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Work Experience

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International Monetary Fund (IMF), Monetary and Capital Markets Department

(August 2018-)

Financial Sector Expert

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​Macroeconomic and Asset Price Forecasts

  • · Lead forecasting of asset prices and macroeconomic activity

  • · Designed factor-models to assess overvaluation in global equity and bond markets

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Bank and Non-bank Financial Institutions

  • · Lead stress test and scenario design to assess fragility in banks, mutual funds, and insurances

  • · Monitored bank and non-bank fragility for IMF country missions in Hong Kong SAR and Japan

  • · Selected as team lead for the IMF’s Global Financial Stability Report on the Sovereign-Bank Nexus in Emerging Markets (Chapter 2 April 2022)

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Real Estate

  • · Lead regular monitoring and analysis of commercial real estate valuation and fragility

  • · Selected as team lead for the IMF’s Global Financial Stability Report on Commercial Real Estate Financial Stability Risks During the Covid-19 Crisis and Beyond (Chapter 3 April 2021)

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European Central Bank (ECB), Systemic Risk and Financial Institutions Division,

(August 2017-July 2018)

Research Analyst / Expert 

  • Proposed and constructed a composite index of systemic risk to predict negative GDP shocks using time-varying factor models and quantile regressions

  • Measured interbank contagion risk by applying agent-based network models to bilateral exposures between euro area banks

  • Modeled the term structure implications of negative interest rate policy

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European Central Bank (ECB), Financial Stability Surveillance Division

(2016 – 2017)

PhD Trainee​

  • Quantified the effects of negative interest rates on bank profitability and systemic risk

  • Identified the determinants of bank mergers through an endogenous matching model

  • Analyzed the effects of loan market concentration on firm loan rates

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Deutsche Bundesbank, Research Department

(2015 – 2016)

PhD Research Assistant

  • Modeled and estimated the impact of interbank market frictions on firm loan supply

  • Conducted policy analysis on banks’ strategic choice of network position

  • Designed machine learning algorithms for the harmonization of supervisory data

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