Gerold Studer

Gerold Studer is senior executive consultant at Munich Re Group in Zurich. Previously, he was executive director of Capital Management at UBS. He also headed Ernst & Young's Financial Risk Management team in Zurich, serving international banks, insurance companies and corporate treasuries. At E&Y, Gerold was also responsible for the Swiss Derivatives Valuation Centre. Before joining E&Y, Gerold was responsible for the implementation of the financial risk management function at Roche, a leading health science company. Prior to this, he was deputy head of Actuarial Development at Swiss Re, focussing on ALM driven reinsurance solutions. As a former member of RiskLab, a research collaboration between UBS, Credit Suisse and Swiss Re, Gerold developed new methodologies for market risk measurement of complex derivative portfolios. He holds a Ph.D. in mathematics from the ETH Zurich and an MBA from the Simon Business School. Gerold is also a fully certified actuary.

Gerold covers the following topics in the CfBS courses:

  • Quantitative Analysis (CAIA)
  • Valuation and Risk Models (FRM)
  • Market Risk Measurement and Management (FRM)
  • Credit Risk Measurement and Management (FRM)