Olaf Bochmann is a PhD in complex systems and holds a Master in engineering. He has research and industrial experiences in projects like machine learning, big data, mathematical and computational modelling of financial risk and electricity grids.
Olaf was a postdoctoral research associate at the Centre for Risk Studies, University of Cambridge. At Judge Business School (JBS) he was developing a global stress testing framework for the banking system. The framework models counter party contagion processes on the interbank network and contagion via common asset holdings. Also, he was teaching the executive MBA program at JBS. He was previously a postdoctoral fellow at the University Oxford, where he developed the most comprehensive agent based model of the financial system and the macro economy. He holds a PhD from the University of Leuven. His research mainly focuses on systemic risk and financial stability, as well as complex networks and agent based modelling.
2017 - 2018, Deutsche Telekom, Senior Data Scientist and AI expert.
2015 - 2016, University Cambridge, JBS and Center for Risk Studies
Financial Risk and Networks
2012 - 2014, University Oxford, INET and Mathematical Institute / PIC
Senior Research Fellow
Development of an agent based model of economy
and financial system / Network Analysis
- macro-prudential analysis (SRT, VaR, Basel III)
- contagion in financial systems (debt rank)
Complex Systems Lab