A team of internationally renowned instructors
Professor of Mathematical Finance at the Technical University of Munich, Head of the Chair of Mathematical Finance, Head of the ERGO Center of Excellence in Insurance, Deputy Chairman of the Elite graduate program “Finance & Information Management”.
Walter Farkas is a Professor of Quantitative Finance at the Department of Banking and Finance at the University of Zurich and an Associate Faculty member of the Department of Mathematics of ETH Zurich. Prof. Farkas is also the program director of the Master Science in Quantitative Finance, a specialized degree jointly offered by the University of Zurich and ETH Zurich since 2003. He is Board member the Swiss Risk Association, a non-profit organization and an open forum for facilitating the dialog on risk management, after serving for eight years, 2013-2021, as one of the Co-presidents. Prof. Farkas advised two of the Big4 companies between 2007 and 2014. His research covers the broad areas of Financial Modelling, Mathematical Finance and Quantitative Risk Management.
Machine learning technical lead with Deloitte’s Omnia AI group, and venture capital as a research associate in one of Peter Thiel’s funds. Alik is also a seasoned AI project leader and educator in the machine learning field, having taught and developed the machine learning course at the University of Toronto Master’s of Mathematical Finance program.
Dr. Santiago Carrillo Menéndez has been the CEO of Quantitative Risk Research, S.L. (QRR) since June 2006. Santiago has been a professor in the Math Department of the Universidad Autónoma de Madrid (UAM), a position he has held since October 1st 1976. He is Board Member and Chairman of the Risk Committee of BME Clearing (CCP), since September 2013.
Dr Gaurav (Garry) Khemka is a Senior Lecturer in Actuarial at the Australian National University. He is also involved in teaching the Commercial Actuarial Practise course for the Institute of Actuaries. He has held academic positions at the Australian National University and Bond University where he has taught a wide variety of actuarial, statistics and finance courses. His main area of research is in numerical dynamic programming methods and their application in lifecycle models.
Dr. Enrique Villamor is a distinguished researcher, Professor of Mathematics at FIU and a thought leader in quantitative ESG. Dr. Villamor has developed and implemented the Master program in Risk Analysis and Management (Financial Engineering) at FIU in 2006, having created and taught all the financial mathematics courses in the program. Dr. Villamor is also the Director of Science of the newly created FIU-EFRM (Environmental Finance and Risk Management) program.
Ralf Korn is full professor for Financial Mathematics and Stochastic Calculus at RPTU Kaiserslautern-Landau and has founded the Financial Mathematics department at Fraunhofer ITWM in Kaiserslautern. His main research areas are portfolio optimization, Monte Carlo and machine learning applications in financial and actuarial mathematics.