Matthias Scherer

Prof. Dr. Matthias Scherer is a Professor of Risk and Insurance at the TUM School of Computation, Information and Technology since 2019, with a prior appointment as Professor of Mathematical Finance (2010–2019). He is actively involved in bridging academic research and industry practice through memberships in the board of the Deutsche Gesellschaft für Versicherungs- und Finanzmathematik, leadership of the graduate school ISAM, and editorial roles for scientific journals.

• University of Ulm: Diplom in Business Mathematics (2005)
• Syracuse University (USA): Master of Science in Mathematics (2004)
• University of Ulm: Doctorate in Structural Credit-Risk Models (2007)

Research Interests span actuarial science, mathematical finance, and stochastic modeling, with a focus on:

• Valuation of complex financial/insurance products
• Dependency structures and copula modeling
• Credit portfolio analysis
• Quantitative risk management
• Cyber risk and parametric insurance
• Stochastic gradient algorithms and simulation

Scientific Awards include multiple Golden Circle Teaching Awards (2010, 2012, 2017), the Gauss Award (2011), and the ISAM Supervisory Award (2018).

He leads the RiskFactory lab and collaborates with industry partners like Allianz, Munich Re, and Celonis through the TUM CAIR Labs initiative.