Thomas Krabichler Email and Phone Number

I am a lecturer and quant researcher in St. Gallen and an associate member of the «Interdisciplinary Centre for Artificial Intelligence (ICAI)». I hold a doctoral degree in mathematics from ETH Zürich. I was awarded «Swiss Risk Manager of the Year» in 2020 along with Josef Teichmann. Previously, I worked for a decade as a quant specialist in the financial industry. In this role, I was engaged in the valuation and hedging of financial derivatives for major investment banks in the UK, France, and Switzerland. My research interests include asset-liability-management (ALM), derivative pricing and hedging, goal-based investing, automated market making, modelling the dynamics of volatility surfaces, and machine learning.