Hello.
Dr. Jochen Krause
Expert in financial technology and lending
Germany / Switzerland / Europe
ContactProfile
I combine economics, finance, statistics, project management and software engineering — from risk modeling and data models to reporting, planned, implemented and run in production. As co-founder of the consulting boutique Valdon and an enthusiast for start-ups and spin-offs, I have digitized Swiss and German SMEs and fintechs end to end since 2016. Before that, I was a Senior Research Associate at the Department of Banking and Finance of the University of Zurich, supported by the Swiss National Science Foundation.
- Financial technology and lending
- Management consulting
- Risk modeling
- Data science
- Data models
- Planning and implementation
- Software development and architecture
- Reporting
Consulting topics
Start-ups and company formation
From idea to company: business model, build-up and technology — from first-hand founding experience.
Risk management and portfolio design
Risk models for securities, value-at-risk and expected shortfall, construction and optimization of portfolios.
Big data, data science and AI
Statistical forecasting, machine learning and artificial intelligence, from prototype to production.
Process automation
Digitizing and automating recurring processes, from application to reporting.
Taxation under the Germany–Switzerland treaty
Practical orientation for cross-border work under the double taxation agreement.
Social security Germany–Switzerland
Practical orientation on coverage and jurisdiction when working in both countries.
On tax and social security questions I offer orientation from my own practice; binding advice is provided by tax advisers and lawyers.
Keywords
- Economics
- Finance
- Applied statistics
- Financial econometrics
- Time series analysis
- Risk modeling
- Risk management
- Credit risk
- Portfolio optimization
- Data science
- Machine learning
- Artificial intelligence
- Software development
Experience
since 2022
Advisor
Swiss Stablecoin AG, Zurich
Stablecoin infrastructure for banks.
since 2021
Angel Investor
Swiss and German start-ups
Capital, network and experience to boost companies.
since 2018
Managing Partner
Covee Financial Data Science, Berlin
Teams and topics in financial data science.
since 2017
Lecturer
University of Zurich
Annual start-up seminar at the Department of Finance.
since 2015
Head of Operations
Valdon Group, Zurich
Senior teams in financial technology: consulting and engineering, credit risk.
2020–2026
Head of Operations
Covee Network, Zurich
Decentralized teamwork.
2015–2024
Head of Operations
Valdon Mesh, Frankfurt am Main
Senior teams in financial technology: consulting and engineering.
2021–2022
Advisor
OCCAM.FI, Zurich
Implementing DeFi.
2019
Chief Technical Officer
Hyperliquid, Zurich
A commercially viable blockchain for the token age.
2017–2019
Chief Technical Officer
Covee Network, Berlin and Zurich
A marketplace and token economy for decentralized, global teams.
2017
Data Science, Customer Analytics, Digital Marketing
Valora Management AG, Zurich
Building up the data science unit, innovation sourcing.
2016
Quant Strategist
Scalable Capital, Munich
Portfolio automation, model development, robo-advisory, asset management.
2013–2016
Senior Research Fellow / PostDoc
University of Zurich
Advanced portfolio optimization, financial econometrics, model development.
2008–2013
Research Fellow
University of Zurich
Empirical finance, computational economics, time series models.
2005–2006
Assistant
University of Kiel
Econometrics, applied statistics, computer vision.
Education and teaching
- PhD in Empirical Finance, University of Zurich, 2009–2013
- Diplom in Computer Science (Artificial Intelligence), University of Kiel, 2001–2008
- Diplom in Economics (Quantitative Economics), University of Kiel, 2001–2005
- Computational Economics, University of Chicago Booth School of Business, 2009
- Bioinformatics, Nanyang Technological University Singapore, 2006–2007
- Economics, University of Göttingen, 1999–2001
Teaching Lecturer and Privatdozent at the University of Zurich
Selected publications
Stable mixture GARCH models
S. A. Broda, M. Haas, J. Krause, M. S. Paolella, S. C. Steude · Journal of Econometrics 172 (2), 2013
Time-varying mixture GARCH models and asymmetric volatility
M. Haas, J. Krause, M. S. Paolella, S. C. Steude · The North American Journal of Economics and Finance 26, 2013
A Fast, Accurate Method for Value-at-Risk and Expected Shortfall
J. Krause, M. Paolella · Econometrics 2, 2014
Approximating expected shortfall for heavy-tailed distributions
S. A. Broda, J. Krause, M. S. Paolella · Econometrics and Statistics 8, 2018
Efficient learning of neural networks with evolutionary algorithms
N. T. Siebel, J. Krause, G. Sommer · Joint Pattern Recognition Symposium, 2007
Covee Protocol
M. Dietsch, J. Krause, H. H. Nax, J. Omeru, R. Schoettler, S. Seuken · White paper, 2018
Legal notice
In case of doubt, the German version applies.
Information pursuant to Section 5 of the German Digital Services Act (DDG)
Dr. Jochen Krause
Kirschberg 17, 24149 Kiel (DE)
The contents of this website are protected by copyright.
Contact
- ed.ofnx@j
- Phone
- 7770 69 27 151 94+
- linkedin.com/in/jochenkrause
- GitHub
- github.com/ljkrause
Privacy notice
for this website
Controller
The controller for the processing of personal data on this website is Dr. Jochen Krause; the address is given in the legal notice and the e-mail address beside it under contact. Processing is governed by the General Data Protection Regulation (GDPR) and the German Federal Data Protection Act (BDSG).
Scope
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External links
Links to LinkedIn, Google Scholar and GitHub lead to services of other providers. Data are transferred only when you follow such a link; the privacy notice of that provider then applies.
Contacting me
If you contact me by e-mail, I process your details to handle your request. The legal basis is Art. 6(1)(b) GDPR where a contract or its preparation is concerned, otherwise Art. 6(1)(f) GDPR. E-mails are processed by IONOS SE, Elgendorfer Str. 57, 56410 Montabaur, under a data processing agreement under Art. 28 GDPR. Processing takes place in the EU or the EEA; a transfer to third countries takes place only where it is necessary for the service, subject to Art. 44 et seq. GDPR. The data are deleted once the request has been dealt with; business correspondence is kept for the statutory retention periods: commercial letters six years, accounting vouchers eight years (Section 257 HGB, Section 147 AO).
Automated decisions
No automated decision-making, including profiling (Art. 22 GDPR), takes place.
Your rights
You have the right of access, rectification, erasure, restriction of processing and data portability (Art. 15 to 20 GDPR). You may also lodge a complaint with a data protection supervisory authority; the competent authority is the Independent Centre for Privacy Protection Schleswig-Holstein (ULD). For persons in Switzerland, the rights under the Swiss Federal Act on Data Protection (FADP) apply accordingly.
Right to object (Art. 21 GDPR)
Where I process data on the basis of a legitimate interest (Art. 6(1)(f) GDPR), you have the right to object to this processing at any time on grounds relating to your particular situation. I will then no longer process the data unless I demonstrate compelling legitimate grounds that override your interests, or the processing serves the establishment, exercise or defence of legal claims. The objection may be made informally by e-mail.