Bernhard Pfaff

Senior Portfolio Manager at Helaba Invest Kapitalanlage

Frankfurt Rhine-Main Metropolitan Area Germany
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Summary

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Senior
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Top School
Bernhard Pfaff is a Senior Portfolio Manager based in the Frankfurt Rhine-Main area with 21 years of experience in multi-asset portfolio management, risk analytics and institutional asset management. He combines a summa cum laude doctorate in economics/econometrics with hands-on roles at Helaba Invest, Invesco and Dresdner Kleinwort, applying portfolio optimization, market risk frameworks and ML/AI methods to pension and multi-asset solutions. His background spans macroeconomic modeling, FX and fixed income model development and investor-facing research, giving him a rare blend of quantitative depth and client-focused portfolio construction. Known for building and maintaining macro models early in his career, he still leverages econometric rigor when translating macro signals into asset allocation decisions. Colleagues value his ability to bridge academic econometrics and practical asset management workflows, particularly in defined-benefit pension contexts. He brings a long-term, research-driven perspective to multi-asset risk and return engineering.
code21 years of coding experience
job20 years of employment as a software developer
bookPre-Diploma, Economics, Pre-Diploma, Economics at University of Goettingen
bookDoctorate, Economics, Summa cum laude, Doctorate, Economics, Summa cum laude at University of Freiburg
bookna, Economics, na, na, Economics, na at UC Davis
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Github Skills (11)

r-package10
convex9
time-series9
optimization8
convex-optimization7
sdmx6
api4
statistics4
r3
metadata2
spss2

Programming languages (2)

RC++

Github contributions (5)

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cran/urca

Dec 2004 - Aug 2022

Contributions:67 commits in 17 years 11 months
bpfaff/lp4rp

Sep 2016 - Jan 2017

Contributions:87 commits, 51 pushes, 5 branches in 4 months
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Bernhard Pfaff - Senior Portfolio Manager at Helaba Invest Kapitalanlage