Jörg Kienitz
Adjunct Associate Professor at University of Cape Town
Schools
- University of Cape Town
Links
Biography
University of Cape Town
Jörg Kienitz is a partner at Quaternion, Acadia’s Quant Services division. He is primarily involved in consulting on the development, implementation and validation of models. Recently he specialized in applying machine learning methods to problems from quantitative finance. Jörg lectures at the University of Wuppertal (BUW) as an Assistant Professor and is an Adjunct Associate Professor at the University of Cape Town (UCT).
He has addressed major conferences including Quant Minds and WBS ML/AI, resp. Quant Conference. Jörg authored four books “Monte Carlo Object Oriented Frameworks in C++” (with Daniel J. Duffy), “Financial Modelling” (with Daniel Wetterau), “Interest Rate Derivatives Explained I” and “Interest Rate Derivatives Explained II” (with Peter Caspers). His scholarly papers regularly appear in high quality journals including for instance Quantitative Finance.
Companies
- Quantitative Finance and Machine Learning AcadiaSoft (2021)
- Partner Quaternion Risk Management (2016)
- Adjunct Associate Professor University of Cape Town (2015)
- Lecturer (Privatdozent) Bergische Universität Wuppertal (2013)
- Independent Consultant/Lecturer Finciraptor (finciraptor.de) (2005)
- Director Assurance FSI Deloitte Deutschland (2014 — 2016)
- Head of Quantitative Analysis Postbank Deutschland (2004 — 2014)
- Member of the teaching staff - Part Time Masters Course Finance University of Oxford (2009 — 2013)
- Systems engineer Deutsche Postbank Systems AG (2003 — 2004)
Videos
PRMIA Webinar - NonGaussian Models by Dr. Jörg Kienitz.wmv
Monte Carlo Simulation in Finance (Part 1) - Jörg Kienitz
New Stochastic Volatility Models - Jörg Kienitz - Thursday 14 May 2020
Monte Carlo Simulation in Finance (Part 2) - Jörg Kienitz
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