Jörg Kienitz is a partner at Quaternion Risk Management. He is primarily involved in consulting on the development, implementation and validation of models. Recently he specialized in applying machine learning methods to problems from quantitative finance. Jörg lectures at the University of Wuppertal (BUW) as an Assistant Professor and is an Adjunct Associate Professor at the University of Cape Town (UCT). He has addressed major conferences including Quant Minds and WBS ML/AI, resp. Quant Conference. Jörg has authored four books “Monte Carlo Object Oriented Frameworks in C++” (with Daniel J. Duffy), “Financial Modelling” (with Daniel Wetterau), “Interest Rate Derivatives Explained I” and “Interest Rate Derivatives Explained II” (with Peter Caspers).
Nikolai Nowaczyk is a risk management and IT professional with experience in providing expert services to Quaternion’s clients in various countries. He has worked on a broad range of topics around counterparty credit risk, market risk, collateral modelling, XVA and financial engineering. He is a passionate open source software developer primarily in Python and C++.
Building bridges between theory and practice, he has authored various research papers and conference talks on dynamic initial margin, systemic risk, central clearing and the application of machine learning in quantitative finance. Nikolai holds a primary degree in mathematics from the University of Bonn, a PhD in mathematics from the University of Regensburg, and has been an Academic Visitor at Imperial College London.
Peter is a quant developer and analyst with 20+ years of experience. At Quaternion, he is primarily involved in the design and implementation of pricing and risk models for bespoke client needs as well as for the standardised service infrastructure, with an eye on speedy and robust models. He is an active contributor to the open source library QuantLib for many years now. Peter holds a degree in mathematics from Techincal University of Dortmund. He is co-author of the book “Interest Rate Derivatives Explained II” (with Jörg Kienitz).