Christoph Frey is a Quantitative Researcher and Portfolio Manager at a family office in Hamburg and Research Fellow at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy at Lancaster University. Before this, he was the leading quantitative researcher for systematic multi-asset strategies at Berenberg Bank and worked as an Assistant Professor at the Erasmus Universiteit Rotterdam. Christoph published research on Bayesian Econometrics and specializes in financial econometrics and portfolio optimization problems.