EDUCATION
2000-2003: Dr. rer. nat. in Mathematics; University of Oldenburg
1997-2000: Diploma in Mathematics; University of Göttingen
WORKING EXPERIENCE
Since 2022: Professor for Quantitative Methods; XU Exponential University of Applied Sciences
Since 2013: Quantitative Analyst, European Stability Mechanism (ESM), Luxembourg. Refinancing and Derivatives, Capital Market Analysis, Business Innovation
2009-2013: Risk Officer, German Finance Agency, Frankfurt. Development of a credit risk strategy for the money market portfolio (€25 billion); Deutsche Finanzagentur.
2007-2009: Quantitative Analyst, Sal. Oppenheim/Equity Derivatives Trading, Frankfurt. Development of pricing tools (e 7 billion portfolio) and technical trading strategies
2007: Quantitative Analyst, Deutsche Bank/Risk Analytics, Frankfurt. Development of scorecards for retail banking
2004-2007: Research Associate, Technical University of Munich, Munich. Research on credit derivatives pricing and risk analysis
RESEARCH FOCUS
Sustainable Finance, Fintech, Capital Market Dynamics
RECENT PUBLICATIONS
Schwendner, Peter; Schüle, Martin; Hillebrand, Martin: Sentiment analysis of European bonds 2016 – 2018, Frontiers in Artificial Intelligence 2 (20), 2019
Schwendner, Peter; Schüle, Martin; Hillebrand, Martin: Sentiment analysis of European bonds 2016 – 2018, Frontiers in Artificial Intelligence 2 (20), 2019
Schwendner, Peter; Schüle, Martin; Ott, Thomas: European Government Bond Dynamics and Stability Policies: Taming Contagion Risks, Journal of Network Theory in Finance 1 (4), 2015
Kadam, Ashay; Hillebrand, Martin: Dynamic credit risk modeling, working paper, 2009
Böcker, Klaus; Hillebrand, Martin: Interaction of Market And Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation, Journal of Risk Vol 11 No 4, 2009
Hillebrand, Martin: On Robust Corner-Preserving Smoothing in Image Processing, monograph, Verlag Dr. Müller, 2008
Müller, Christine: Outlier robust corner-preserving methods for reconstructing noisy images, Annals of Statistics 2007, Vol.35 No. 1, 132-165
Hillebrand, Martin: Modelling and estimating dependent loss given default, RISK, September 2006
Müller, Christine; Hillebrand, Martin: On consistency of redescending M-kernel smoothers, Metrika 2006, Vol. 63 No. 1, 71-90
Hillebrand, Martin: On Robust Corner-Preserving Smoothing in Image Processing (Dissertation, 2003)
SELECTED PUBLICATIONS
2020: How to Run a Primary Market Bond Desk- Developing a Secondary Market, Zurich, University of Applied Sciences.
2019: Predicting Investor Behaviour in European Bond Markets. A Machine Learning Approach, Zurich, European Conference on AI in Finance and Industry and Summit of the Swiss Financial Analysts Association.
2018: Does the Euro Rescue Mechanism Work? Visualizing Market Sentiment, University of Dortmund and University of Luxembourg.
2017: The ESM- a Crisis Mechanism and its Strategic Presence in Volatile Markets: A Quantitative Approach, London, Global Borrowers and Bond Investors Forum