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.

Doctorate/Ph.D. in Finance
Master’s Degree in Business Mathematics
Chartered Financial Analyst (CFA) designation
Chartered Alternative Investment Analyst (CAIA) designation
Financial Risk Manager (FRM) designation
Certified Energy Risk Professional (ERP) designation
Professional Risk Manager (PRM) designation
International Certificate in Banking Risk and Regulation
Eurex Trader Exam

Extensive research in mathematical finance and risk modelling (see publication list)
Referee for academic finance journals
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.

View All Publications

Start-up investments

In addition to his professional career, Sascha has supported early-stage start-ups with strategic seed investments for over 15 years. His involvement has been instrumental in driving several successful exits and fostering long-term growth for early-stage ventures.

Sascha is an active participant in global industry gatherings, conferences and smaller, dedicated networks focused on angel investing. These platforms allow him to stay at the forefront of emerging trends, exchange insights with fellow investors and explore innovative opportunities across various sectors.

Sascha's angel investments primarily focus on healthcare and B2C e-commerce in the US, UK and Germany. However, he 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 potential collaborations.

Some of the companies Sascha is currently backing include:

Health Gorilla – A leading health data network, providing secure interoperability solutions to facilitate the exchange of clinical data across healthcare providers, insurers and patients in the United States.
HomeTouch – A UK-based digital platform connecting families with vetted, high-quality carers to support independent living for elderly and vulnerable individuals.
Scan.com – A fast-growing diagnostics platform that simplifies access to medical imaging services, empowering patients to directly book scans such as MRIs and ultrasounds through an intuitive online interface.
The Cheeky Panda – A sustainability-focused consumer brand offering eco-friendly tissue and hygiene products made from bamboo, aiming to reduce plastic waste and deforestation.
Freque – An innovative SaaS platform designed to enhance collaboration for filmmakers, composers and content creators, offering tools for seamless feedback, efficient project management and optimised workflows in hybrid work environments.

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