CV

tl;dr: download formal CV

Google Inc (2013 – Present)
Since January 2013 I am a quantitative analyst and researcher in the quantitative marketing (QM) team at Google, NYC. We work on a wide range of problems related to advertising, marketing, sales but also get into projects all across Google that have interesting statistical, ML challenges (Google Flu, recommendation systems, …). For more information on my work there visit research.google.com.
PhD in Statistics, Carnegie Mellon University (2009 – 2012)
In my thesis I worked on nonparametric optimal prediction, complexity measures, and automated pattern-recognition of space-time processes (random fields), and the statistical theory thereof. My advisors were Cosma Shalizi and Larry Wasserman in the statistics department at CMU.
Apart from my thesis research I worked on a range of problems in time series, clustering, forecasting, skewed and heavy tailed distributions, etc — see the Research page.
Research and teaching assistant, instructor in PUC, Chile (2008)
In 2008 I visited the Department of Statistics at the Pontificia Universidad Catolica de Chile, Santiago, and worked as a research and teaching assistant with Wilfredo Palma. In the second semester I taught my own time series analysis course to statistics grad students.
Diplom-Ingenieur (MS equivalent) in mathematics at Vienna UT (2002 – 2007)
I obtained the engineer’s degree Diplom-Ingenieur (MS equivalent) in Technical Mathematics at the Technical University of Vienna (Vienna UT) from 2002 – 2007. (So I happily finished before the completely useless and addle Bologna process could affect me.) After two years of pure math courses, I specialized in applied math in economics, i.e., one main part was optimization, the other one regression and time series analysis. I wrote my diploma thesis in the field of time series analysis about “Long Memory versus Structural Breaks – A time-varying memory approach” under supervision of Manfred Deistler (an interview in Econometric Theory). See (add) for a pdf copy; a slightly modified, corrected version of it is available as a book at amazon.com or morebooks.de.
Good to see that – at the very least – my work is not just collecting dust in the library of the university.