Claus is the Head of Quantitative Modeling and Analytics at Helvetia Insurance in Basel, Switzerland, where his team develops digital tools for strategic and tactical asset allocation, risk budgeting, overlay management, manager selection, visual representation of complex data structures, and a few more. In previous roles, he developed new investment products for Quantitative Multi-Asset Funds and, as Head of Digital Transformation, drove the development of new tools and data products that allow smart data usage and sharing.
As the founder of Rodex Risk Advisers LLC, based in Altendorf, Switzerland, he advised clients on risk management and quantitative investment solutions, for example a Machine Learning approach to select hedge fund managers. He has extensive experience as an entrepreneur, risk manager, credit strategist, hedge fund analyst, and government bond trader, and has worked for hedge funds, banks, and insurance companies.
