Markus is Head of Multi-Asset and joined Quoniam in 2005. In addition to managing and developing multi-asset strategies, he is an expert in the use of big data in the investment process. He studied economics at the University of Heidelberg and holds a doctorate from the Ludwig-Maximilian University (LMU) in Munich. Before joining Quoniam, Markus worked as a quantitative equity consultant at Deka Investment. His interest in quantitative research is supported by several publications in various academic journals.
Buy Side Day | 15th September
3:20 PM Systematic/ Quant PM Working Group: Systematic FX strategies: How to refine signals and integrate LLM research in production
Systematic FX approaches are evolving as PMs test new datasets, refine signal construction and explore LLMs for research and scenario work. This roundtable focuses on how quant PMs strengthen model robustness, assess signal stability and integrate new tools without compromising governance. A practical exchange on what is genuinely working in production and how systematic FX processes are adapting.
Check out the incredible speaker line-up to see who will be joining Markus.
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