Sascha Wilkens, PhD, CFA, CAIA
Managing Director | Researcher | Quantitative Finance Expert |
Start-Up Investor
A seasoned leader in quantitative finance, Sascha Wilkens brings over 20 years of experience managing global teams and developing advanced mathematical models for financial markets. He has been instrumental in designing and implementing risk management frameworks, supporting the oversight of substantial risk-weighted assets and advancing quantitative approaches in finance. His expertise includes quantitative investment strategies, derivatives pricing and risk modelling, complemented by a strong publication record on topics such as option pricing, risk measurement and model validation, underscoring his contributions to the field.
In addition to his professional career, Sascha has provided seed investments and strategic insight to several start-ups, focusing on healthcare and B2C e-commerce. His support has contributed to successful exits and long-term growth for early-stage ventures.
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Doctorate/Ph.D. in Finance
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Master’s Degree in Business Mathematics
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Chartered Financial Analyst (CFA) designation
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Chartered Alternative Investment Analyst (CAIA) designation
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Financial Risk Manager (FRM) designation
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Certified Energy Risk Professional (ERP) designation
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Professional Risk Manager (PRM) designation
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International Certificate in Banking Risk and Regulation
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Eurex Trader Exam
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Extensive research in mathematical finance and risk modelling (see publication list)
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Referee for academic finance journals
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Memberships: CFA Institute, CAIA Association, Global Association of Risk Professionals (GARP), Professional Risk Managers’ International Association (PRMIA)
Publications
Pairs Trading in the German Stock Market: Is There Still Life in the Old Dog?, forthcoming in: Financial Markets and Portfolio Management.
Quantum Computing for Financial Risk Measurement, Quantum Information Processing, Vol. 22, 2023, Art. 51 (with Joe Moorhouse).
Predicting Stock Index Changes, The Journal of Portfolio Management, Vol. 48, No. 7, 2022, pp. 175-194.
Start-up investments
For over 15 years, Sascha has supported early-stage start-ups with strategic investments, leveraging his extensive financial expertise and industry insights. His approach focuses on providing the capital and strategic backing ventures need to scale effectively and achieve sustainable growth. Several of his investments have resulted in successful exits, showcasing his ability to identify and support high-potential opportunities.
Sascha is a regular participant in worldwide industry gatherings and conferences, as well as smaller, dedicated networks focused on angel investments. These platforms allow him to stay at the forefront of emerging trends, exchange insights with other investors and explore innovative opportunities in various sectors.
While healthcare and B2C e-commerce are typical areas of focus, Sascha remains open to exploring opportunities in other industries and geographies where there is a strong strategic fit. Founders and investors with innovative, scalable ideas are encouraged to connect and explore how collaboration could drive success.