Max leads product development at QFT, translating the firm's quantitative research into the analytical engine that powers fund rating and selection. His work draws on statistical physics and complex systems modelling to address one of private markets' core challenges: distinguishing genuine investment skill from market-driven returns. At QFT he is responsible for the predictive models and methodology underlying the platform's benchmarking and scoring outputs.
Earlier in his career, Max conducted research at CFM in Paris, one of the world's leading quantitative hedge funds, and at MIT, where he worked on the application of physical and statistical methods to financial systems. He was also a member of CDTM at TU Munich and contributed to analytical initiatives in strategic asset allocation, liquidity planning, and secondary pricing.
Max holds a PhD in Econophysics and Complex Systems from École Polytechnique, supervised by Jean-Philippe Bouchaud, and an MSc and BSc in Physics from TU Munich. He has been a visiting researcher at MIT and Princeton University.
