معرفی
Christoph Frei is a Professor and Chair of the Department of Mathematical and Statistical Sciences at the University of Alberta. He holds a PhD in mathematical finance from ETH Zurich and previously worked as a researcher at École Polytechnique in Paris. His research focuses on quantitative finance, risk management, and mathematical economics, with applications to algorithmic trading, credit risk, and digital currencies.
Education:
- PhD in Mathematical Finance, ETH Zurich
- Postdoctoral Researcher, École Polytechnique (Paris)
- Bachelor/Master in Mathematics, ETH Zurich
His work bridges academia and industry through collaborations with institutions like ATB Financial, Canadian Western Bank, and the Federal Reserve System. Key research interests include over-the-counter markets, financial regulation, and machine learning applications in risk prediction. Frei has received notable recognition, including the Best Paper in Asset Pricing Award (2019).
Current industry partnerships include AI-driven customer risk prediction projects with ATB Financial and credit risk analysis with Canadian Western Bank. He actively contributes to professional organizations like PRMIA Edmonton and advises on financial technology innovation.
Research grants come from NSERC, SSHRC, and Mitacs. His consulting roles have spanned risk modeling at UBS and Credit Suisse, emphasizing practical applications of theoretical frameworks.
