FORSCHUNGSINTERESSE
Sustainable Finance, Fintech, Capital Market Dynamics
BERUFSERFAHRUNG
Seit SoSe22: Professor für Quantitative Methoden an der XU Exponential University
Seit 2013: Quantitativer Analyst, Europäischer Stabilitätsmechanismus (ESM), Luxemburg. Funding und Derivate, Kapitalmarktanalyse, Geschäftsinnovation
2009-2013: Risikoanalyst, Deutsche Finanzagentur, Frankfurt. Entwicklung einer Kreditrisikostrategie für das Geldmarktportfolio (€25 Mrd) der Deutschen Finanzagentur
2007-2009: Quantitativer Analyst, Sal. Oppenheim/Equity Derivatives Trading, Frankfurt. Entwicklung von Pricing Tools (€7 Mrd Portfolio) und technischen Handelsstrategien
2007: Quantitativer Analyst, Deutsche Bank/Risk Analytics, Frankfurt. Entwicklung von Scorecards für das Privatkundengeschäft
2004-2007: Wissenschaftlicher Mitarbeiter, TU München, München. Forschung zum Kreditderivatepricing und zur Kredirisikoanalyse
AUSBILDUNG
2000-2003: Dr. rer. nat. in Mathematik an der Universität Oldenburg
1997-2000: Diplom in Mathematik an der Universität Göttingen
PUBLIKATIONEN
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)
AUSGEWÄHLTE PRÄSENTATIONEN
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
