Prof. Dr. Jérôme L. Kreuser Executive Director and Founder, The RisKontrol Group GmbH, Switzerland4 Talks 1 Series
Jérôme L. Kreuser is the Executive Director and Founder of The RisKontrol Group GmbH in Bern, Switzerland. He holds a Ph.D. in Mathematical Programming/Numerical Analysis and a Masters and B.A. with Honors in Mathematics from the University of Wisconsin. He specializes in strategic asset/liability and risk management for sovereigns, (re)insurance,... read morepension funds, hedge funds, etc. Prof. Dr. Kreuser developed the framework for sovereign risk management, heading up a research project on state-of-the-art systems applying dynamic stochastic optimization models integrated with stochastic processes for risk management at the World Bank. He worked for 24 years in all at the World Bank in various positions. He has advised the World Bank Finance Complex and the World Bank pension fund. He implemented one of the first commercial dynamic asset and liability optimization models under uncertainty that was applied in the World Bank's Treasurer's Department in the seventies. He has taught workshops on modeling applications in economics and finance, on asset/liability management and international workshops on risk management for central banks and ministries of finance. He has been an adjunct Full Professor of Operations Research at George Washington University for 25 years. Prof. Dr. Kreuser has also served as an International Reserves Management advisor for the International Monetary Fund. He has published several papers on theory and applications in his areas of interest.