Dr. Christoph Frei

Biography

Christoph Frei is a Professor in the Department of Mathematical and Statistical Sciences at the University of Alberta. He has served as Chair of the department since 2022, having held the position of Interim Chair prior to that. Christoph grew up in Switzerland, where he studied mathematics at ETH Zurich. He completed his PhD studies in Mathematical Finance at ETH Zurich and subsequently worked in the financial industry before earning his degree. After obtaining his PhD, Christoph became a researcher at École Polytechnique in Paris before joining the University of Alberta in 2010. His research primarily focuses on mathematical finance, particularly in the areas of risk management, credit risk, and market structure. He employs data-driven machine learning methods and explores mathematical economics, dynamic models, and over-the-counter markets, which are relevant to financial systems. Christoph is a strong believer in the value of partnerships between academia and industry and is actively involved in industrial collaborations that help students gain practical experience. He also serves as the Regional Co-Director for the PRMIA Edmonton University Chapter Lead.

Research Interests