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I come from a quantitative background, with numbers and measurements, but in the end that is only one view of reality. Reality is much more complex. Especially in (financial) risk management, it is important to look at the big picture. Holistic approaches are the way to go.
Walter Farkas is a Professor of Quantitative Finance at the Department of Finance at the University of Zurich (UZH) and an Associate Faculty member of the Department of Mathematics of ETH Zurich. Prof. Farkas is also the program director of the Master of Science in Quantitative Finance, a specialized degree jointly offered by the UZH and ETH since 2003.
He is member of the Executive Education Board of the University of Zurich, heading its Certificate of Advanced Studies (CAS) in Risk Management for Banking and Finance, and is the Director of Teaching Center of the Department of Finance of UZH.
Walter is a Faculty member of the Swiss Finance Institute and also a Board member and founder of the Swiss Risk Association, a non-profit organization and an open forum for facilitating the dialog on risk management, after serving for eight years, 2013-2021, as one of the Co-presidents.
Before Zurich, Walter was researching and teaching in Munich, Regensburg, Jena, Mainz and Bucharest. He holds a Habilitation from the Ludwig-Maximilians-University of Munich, a Doctorate from the Friedrich-Schiller-University of Jena, a Master of Science and Licence Diploma in Mathematics from the University of Bucharest. He has also a Certificate of Advanced Studies for Board members from Bern-Rochester.
Mathematical Finance, Quantitative Risk Management, Volatility Modeling, Risk Measures, and Option Pricing.
In particular Walter is one of the principal researchers in the project “Data-Driven Financial Risk and Regulatory Reporting (DaDFiR3)” funded by the SNSF-BRIDGE, www.dadfir3.ch.
