Our Team
The people building the future of portfolio risk intelligence
Financial Engineer
Luca Ding
Specializes in quantitative risk modeling and portfolio optimization strategies. Leads the development of our core risk analysis framework and factor decomposition methodology. Currently studies Economics and Mathematics at the London School of Economics.
Software Engineer
Julian Weide
Architects scalable backend systems and real-time data pipelines. Ensures platform reliability and seamless integration with market data providers. Currently studies Computer Science at the ETH Zurich.
Quantitative Engineer
Marvin He
Develops advanced statistical models and regime detection algorithms. Bridges the gap between academic research and production-grade implementations. Currently studies Physics at the ETH Zurich.
Software Engineer
Janes Zipf
Crafts intuitive user interfaces and data visualization systems. Transforms complex risk metrics into actionable insights through thoughtful design. Currently studies Computer Science at the Karlsruhe Institue for Technology.
Advisory Board
Industry Advisor
Christopf Ohme, CFA
Brings decades of experience in institutional asset management. Provides strategic guidance on product-market fit and industry partnerships.
Technical Advisor
Dr. Andreas Fuest
Former quantitative researcher at a leading hedge fund. Advises on cutting-edge risk modeling techniques and academic collaborations.
Technical Advisor
Dr. Liang Ding
Extensive background quantitative research and asset management. Earned his PhD in Financial Engineering from the Karlsruhe Institute of Technology
Academic Advisor
Dr. Ragvir Sabharwal
Distinguished Lecturer of financial risk management and statistics. Ensures our methodologies align with the latest academic research and best practices. Dr Sabhawal earned his PhD in Statistics and MRes in Financial Mathematics from the London School of Economics.