OLZ Research Team Science at OLZ - Our Research Team

Patrick is a Senior Quantitative Researcher and Deputy Head of Research at OLZ AG. He joined OLZ in 2018 and was previously a postdoctoral researcher at the Institute of Banking and Finance at the University of Zurich (UZH), where he is still active in academic research as a Senior Academic Affiliate. He holds a PhD from UZH and Master's degrees from ETH Zurich and UZH in Quantitative Finance. He also holds a Master's degree in Mathematics, and a Bachelor's degree in Economics from the University of Tübingen. He conducted research at Columbia University in New York City as a visiting scholar funded by the Swiss National Science Foundation. Patrick's area of expertise is quantitative asset and risk management, where he applies methods ranging from statistical and econometric modeling to recent machine learning approaches. He has published articles in top-tier journals and spoken at international conferences. He also gained practical experience at Commerzbank and Ernst & Young.

Gianluca is a Senior Quantitative Researcher at OLZ AG and conducts research as a Senior Research Associate at the University of Zurich (UZH) and at the New York University (NYU) Stern Volatility and Risk Institute. He joined OLZ in 2021 and was previously a postdoctoral fellow at Yale University, visiting scholar at NYU, and a lecturer at UZH. He holds a PhD from UZH and a Master's degree from ETH Zurich in Quantitative Finance. In addition, he studied Management and Economics also at UZH. Gianluca is a proven expert in the estimation of covariance matrices and minimum variance portfolios for quantitative asset and risk management solutions. He has published numerous articles in high impact journals and has spoken at international conferences. He has received several awards and grants for his research (e.g. Swiss Risk Award and SNSF Grant) and previously gained practical experience at UBS, AXA and Zurich.

Antonello is a Senior Quantitative Researcher at OLZ AG and joined the firm in 2016. He holds the MSc Quantitative Finance from ETH Zurich and University of Zurich and remains closely involved with the program as President of the Zurich Quantitative Finance Alumni Club. He also holds a Master's and Bachelor's degree in Mathematics from the University of Tor Vergata in Rome with a focus on probability theory. Antonello's area of expertise is quantitative asset management with a focus on sustainability, factor strategies and machine learning.