Curriculum vitae

Damir Filipovic
Swiss Finance Institute
Ecole Polytechnique Fédérale de Lausanne, Switzerland
Personal webpage

Swissquote Chair in Quantitative Finance, and Swiss Finance Institute Professor, Ecole Polytechnique Fédérale de Lausanne (EPFL), since Jan 2010, Head of Swiss Finance Institute @ EPFL, since Jan 2011.

Head of Vienna Institute of Finance, and Full Professor (§99), Faculty of Business, Economics and Statistics, University of Vienna, Oct 2007 to Dec 2009.

Full Professor, Chair of Financial and Insurance Mathematics, Department of Mathematics, University of Munich, Oct 2004 to Sep 2007.

Visiting Professor, Faculty of Business, University of Technology Sydney, Dec 2006.

Scientific Consultant for Solvency Testing and Risk Analysis in Insurance, Swiss Federal Office of Private Insurance (BPV), and Senior Researcher, Department of Mathematics, ETH Zurich, Aug 2003 to Sep 2004.

Tenure-Track Assistant Professor, Department of Operations Research and Financial Engineering, Princeton University, Feb 2002 to Jun 2003.

Postdoctoral Research Fellow, Department of Mathematics, ETH Zurich, Jun 2001 to Jan 2002.

Adjunct Assistant Professor, Department of Mathematics and Statistics, Columbia University, Apr to May 2001.

Visiting Research Fellow, Bendheim Center for Finance, Princeton University, Mar 2001.

Morgan Stanley Visiting Scholar, Graduate School of Business, Stanford University, Jan to Feb 2001.

Visiting Scholar, Department of Financial and Actuarial Mathematics, Vienna University of Technology, Nov to Dec 2000.

Teaching Assistant, Department of Mathematics, ETH Zurich, Apr 1995 to Oct 2000.

Teacher for Mathematics and Physics, Kantonsschule St.Gallen, Apr 1992 to Mar 1994.

quantitative finance; risk management; machine learning; econometrics

Ph.D. in Mathematics, ETH Zurich, Mar 2000

Diploma in Mathematics, ETH Zurich, Apr 1995

Matura (Typus C), Kantonsschule St.Gallen, Jan 1990

Member of Board of Directors of Evooq, since 2019

Member of Corporate Committee of the Capital Markets and Technology Association, since 2018

Member of Supervisory Committee of fedafin, since 2017

Member of Board of Directors of Swiss Life Holding, since 2011

Associate Editor of Operations Research, since 2024

Associate Editor of Mathematical Finance, since 2004

Associate Editor of Finance and Stochastics, since 2002