Dr. Roehrl has done his Ph.D. thesis on parallel computing algorithms with Prof. Anthony Davison and has then started a software development company that does risk management consulting mainly in the finance and ERP domain. Dr. Roehrl cooperates with Dr. Chavez-Demoulin on common research projects where he works on the interface of computer science and statistics. He is co founder of Approximity and was involved in the start-up of several web ventures.

Valerie Chavez-Demoulin holds a Post Doc position at ETH Zurich within the National Center of Competence in Research Financial Valuation and Risk Management (NCCR FINRISK). She studied Mathematics at the Swiss Federal Institute of Technology in Lausanne. Then she obtained a Ph.D. in statistics at the same institute. Her main areas of interest are the domains of Extreme Value Theory and semi-parametric external models for risk management. Dr. Chavez-Demoulin is also lecturer at University of Geneva, Department of Econometrics and consults for a hedge fund company in Switzerland.

Reprinted with Permission from Dr. Armin Roehrl