Markus Vogl.
Structured and quantitative Solutions for your Corporation.
Quantitative finance & applied statistics
Data Science & Mathematics
Business Analysis & Business Intelligence
Database Design & Programing
Project Management, EAM & Restructuring
Teaching Assignments & Lectures
Publications
Academic Career
Programming Skills
Certificates
Professional Background
Teaching Assignments & Lectures
- Data Sciencefor algorithmic financial markets
and time series analysis (own university lecture; teaching assignment) - Mathematics I - Fundamentals of Research Mathematics (teaching assignment)
- Project management & case study workshops (teaching assignment)
- Scientific work (teaching assignment)
Publications
- Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic?
- Forecasting performance of wavelet neural networks and other neural network topologies: A comparative study based on financial market data sets.
- Why do mega-projects fail? Knowledge management as a successful basis for effective flood protection measures – Critical success factors as a guarantee for successful realisation.
- Controversy in financial chaos research and nonlinear dynamics: A short literature review.
- Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)
- Hurst Dynamics of S&P500 Returns: Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability
- Chaos Measure Dynamics and a Multifactor Model for Financial Markets
- Apparent differences: Low Volatility und Momentum“ in Institutional Money
- Trend Momentum II: Driving Forces of Low Volatility and Momentum
Academic Career
- Technische Hochschule Aschaffenburg [TH-AB]
[2018 - today] part of a PhD program to obtain the academic degree (doctor)
[2015 - 2017] M.Sc. Economics and Law in Finance - Ostbayerische Technische Hochschule Amberg-Weiden [OTH Weiden]
[2011 - 2014] B.A. Trade and Service Management - Financial & Insurance Markets
Programming Skills
- Python
- R/RStudio
- MySQL
- TSQL
- Microsoft Power BI
Certificates
- Microsoft DataScience certification: T-SQL, Microsoft PowerBI
- AdA-Schein (§2 AEVO und Prüfung nach §6 III AEVO) [German Educator License]
- English UNIcert Level III (C1) certification
- Python for Data Science and Machine Learning Bootcamp
- Computational Fluid Dynamics Fundamentals Course
Professional Background
- Reem Services GmbH@ Major Swiss Bank
[06/2021 – 08/2022] Senior Management Consultant Financial Services in Role Head of Static Counterparty Data Migration - Public Water Association: Cyber Security, IT Restructuring & Enterprise Architecture Role
[2020- tba] - Blackbull International GmbH @ Major Swiss Bank
[09/2019 – 03/2021] Senior Management Consultant Financial Services in Role Head of Static Counterparty Data Migration - Anonymous Client
[02/2019 – 07/2019] Classified Project - University of Applied Sciences Aschaffenburg
[05/2018 – 04/2021] Scientific assistant at the faculty of engineering - North Channel Bank GmbH & Co. KG
[02/2018 – 11/2018] Vice President Projects - Edison Wesley Kleinfield GmbH @ Commerzbank AG
[07/2017 – 01/2018] Big Data Developer & Consultant - Solactive AG
[06/2016 – 03/2017] Financial Markets Data & ETF-Services - Frankfurter Bankgesellschaft (Deutschland) AG
[10/2015 – 06/2016] Financial Controlling & Backoffice - UmweltBank AG
[09/2013 - 02/2014] Projectfinancing Renewable Energy Projects
Ready for success?
We offer you the best possible solution at the highest technical standard. Your visions and challenges are our calling.
Network & Social Media
IT & Data-Services
IT & ethical certified Security Experts, Contacts working for Intelligence Services, Banking Regulations & Tax Investigation
Quantitative Finance
Financial Analysts, Portfolio- & Risk Managers, Experts holding Allowances provided by Banking Regulation Law
Projects & Regulations
Projectmanagers (certified after PRINCE-II, IPMA) & in the Banking Industry established Laywers & Auditors
We also work together (in the areas we offer) with partners in our professional network who are bound to secrecy.
- Data Sciencefor algorithmic financial markets
and time series analysis (own university lecture; teaching assignment) - Mathematik I – Grundlagen der Forschungsmathematik (Lehrauftrag)
- Project management & case study workshops (teaching assignment)
- Scientific work (teaching assignment)
- Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic?
- Insights, Trends and Frontiers: A Literature Review on Financial and Risk Modelling in the Information Age (2008-2019)
- The Development of Management Accounting Employment Ads in Germany: A Textual Analysis Approach
- Climate change versus water management - A literature review based on a bibliometric analysis with citation network analysis illustrated by the example of a pilot project in drinking water supply and flood protection
- Apparent differences: Low Volatility und Momentum“ in Institutional Money
- Trend Momentum II: Driving Forces of Low Volatility and Momentum“ (Berghorn, Otto, Schulz, Vogl), under review
- Financial Time Series Analysis using Wavelets at the 1st QX Data Science Event in Frankfurt am Main
- University of Applied Sciences TH Aschaffenburg
[2018 - today] part of a PhD program to obtain the academic degree (doctor)
[2015 - 2017] M.Sc. Economics and Law in Finance - University of Applied Sciences Amberg-Weiden
[2011 - 2014] B.A. Trade and Service Management - Financial & Insurance Markets
- Python
- R/RStudio
- MySQL
- TSQL
- Microsoft Power BI
- Microsoft DataScience certification: T-SQL, Microsoft PowerBI
- AdA-Schein (§2 AEVO und Prüfung nach §6 III AEVO) [German Educator License]
- English UNIcert Level III (C1) certification
- Python for Data Science and Machine Learning Bootcamp
- Computational Fluid Dynamics Fundamentals Course
- Blackbull International GmbH @ Major Swiss Bank
[09/2019 – 03/2021] Senior Management Consultant Financial Services in Role Head of Static Counterparty Data Migration - Anonymous Client
[02/2019 – 07/2019] Classified Project - University of Applied Sciences Aschaffenburg
[05/2018 – 04/2021] Scientific assistant at the faculty of engineering - North Channel Bank GmbH & Co. KG
[02/2018 – 11/2018] Vice President Projects - Edison Wesley Kleinfield GmbH @ Commerzbank AG
[07/2017 – 01/2018] Big Data Developer & Consultant - Solactive AG
[06/2016 – 03/2017] Financial Markets Data & ETF-Services - Frankfurter Bankgesellschaft (Deutschland) AG
[10/2015 – 06/2016] Financial Controlling & Backoffice - UmweltBank AG
[09/2013 - 02/2014] Projectfinancing Renewable Energy Projects
- University of Applied Sciences TH Aschaffenburg
[2018 - today] Bachelor study of electrical engineering - Advanced Technical College Certificate
[2012 - 2013] Course at Tauberbischofsheim - Training
[2009 – 2012] Graduation as electronics salesman with awards as top of the year from school and chamber of handicrafts - Technical School Aschaffenburg
[2004 - 2005] Information Technology Subject
- Proof-of-concept of a socket-based, platform-independent control application of automation applications
- Software solution for the acquisition of academic writings and their bibliometric processing and presentation
- Integration solution of cost-efficient hardware & software for recording and managing vehicle fleets
- Proof-of-concept of cost-efficient 3D printing as an alternative to industrial solutions in micro-manufacturing
- Co-founder and board member of Maker Space Schaffenburg e. V.
- Public Relations & Youth Development
- Co-award winner of the Innovation Award - Honorary Office of the State of Bavaria
- Co-award winner of the Agenda 21 Award of the City of Aschaffenburg
- Course instructor in the field of electronics, software and networking
- C, C++
- Python
- OpenSCAD
- RH Group
[02/2015 - today] Technical Administrator - DEVK
[07/2008 - 08/2014] Self employed Insurance Agent - Telephone service provider
[08/2005 - 07/2008] Sales & Level 1&2 Support