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.