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QuantMinds International
7 - 10 November, 2022
W Barcelona

Christian Kappen
Manager at d-fine

Profile

Christian Kappen is Manager at d-fine, with long-standing experience in counterparty credit risk modelling, risk neutral valuation, xVA, model validation and banking supervision. In his recent projects, he has explored means of accelerating risk computations using artificial intelligence.


Christian holds a PhD in arithmetic algebraic geometry from WWU Münster and an MSc in mathematical finance from the University of Oxford. He has worked as a senior supervisor at BaFin and ECB.

Agenda Sessions

  • Practical implementation of machine learning techniques for risk and pricing

    12:20