Team
Thomas Bauerfeind (M.Sc. Business Administration / Dipl.-Kfm.)
is the managing director and founder of PROTINUS. Mr. Bauerfeind has been working in the areas of finance, asset allocation and risk management for many years. Since the 1990s, he has been advising industrial and financial services companies worldwide on strategic asset allocation, in particular based on methods of modern asset liability modelling, as well as on matters of implementation and product development in the context of occupational pension schemes and private provision.
Maximilian Bauer (M.Sc. Business Administration)
works at PROTINUS Beratungsgesellschaft as a consultant since 2020. He graduated in business administration from the University of Augsburg. The focus of his studies was on the mathematical modelling of optimization problems and the selection and implementation of suitable solution procedures. At PROTINUS, he is working as a specialist in mathematical optimization and modelling.
Dr. Julian Brunner (M. Sc. Informatics)
works at PROTINUS Beratungsgesellschaft as a consultant since 2020. After having graduated, he did his PhD in the field of formal methods at the Technical University of Munich, focusing on mathematical modelling and mathematical proofs as well as formal software verification. At PROTINUS, he works on algorithms and software development. His expertise lies in the theory of mathematics and computer science and their use in modelling and solving novel problems.
Isi Aurelia Ighedosa (working student)
works as a student trainee at PROTINUS Beratungsgesellschaft since 2021. She will complete her mathematics studies at the Beuth University of Applied Sciences Berlin in 2021. Her major field of study is business mathematics and statistics. At PROTINUS, she provides support in the area of software development.
Dr. Torsten Köpke (M.Sc. Economics / Dipl.-Volkswirt)
is Senior Consultant at PROTINUS Beratungsgesellschaft since 2023. After his PhD on the practical application of alternative volatility estimators on the German Futures Exchange DTB, he started his career as a researcher within the securities division of Allianz Leben. Thereafter he was working for over 25 years for several German and international investment /ALM consulting firms (Feri, Watson Wyatt, Aon, Redington) in high level senior management positions. Over all these years he advised several hundred investors of all types of regulated and non-regulated institutions in Europe and the USA on simulation models, optimization of their strategic allocations and on the practical implementation of the results. With this very broad experience, he is now working at PROTINUS in client projects and on the further development of methods and technical tools.
Dr. Sascha Neumann (M.Sc. Management and Economics, CFE)
is senior consultant at PROTINUS Beratungsgesellschaft since 2021. After graduating in management and economics at the Ruhr-Universität-Bochum he was working there as a PhD student and researcher with a focus on social trading in the context of strategic asset allocations. Prior to joining PROTINUS he was leading the setup of the business unit Pension Management at LBBW Asset Management. As a portfolio manager he gained experience with regard to asset management for the various types of pension institutions. In this context he established an innovative, passive investment style based on risk factors, successfully. In addition, he has profound experience with risk controlling of investment funds especially with regard to market and liquidity risks. At PROTINUS he conducts ALM studies and focuses additionally on the new optimization approaches for implementation of passive investments and calibration of a scenario spaces.
External consulting partner:
Prof. Dr. John Mulvey (Ph.D. Management, M.S. Management Science, M.S. Computer Science, B.S. General Engineering)
developed the first models of PROTINUS together with Mr. Bauerfeind and has been closely involved in their development ever since. He regularly works on the ALM projects of PROTINUS as a consultant. Dr. Mulvey is Professor of Financial Engineering and Operations Research at Princeton University and is recognised worldwide as a leading expert in large-scale stochastic optimization. He teaches for over 35 years, has published over 125 papers, published five books and supervised dozens of doctorates, including in ALM, risk management, investment strategies, etc.
Gerald Schmitz (M.Sc. Economics / Dipl.-Volkswirt)
is working as freelance senior advisor for single projects with PROTINUS, after having been a permanent member of the staff from 2017 until 2020. He is focusing on developing models and taking care of actuarial and accounting aspects. Prior to his activity at PROTINUS he was first working for Feri Institutional Management dealing with long-term forecasts for asset classes and aspects of transition management as a partial aspect of ALM for banks, insurances and pension plans. After that he was engaged with Faros Consulting and later with tajdo consulting where he developed holistic asset-liability-models and proprietary risk management tools for various kinds of institutional investors. Mr. Schmitz studied at the University of Cologne and the University of Bonn with the focus on econometric modeling.