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Philipp Schoenbucher

Co-Founder, Head of Funding and Chief Data Scientist at Previse

Philipp Schoenbucher is an innovative executive with a strong background in quantitative data-driven methods and extensive experience in top-tier financial institutions.

Combining the latest expertise in data analytics with multi-year industry knowledge, Philipp excels in developing groundbreaking solutions that bring forth new opportunities.

Known for his publications on credit risk, credit derivatives, stochastic volatility, market illiquidity, and term structure models, Philipp was honored as the 'Quant of the Year' by Risk Magazine in 2005 and is the author of 'Credit Derivatives Pricing Models' (Wiley Finance, 2003).

His educational journey includes studies at renowned institutions such as University of Oxford, Rheinische Friedrich-Wilhelms-Universität Bonn, and Albert-Ludwigs-Universität Freiburg im Breisgau.

Philipp has held key positions at various organizations, including Co-Founder and Chief Data Scientist at Previse, CEO at Financialytic GmbH, Executive Director at Goldman Sachs, Consultant at Prytania LLP, and Professor at ETH Zurich.

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Location

Bonn, North Rhine-Westphalia, Germany