Joerg Kienitz, PhD, Adjunct Associate Professor

Joerg Kienitz has been a finance professional for over 25 years and has held numerous positions as Head of Quantitative Analytics at firms including Postbank/Deutsche Bank, Deloitte and LSEG Post Trade Solutions. Currently, he is the Director of Quantitative Methods at m|rig, a Frankfurt-based consultancy. Joerg is primarily involved in consulting on model validation, model development, and model implementation across all asset classes, but with a focus on counterparty credit risk and interest rates. He also advises on the application of Machine Learning for Quantitative Finance. Moreover, Joerg is a trainer for public and onsite classes.

As an academic, Joerg supervises MSc and PhD students at the universities of Wuppertal (BUW) as a lecturer and Cape Town (UCT) as an Adjunct Associate Professor. His research topics include advanced financial modelling, numerical methods, stochastics and machine/statistical learning. Further to his academic engagements, he speaks at well-known quantitative finance conferences including QuantMinds International and WBS Quantitative Finance Conference.

Joerg holds a PhD in stochastic analysis and probability theory and has authored several papers in well-known journals such as Quantitative Finance, Journal of Computational Finance and Risk. He has also written four books: “Monte Carlo Frameworks: Building Customisable High Performance C++ Applications” (with Daniel J. Duffy) and “Financial Modelling: Theory, Implementation and Practice with MATLAB Source” (with Daniel Wetterau), published by Wiley Finance; and “Interest Rate Derivatives Explained, Volume I” and “Interest Rate Derivatives Explained, Volume II” (with Peter Caspers), published by Palgrave Macmillan.