Philipp Schröder

Partner, Modelling & Valuation Leader at PwC

Speaker

Philipp is a Partner within the Risk & Regulatory Platform of PwC Germany where he is leading the Modelling & Valuation cluster, PwC’s team of quantitative risk modelling experts. Over the past years he has been leading various large scale ECB and EBA stress test exercises. He is currently co-leading PwC’s Cyber Risk Stress Testing campaign across EMEA.

He holds a PhD in quantitative finance from Frankfurt University as well as an MBA from Mannheim Business School.

His areas of expertise include, Market and Counterparty Credit Risk, IRRBB, Stress Testing as well as Model Risk Management.