Menu
Santiago Walliser
Portfolio Manager JMS Invest
PhD Candidate University of Zurich
Co-Founder Chiron-Services
Multi-lingual, interdisciplinary quantitative finance professional with extensive experience in data science and investment strategy development, particularly using NLP-based sentiment analytics. Wide spectrum of interests combined with strong analytical skills based on perseverance and tenacity allow finding creative and innovative solutions. Ongoing part-time work during studies proves time management capabilities. Well-developed communication and interpersonal skills enable me to perform as an effective team player. Leadership experience rests on a proactive character and organizational capabilities.
Experience
Feb 2022 – Present
Zurich, Switzerland
JMS Invest – Hedge Fund, Systematic EU Small Caps L/S
Portfolio Manager
Apr 2021 – Dec 2021
Zurich, Switzerland
UBS – Artificial Intelligence Center of Excellence
NLP and Sentiment Specialist, 60%
Jan 2020 – Dec 2020
Zurich, Switzerland
UBS – Artificial Intelligence Center of Excellence
Quantitative Analyst / IT Software Engineer
Dec 2019 – Present
Zurich, Switzerland
Chiron Services – Digital Transformation Startup
Co-Founder
Oct 2018 – May 2020
Zurich, Switzerland
PMP – Portfolio Management Program
Quantitative Portfolio Manager – Team Leader, 25%
Sep 2017 – Jul 2020
Zurich, Switzerland
ETH Zurich – Department of Management, Technology and Economics
Data Scientist – Research Assistant – Chair of Technology and Innovation Management, 40%
Sep 2017 – Oct 2018
Zurich, Switzerland
ETH Zurich – KOF Swiss Economic Institute
Data Scientist – Research Assistant – Research Division Innovation Economics, 40%
Jun 2015 – Aug 2015
Madrid, Spain
Link Securities – Fund and Brokerage
Financial Analysis and Trading – Summer Intern
Nov 2013 – Jun 2015
Basel, Switzerland
Securitas AG – Swiss Guarding Company
Security and Guarding Specialist, 30%
Education
Sep 2021 – Present
University of Zurich, CH
PhD Candidate – Chair for Entrepreneurship
Researching Quantitative Investment Strategies based on Sentiment Analytics
Summa cum laude expected course work graduation.
Sep 2018 – Jul 2021
University of Zurich, CH
Master’s degree – Quantitative Finance, 5.7/6
Specialization in Quantitative Investment Strategies and Macroeconomics
Summa cum laude, top 4.3% overall. Further attended lectures in the departments of Mathematics and Computer Science at ETH Zurich.
My thesis ”Ahead or behind the curve: The impact of public and private information in option implied sentiment” was rated as excellent (6/6).
Sep 2013 – Jul 2016
ETH Zurich, CH
Bachelor’s degree – Computer Science, 4.5/6
Specialization in Information and Data Processing
Completed more than 60 credits towards a Bachelor of Science ETH CS.
Sep 2013 – Jul 2016
University of Zurich, CH
Bachelor’s degree – Business and Economics, 5.1/6
Specialization in Finance and Econometrics
Focus on econometrics, finance, and multivariate data analysis. My written thesis ”Liquidity provision by High Frequency Trading – The effect of speeding up the SIX Swiss Stock Exchange” was rated as excellent (6/6).
Summer Schools
Jul 2019 – Jul 2019
Swiss National Computing Center, CH
CSCS-USI Summer School, 37/40
Effective High-Performance Computing and Data Analytics with GPUs
Jun 2019 – Jun 2019
EPF Lausanne, CH
EPFL Summer School, 5.75/6
Computational Methods for Economists: Text Analysis and Agent-Based Models
Jun 2016 – Aug 2016
Harvard University, USA
Harvard Summer School, 3.7/4
Intensive Introduction to Computer Science Using Java
Programming
Python
R
Java
C++
MATLAB
Javascript
STATA
PostgreSQL
mongoDB
VBA
Bloomberg
LATEX
Interests
Professional
- Quantitative Research
- Fundamental Equity Analysis
- Portfolio Management
- Natural Language Processing
- Artificial Intelligence
- Entrepreneurship
Research
- Sentiment Analytics
- Quantitative Trading Strategies
- Asset Pricing
Personal
- Photography
- Portrait
- Street
- Sports
- Brazilian Jiu Jitsu
- Scuba Diving
- Tennis
- Weightlifting & Nutrition