Matthias Fahrenwaldt

IT Policy and Supervision at Federal Financial Supervisory Authority (BaFin)

Speaker

Matthias Fahrenwaldt works in the Quantitative Risk Modelling department of the Federal Financial Supervisory Authority (BaFin) in Bonn. He focusses on market risk (supervision of internal models and further development of the regulatory framework), but he is also involved in developing regulatory approaches for artificial intelligence/machine learning.

Holding mathematics degrees from Cambridge University and a history degree from the University of Oxford, Matthias also completed a PhD in theoretical mathematics. He is a qualified actuary and held managerial positions at KPMG and McKinsey before working in academia for ten years. His last position prior to joining the regulator was Associate Professor of Actuarial Science at Heriot-Watt University Edinburgh, immediately before that he was Visiting Associate Professor at the University of Copenhagen.

Matthias has almost twenty years of experience in the financial sector serving banking and insurance groups as a consultant and academic. For his research contributions he was awarded several national and international prizes.