Damir Filipović holds the Swissquote Chair in Quantitative Finance at the Ecole Polytechnique Fédérale de Lausanne (EPFL). He is also member of the ETH FinsureTech Hub.
He holds a Ph.D. in mathematics from ETH Zurich and has been a faculty member of the University of Vienna, the University of Munich and Princeton University. He also worked for the Swiss Federal Office of Private Insurance as co-developer of the Swiss Solvency Test.
He is on the editorial board of several academic journals. His research focus is in quantitative finance and risk management. His papers have been published in a variety of academic journals including Mathematical Finance, Finance and Stochastics, Quantitative Finance, Journal of Finance, Journal of Financial Economics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.
At EPFL he pursues three main goals:
- To advance the various disciplines of quantitative finance and risk management by conducting research;
- To foster junior academics as postdocs, doctoral or Master students;
- To promote the transfer of knowledge from theory to practice by cultivating and maintaining good contacts with the banking and insurance industry