People

Prof. Dr Patrick Cheridito
Director 
Mathematics, RiskLab, D-MATH

Patrick Cheridito’s research interests lie in the analysis and application of stochastic models as well as machine learning methods for finance and insurance.

Dr Bastian Bergmann
Executive Director
D-MATH

Bastian is responisble for the operations of the Hub with a focus on education initiatives and outreach of the Hub. He is lecturer at the Department of Mathematics and the Department of Management, Technology and Economics. His interests lie in the area of emerging technologies and philosophy of science. At the Department MTEC he is also the Educational Director of the MAS MTEC. 

Prof. Dr Torsten Hoefler
Scalable Parallel Computing Lab, D-INFK  

Torsten Hoefler's research aims at understanding the performance of parallel computing systems ranging from parallel computer architecture through parallel programming to parallel algorithms. He is also active in the application areas of Weather and Climate simulations as well as Machine Learning with a focus on Distributed Deep Learning. In those areas, he has coordinated tens of funded projects and both an ERC Starting Grant and an ERC Consolidator Grant on Data-Centric Parallel Programming. 

Prof. Dr Hans Gersbach 
Macroeconomics: Innovation and Policy, D-MTEC

Hans Gersbach analyzes new designs for the financial architecture and for fiscal and monetary policy-​making, to deal with systemic risks. For this purpose, he embeds models of banking, systemic risk, and politics into new macroeconomic models, to examine their possible consequences.

Dr Philipp Kammerlander
Lecturer & Executive Director, Quantum Center at ETH Zurich 

Philipp Kammerlander is a lecturer at the the Department of Physics. His interests lie in the area of quantum technologies and quantum information processing, in particular quantum computing and its applications. At the Quantum Center he is managing the Executive Office.

Prof. Dr Kenneth Paterson
Applied Cryptography Group, D-INFK

Kenny Paterson's research is mostly in the area of Cryptography, with a strong emphasis on the analysis of deployed cryptographic systems and the development of provably secure solutions to real-​world cryptographic problems. He co-​founded the Real World Cryptography series of workshops to support the development of this broad area and to strengthen the links between academia and industry. 

Prof. Dr Josef Teichmann
Mathematics, Stochastic Finance Group, D-MATH

In recent work Josef Teichmann and his co-​authors develop machine learning tools for the financial industry. Deep hedging, for instance, is a project conducted jointly with investment bankers, where generic hedging tasks are solved by cutting edge machine learning technology in a fully realistic market environment, i.e. in the presence of market frictions and trading constraints. Further projects include deep calibration, deep simulation, and deep prediction. Theoretical foundations from approximation theory and stochastic analysis accompany successful concrete implementations to make such approaches eligible for industry applications.

Prof. Dr Roger Wattenhofer
Electrical Engineering, DISCO - Distributed Computing Group, D-ITET

Roger Wattenhofer works on understanding risk in networks. The methods are a combination of algorithms, game theory, data science, machine learning, and building software. The topics change over time, and currently include fintech, economy, cryptocurrency, blockchain, e-​voting, democracy, and graph neural networks.

Prof. Dr Mario Wüthrich
Insurance Mathematics, RiskLab, D-MATH 

Mario Wüthrich's research is mainly in the area of actuarial data science and statistical learning. He has recently published the open access book "Statistical Foundations of Actuarial Learning and its Applications" in Springer Actuarial, and he is Editor-in-Chief of ASTIN Bulletin - The Journal of the International Actuarial Association.