Christian heads up Deutsche AM’s Multi Asset & Solutions Group, which manages €100bn+ assets across a wide spectrum of Multi Asset Funds and bespoke Mandates for institutional to retails client. He is member of the CIO Global Management Committee as well as Chairman of the Global Multi Asset Investment Committee.
Christian joined Deutsche Bank in 2007. Previously he worked for UBS and Nomura in London as a senior trader and book runner. He started his career in 1997 as a Consultant at Arthur Andersen where he built up the risk consultancy and strategic advisory group.
Christian holds a MSc in Physics from Technical University Clausthal, and a MSc in Mathematical Finance (with distinction) from Oxford University, where he used to teach later on as an industry expert.
In this paper, the authors introduce an approach to cluster asset classes by correlation distance and then outline how these results can be used to design portfolios that are optimal in a group risk parity (GRP) framework.