Full Professor, Department of Banking and Finance, University of Zurich, from January 2007.
Swiss Finance Institute faculty member, from 2006.
Co-founder, International Engineering and Technology Institute, Hong Kong
Scientific Program Chair, 2016 International Conference on Engineering and Technology Innovations, 2016, Wuhan, China 
Visiting Professor, Department of Econometrics, University of Geneva, 2008-2012.
Adjunct Professor, Faculty of Economics, Chiang Mai University, from January 2011.
Director, Institute of Statistics and Econometrics, Kiel University, 2003.
Associate Editor, Journal of the Royal Statistical Society, Series A, from January 2015.
Associate Editor, Operations Research and Decisions, from 2011
Associate Editor, Economics, since 2008.
Associate Editor, Computational Statistics and Data Analysis, 2009-2013.
Editorial Board Member, International Journal of Academic Research in Management, from 2013.
Editorial Board Member, Annals of Financial Economics, from 2013.
Editorial Board Member, Econometrics, from 2013.
Editorial Board Member, Journal of Risk and Financial Management, from 2013.
Advisory Board Member, Brazilian Journal of Economics and Finance, from 2011.
Guest Editor, Computational Statistics and Data Analysis, 5th Special Issue on Computational Econometrics.
Keynote Speech. The Annual Meeting of the Taiwan Finance Association, National Tsing Hua University, Hsinchu, Taiwan, May, 2014.
Elected Fellow, International Engineering and Technology Institute (IETI), Hong Kong.
International Advisory Board, Modelling and Simulation Society of Australia and New Zealand (MODSIM).
Leading Scientist, Computational Optimization Methods in Statistics, Econometrics and Finance (COMISEF), 2008-2011.
Co-Chair, European Consortium for Informatics and Mathematics (ERCIM), Working Group: Computational Econometrics and Financial Time Series.
Member, Verein fuer Socialpolitik: Ausschuss fuer Oekonometrie.
Co-Organizer: Financial Econometrics and Quantitative Risk Management Conference, Bangkok, August 21, 2015. 
Co-Organizer: Latest Developments in Heavy-Tailed Distributions, Brussels, March 26-27, 2010.
Scientific Programme Committee Member: 3rd International Conference on Computational and Financial Econometrics, Limassol, October 29-31, 2009.
Co-Chair: 2nd International workshop on Computational and Financial Econometrics (CFE'08), Neuchatel, 19-21 June 2008.
Scientific Programme Committee Member: International Workshop on Computational and Financial Econometrics, Geneva, April 20-22, 2007.