Damir Filipovic

Academic Profile: Damir Filipovic is a Full Professor and the Swissquote Chair in Quantitative Finance at the College of Management of Technology (CDM) of École Polytechnique Fédérale de Lausanne (EPFL), Switzerland. He previously held academic positions at the University of Vienna, University of Munich, and Princeton University, and served as Head of the Vienna Institute of Finance.

• Research Focus: Quantitative finance, risk management, stochastic processes, term structure modeling, volatility risk, and machine learning applications in financial markets.
• Industry Collaboration: Co-developed the Swiss Solvency Test for insurance capital requirements while consulting for the Swiss Federal Office of Private Insurance.
• Publications: Contributed extensively to journals like Journal of Financial Economics, Mathematical Finance, and Annals of Applied Probability, with a textbook on Term-Structure Models.
• Academic Service: Editorial board member of multiple journals and organizer of advanced workshops on systemic risk and financial technology.

Recent Research: His work emphasizes machine learning for portfolio risk management, kernel-based yield curve estimation, and robust stochastic modeling. Keynote speaker at international conferences on finance and insurance mathematics, with over 15 recent publications in 2023-2025 addressing high-dimensional financial problems, neural control systems, and causal inference in market data.

Education: Ph.D. in Mathematics from ETH Zurich (2000). Graduate of ETH Zurich and University of Vienna.

Teaching & Mentorship: Supervises current and former EPFL Ph.D. students in quantitative finance, including Nicolas Camenzind, Joshua Hayes, Andrea Ruglioni, and ten others. Former students like Damien Ackerer and Lotfi Boudabsa now lead research in risk management.

• Labs & Programs: Directs EPFL's Finance and Technology Programme, leads the Computational Finance Group (CSF) at EPFL, and contributes to Swiss Finance Institute initiatives.
• Scientific Leadership: Served on EPFL Committee of Academic Evaluation and Doctoral Program Finance committee.