Patrick Aschermayr
Quantitative Researcher
London, England, Switzerland
Summary
👤
Senior🎓
Top SchoolPatrick Aschermayr is a quantitative researcher at Brevan Howard with 8 years of experience applying Bayesian methods to signal generation and uncertainty quantification in global macro markets. He holds a PhD in Statistics from LSE, where his thesis on sequential Bayesian learning and state-space models tackled parameter estimation and latent dynamics in time-varying financial systems. His work focuses on online Bayesian inference, sequential learning for regime detection, and real-time signal combination—skills honed through both academic teaching and applied portfolio programs. Patrick combines rigorous academic foundations (ETH Zurich MSc in Quantitative Finance and a top-1% BSc from WU) with hands-on industry experience across asset management and strategic beta at Deutsche Bank and Deutsche Asset Management. He contributes to open-source projects and shares technical insights publicly, signaling an active interest in translating research into deployable tools. Colleagues value him for bridging advanced probabilistic modeling with practical market-facing solutions during structural market shifts.
8 years of coding experience
2 years of employment as a software developer
Bachelor of Science (BSc), Business, Economics and Social Sciences, Distinction, GPA: 1.31 (1.00 Best, Top 1% of Class), Bachelor of Science (BSc), Business, Economics and Social Sciences, Distinction, GPA: 1.31 (1.00 Best, Top 1% of Class) at WU (Vienna University of Economics and Business)London School of Economics and Political ScienceMaster of Science (M.Sc.), Quantitative Finance, GPA: 5.4 (6.0 Best), Master of Science (M.Sc.), Quantitative Finance, GPA: 5.4 (6.0 Best) at ETH Zurich
Russian, English, German
Github Skills (49)
distributions10
probability9
bayesian-inference9
julia9
mixed-models8
control-flow8
statistics8
gradient7
stochastic7
mathematical7
statistical-models7
automatic-differentiation6
machine-learning6
sampling6
r-package6
Programming languages (2)
Github contributions (5)
paschermayr/BaytesCore.jl
Jan 2022 - Oct 2023
Core structures that are shared for various Baytes modules
Contributions:228 pushes, 3 branches, 38 tags in 1 year 10 months
paschermayr/BaytesFilters.jl
Jan 2022 - Oct 2023
A library to perform particle filtering for one parameter in a `ModelWrapper` struct.
Contributions:170 pushes, 1 branch, 37 tags in 1 year 9 months
particlepythonparameterstructfiltering
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