Hesse was awarded his doctorate in Bochum by Petzina in 1999 with a thesis on the history of the Reichspost and telegraph administration from 1876 to 1914.
From 2000 to 2008, Hesse was a research assistant at the History Department of the Goethe University Frankfurt with Werner Plumpe [de].
He received his habilitation in Frankfurt in 2007 with a history of science thesis on economics in the young Federal Republic.
From April 2008 to September 2010, he took over the representation of the professorship of Hartmut Berghoff [de] for Economic and Social History at the University of Göttingen.
This was followed in 2014 by an introduction to the history of the Great Depression written jointly with Werner Plumpe and Roman Köster.