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6 - 9 December 2021
Hotel ArtsBarcelona

Jörg Kienitz
Adjunct Associate Professor and Associate Professor at University of Cape Town and University of Wuppertal


Jörg Kienitz is Partner at Quaternion Risk Management where he is responsible for business development, pricing models research and risk management consulting. Prior to this he was a Director at Deloitte an Co-lead of the quant team. Before joining Deloitte he was Head of Quantitative Analytics at Deutsche Postbank AG where he was involved in developing/implementing models for pricing, hedging and asset allocation. He lectures at university level on advanced financial modelling and implementation at the universities of Cape Town (UCT) and Wuppertal (BUW) where he is Adjunct Associate Professor, respectively Assistant Professor. He is a speaker at a number of major quant finance conferences including Global Derivatives and WBS Fixed Income.

Jörg Kienitz's Network

Agenda Sessions

  • Conditional expectations: Model free, data driven, fast (with applications to pricing and hedging)