SQL and R to construct a comprehensive set of syndicated loandeals in the US which I analyzed in Stata.I presented the paper at the 2018 Financial Intermediation ResearchSociety Conference.

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RESEARCH EXPERIENCE

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with Alexander Mürmann and Maria ChaderinaThe Dark Side of Liquid Bonds in Fire Sales

We argue that institutional investors fail to internalize the negativeimpact they exert on other market participants in �re sales.I used SQL and R to analyze more than 10 years of individual corporatebond transactions and thousands of raw insurance company �lings.I presented the paper at the 2016 and 2017 VGSF Conference.

with Maria ChaderinaWhy Do Mutual Funds Hold Cash?

We theoretically argue that mutual fund managers sell illiquid assets inresponse to redemptions to preserve the optimal fund size.

2019Perm Winter School Perm, RUInstructor

I was an instructor for ‘Liquidity Monitoring’ on cryptocurrency markets.

2019

2016WU (Vienna University of Economics and Business) Vienna, ATThesis Supervisor

I supervised 12 Bachelor students who wrote theses on cryptocurrencymarkets and interest rate modeling.

2017Gutman Center for Portfolio Management Vienna, ATTutor

I supervised students who worked on FinTech as part of the GutmanPrivate Wealth Management Seminar.

2017WU (Vienna University of Economics and Business) Vienna, ATTeaching Assistant

I taught ‘Linear Algebra’ to business students.

2014

2012Technical University of Vienna Vienna, ATTeaching Assistant

I taught ‘Microeconomics’ to mathematics students in the summerterms of 2012 and 2014.

2013

2011University of Vienna Vienna, ATTeaching Assistant

I was a teaching assistant for the courses ‘Calculus’, ‘Keynes forBeginners’, ‘International Macroeconomics’, ‘Growth, Distribution andWage Policy’ and ‘Macroeconomics and Inequality’

TEACHING EXPERIENCE

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2020WU (Vienna University of Economics and Business) Vienna, ATDepartment Research Award

Award for excellent research achievements of young researchers.

2019Second Toronto FinTech Conference Toronto, CABest Doctoral Student Paper

Award for the paper ‘Financing under Demand Uncertainty’.

2017American Finance Association Chicago, USStudent Travel Grant

Travel grant to help defray the costs of attending the annual meeting.

2017Lykke Exchange Zurich, CHLykke Streams Winner

Winner of competition to set up a simple trading environment in R.

2015Austrian National Bank (OeNB) Vienna, ATFranz Weninger Award

Award for outstanding master thesis in the �eld of monetary policy.

2013

2010Austrian Federal Ministry for Science and Research Vienna, ATPerformance Scholarship

Scholarships for outstanding academic achievements.

2010Of�ce of the Federal Government of Lower Austria St. Pölten, ATWindhag Scholarship

Scholarship for outstanding academic achievements.

2019

University of Chicago Booth School of Business Chicago, USVisiting PhD Student

Two-month stay to work with Thomas Rauter and Michael Weber.

2019Journal of Financial EconomicsReviewer

Ad-hoc reviewer for a top 3 �nance journal.

2017

Senacor Technologies Vienna, ATBlockchain & Smart Contracts Workhshop

Two-day workshop taught by Daniel Karzel.

AWARDS

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FURTHER ACTIVITIES

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2016Barcelona Graduate School of Economics Barcelona, ESData Science & Machine Learning Summer School

One-week course taught by Alexandros Karatzoglo.

2016Norwegian School of Economics Bergen, NOMarket Microstructure Workshop

Two-day course taught by David Easley and Maureen O’Hara.

2015

2013University of Vienna Vienna, ATStudent Representative

Student representative for the Austrian National Union of Students.

2015

2011Roter Börsenkrach Vienna, ATActivist

Editor, layouter and co-author of a paper for economics students.

2013Institute for Advanced Studies (IHS) Vienna, ATStudent Representative

Representative of research assistants at the Institute’s conference.

2012

2011University of Vienna Vienna, ATClass of Excellence

One-year program to promote the best and most promising students.

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