Tutor Biographies

London

Marius Bochniak

Dr. Marius Bochniak has been educated at the Technical University of Kaiserslautern. From 1995 to 2000 he worked at the Technical University of Stuttgart specialising in development and implementation of mathematical models in continuum mechanics. After he received a Dr. rer. nat. in mathematics in 2002 he moved to the Faculty of Mathematics and Economics at the University of Ulm where he was appointed junior professor in applied mathematics in 2002. His duties included teaching in the “Master of Finance” program of the factulty.
Since 2006 he works in the risk methodology department of the Hypovereinsbank developing and prototyping various risk models: event risk model, incremental risk charge and comperhensive risk measure.

Moises Gerstein

Moises Gerstein is the Global Coordinator of Credit Markets Quantitative Analytics at ING Bank covering both Structured Credit and vanilla products. Prior to his current role, Mr. Gerstein worked trading credit derivatives in Emerging Markets for ING. He also possesses previous experience trading FX-Options for the same institution. In addition to his trading and model validation experience, Mr. Gerstein also worked in the Risk Management Control group at JP Morgan in NY covering credit derivatives. He is a frequent speaker at seminars and conferences, especially in credit valuation, risk management and modelling. He holds an MSc in Financial Mathematics from the University of Chicago.

Ahmet Inci

Inci worked as lecturer at the University of applied sciences Northwestern Switzerland/Zürich. He then worked as researcher in area medical informatics and mechatronical systems. Additionally he studied mathematics at the ETH Zürich. For 5 years he has been working in risk management and control where he develops different models. Last year he got his MAS degree in banking and finance.

Christian Meyer

Christian Meyer is a Quantitative Analyst in the Portfolio Modelling Team for Market and Credit Risk in the Controlling Unit of DZ BANK AG in Frankfurt. Prior to joining DZ BANK AG he was working for KPMG where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a diploma and PhD in Mathematics.

Cristiano Zazzara

Cristiano Zazzara is the Global Head of Banking Business of RiskMetrics Group. Previously, he spent 13 years in the Banking and Financial Industry where he was a Director in the Research & Strategy Unit of UNICREDIT Group, Head of the Internal Rating Unit at CAPITALIA Banking Group, and General Manager of the Italian Association of Banking and Finance (ASSONEBB). He also served as a financial economist at the “Fondo Interbancario di Tutela dei Depositi” (the Italian equivalent of the FDIC in the USA), where he was the Head of the Research Department. He was also an Adjunct Professor at the University "LUISS Guido Carli" of Rome, where he held the Chairs of Economic Policy and Economics of Financial Institutions. He has written books with McGraw-Hill Italy and is well published in various journals of financial economics, such as Review of Financial Economics, Journal of Banking Regulation, Journal of Financial Services Research, Journal of Financial Stability, Research in Banking and Finance. He is also an Aspen Institute Scholar of the Aspen Institute Italia. At year-end 2007, he was awarded the PRIZE “Santa Margherita Ligure per l’Economia” for the best paper in economics with the research “Monetary Policy and Financial Stability: What Role for the Future Markets?” published in the Journal of Financial Stability.
He received a B.Sc. in Economics & Business and a M.Sc. in Banking from the University “La Sapienza” of Rome, and a Ph.D. in Management (Finance) from the Swiss Federal Institute of Technology in Lausanne (EPFL).