Alexander McNeil

Professor Alexander McNeil is a leading academic in quantitative risk management at the University of York, where he has served as Professor of Actuarial Science since 2016. He previously held positions at ETH Zurich and Heriot-Watt University, and founded the Scottish Financial Risk Academy (2010–2016).

• Education: Imperial College London (BS), University of Cambridge (PhD)

McNeil's research focuses on mathematical and statistical methodologies for financial risk management, particularly in market risk, credit risk, insurance liabilities, extreme risks, and enterprise-wide solvency models. His work aligns with regulatory frameworks like Basel Accords and Solvency II.

Recent research outputs emphasize copula modeling, backtesting techniques, and extreme value theory. His ORCID and York Research Database profile highlight collaborations and publications.

• Scientific Contributions:
  • Co-authored Quantitative Risk Management: Concepts, Techniques and Tools (Princeton University Press, 2005/2015)
  • Honorary Fellow of the Institute and Faculty of Actuaries
  • Corresponding Member of the Swiss Association of Actuaries