Patrick Aschermayr
Quantitative Researcher at Brevan Howard
Based in Switzerland
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Seniority
Staff
Department
Science
Location
Switzerland
Industry
Investment Management
Company size
1.1K
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p•••••••@brevanhoward.com
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Background
About Patrick Aschermayr
I am currently employed as a Quantitative Researcher at Brevan Howard. Prior to joining Brevan Howard, I successfully completed my PhD in Statistics at the London School of Economics. During my doctoral journey, I was advised by Kostas Kalogeropoulos and Pauline Barrieu. My PhD studies primarily focused on the application of Sequential Bayesian Learning for State Space Models. This involved developing methodologies to estimate model parameters in both batch and time series settings, with a particular emphasis on latent variable models. In addition to my academic pursuits, I have actively contributed to the open source community. You can find some of my notable contributions and a copy of my resume on my homepage, https://paschermayr.github.io.
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