Christoph Frei

Christoph is a Professor of Mathematical Finance at the University of Alberta. He has served as Chair of its Department of Mathematical and Statistical Sciences since 2022, including a year as Interim Chair. His resume is available here.

  • Photo credit: John Ulan

  • Photo credit: Arturo Pianzola

Background

Christoph grew up in Switzerland and studied mathematics at ETH Zurich. During his PhD studies in mathematical finance at ETH Zurich, he worked in the financial industry. After receiving his PhD degree, Christoph was a researcher at École Polytechnique in Paris before joining the University of Alberta in 2010.

Research

Christoph's research focuses on mathematical finance and risk management, including credit risk, market structure, and the use of data-driven and machine-learning methods. He also works in mathematical economics, with interests in over-the-counter markets and dynamic models relevant to financial systems.

Industry

As a strong believer in the value of partnerships between academia and industry, Christoph is involved in several industrial collaborations, also helping students gain relevant practical experience. Christoph is Regional Co-Director of PRMIA Edmonton and the University Chapter Lead.

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