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Professor Dr. Rudi Zagst studied business mathematics at the University of Ulm. After his dissertation in the field of stochastic dynamic optimization, he started his professional career at the HypoVereinsbank AG. There, he worked as Head of Product Development in the Institutional Investment Management before transferring to Allfonds International Asset Management GmbH as Head of Consulting and finally becoming Managing Director of the RiskLab GmbH - Private Research Institute for Financial Studies in 1997.
Since 1992, Professor Zagst has held various teaching positions at the Universities of Ulm, St. Gallen Augsburg, Munich and Singapore. After his qualification as a university lecturer at the University of Ulm in 2000, Rudi Zagst was appointed a Professor of Mathematical Finance at the Munich University of Technology in 2001 and has been the Director of the Center of Mathematics and Head of the Institute for Mathematical Finance there since 2002. Prof. Zagst was also appointed a member of the Faculty for Economics as well as the President of risklab germany in 2003. In 2004, Prof. Zagst was appointed Deputy Chairman of the joint Elite graduate program "Finance & Information Management" of the Augsburg University and the Munich University of Technology and has also been a member of the steering committee of the Munich Chapter of the Professional Risk Managers' International Association (PRMIA) since 2004 as well as a member of the PRMIA Academic Advisory Committee since 2005.
The main focus of his research lies in the areas of financial engineering and risk and asset management. | 