Marius Hofert

After completing a diploma in Mathematics and Management at University of Ulm and a masters degree in Mathematics at Syracuse University, Marius Hofert obtained his Ph.D. in Mathematics from University of Ulm in 2010. He then held a postdoctoral research position (Willis Research Fellow) at RiskLab, ETH Zurich, under the supervision of Professor Paul Embrechts. After a guest professorship (W2) in the Department of Mathematics at Technische Universität München and a visiting assistant professorship in the Department of Applied Mathematics at University of Washington, he joined the Department of Statistics and Actuarial Science at University of Waterloo in July 2014.

Marius Hofert's research interests are Computational Statistics and Data Science, Dependence Modeling with Copulas and Quantitative Risk Management. Furthermore, he is an active developer, contributor and maintainer of statistical software in R.