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Christoph Reschenhofer

Christoph Reschenhofer

Private Banking

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location of Christoph ReschenhoferVienna, Vienna, Austria

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  • Timeline

  • About me

    PhD | Ass.Prof. @ WU | R&D @ IQAM

  • Education

    • Higher Technical School Braunau

      2004 - 2009
      High School Technical Computer Science and Electronics Distinction

      Activities and Societies: HTL Big Band

    • WU (Vienna University of Economics and Business)

      2017 - 2022
      Doctor of Philosophy - PhD Finance, General 1.0

      Dissertation: Essays on the Timing and Combination of Equity Factors- Empirical Asset Pricing- Portfolio Management- Financial Modelling

    • WU (Vienna University of Economics and Business)

      2014 - 2017
      Master's Degree MSc. in Quantitative Finance

      Activities and Societies: WU Investment Club Master Thesis:Can Differences in the Risk Premia of Global Equity Markets be Exploited by Macroeconomic Characteristics? A Parametric Portfolio Optimization Approach.Specializations:- Portfolio Management- Advanced Topics in Asset Pricing- Advanced Topics in Financial Mathematics

    • WU (Vienna University of Economics and Business)

      2011 - 2014
      Bachelor's Degree BSc. in Economics

      Activities and Societies: WU Investment Club Bachelor Thesis: Entry and competition based on market size for retail stores in Austria Specializations: - Money and Business Activity- Corporate Governance- Industrial Economics

    • Arizona State University - W. P. Carey School of Business

      2016 - 2016
      Master’s Degree Finance

      Classes in:- International Finance- Portfolio Engineering- Advanced Financial Management

  • Experience

    • Raiffeisenbank Region Braunau

      Jul 2010 - Feb 2013
      Private Banking

      - Own responsibility of assigned clientele - Advising on portfolio decisions and granting loans - Completion of different bank specific, customer oriented seminars

    • WU (Vienna University of Economics and Business)

      Sept 2014 - Jul 2015
      Research Assistant

      - Assisting Professors at the Department for Economics- Correcting exams and homework assignments- Data gathering and processing- Preparing lecture material

    • Raiffeisen Bank International AG

      Jun 2015 - Jul 2016
      Quant Research for Emerging Markets

      - Asset allocation - Quantitative modeling- Programming in R- Writing frequent reports for CEE and Emerging Markets- Research using Bloomberg and Reuters

    • PwC Austria

      Mar 2017 - Apr 2017
      Internship Consulting

      - Stresstesting- IFRS 9 / Basel IV Support

    • WU (Vienna University of Economics and Business)

      May 2017 - now

      - Research areas: Asset pricing, portfolio management, factor investing- Teaching Finance at the Bachelor level- Supervising Bachelor theses- Correcting exams and homework assignments - Research in Finance and Empirical Asset Pricing- Teaching Finance at the Bachelor level- Supervising Bachelor theses- Correcting exams and homework assignments- Assisting Professors at the Institute for Finance, Banking and Insurance

      • Assistant Professor (non-tenure)

        Sept 2022 - now

      • Teaching and Research Associate

        May 2017 - Aug 2022

    • Research Institute for Capital Markets

      Oct 2017 - May 2019

      - Student program for ”real-money” asset management (AUM EUR 1.55M, per 05/2018)- Implementation of dynamic asset and risk management strategies for the optimization ofportfolio returns - Analysis of macro-economic developments in equity, bond and FX markets- Research of long term dynamics of the risk premia in different asset classes

      • Portfolio Manager

        May 2018 - May 2019

      • Analyst

        Oct 2017 - Apr 2018

    • IQAM Invest GmbH

      Feb 2019 - now

      - Quantitative research in factor investing- Evaluation of investment strategies- Performance and risk reporting- SQL data management- R and Rcpp package development

      • Research and Development Executive

        Jun 2023 - now

      • Research and Development

        Feb 2019 - May 2023

  • Licenses & Certifications

    • Passed CFA Level 2

      CFA Institute
      Jun 2019

    • Passed CFA Level I

      CFA Institute
      Jun 2018

  • Honors & Awards

    • Awarded to Christoph Reschenhofer
      Winner of CFA Society Austria Prize 2022/23 CFA Society Austria Feb 2023 https://e-fundresearch.com/research/artikel/46987-cfa-society-austria-prize-202223-die-entscheidung-ist-gefallen
    • Awarded to Christoph Reschenhofer
      Macro-Outlook Winner 2019 Research Institute for Capital Markets Jan 2019 1st place in the yearly Macro-Outlook challenge among 30 analysts and managers at the Research Institute for Capital Markets.
    • Awarded to Christoph Reschenhofer
      Merit-Based Scholarship Grant Republic of Austria December 1, 2018
    • Awarded to Christoph Reschenhofer
      Runner-up in Erste Asset Management Challenge Erste Asset Managment Dec 2018 https://eamchallenge.e-fundresearch.com/
    • Awarded to Christoph Reschenhofer
      Macro-Outlook Winner 2018 Research Institute for Capital Markets Jan 2018 1st place in the yearly Macro-Outlook challenge among 30 analysts and managers at the Research Institute for Capital Markets.
    • Awarded to Christoph Reschenhofer
      Study Abroad Scholarship Republic of Austria August 1, 2016
    • Awarded to Christoph Reschenhofer
      Merit-Based Scholarship Grant Republic of Austria September 1, 2014