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Stefan Herschel

Head of Model Validation @ Zurich Insurance Company Ltd.

Stefan Herschel Contact Details

Zürich Area, Switzerland
Head of Model Validation @ Zurich Insurance Company Ltd.
Credit & Market Risk Modeling Expert @ Zurich Financial Services
Senior Credit Risk Manager @ Zurich Financial Services
Bachelor, Public administration @ Fachhochschule der Säschsischen Verwaltung

Head of Model Validation @ Head of Model Validation team, reponsible for independent model validation of economic capital models used for internal purpose and to calculate regulatory capital requirements. Lead of a team of 4 modelling experts. Independent review and objective challenge of the models via back-testing, stress and scenario testing, benchmarking to alternative models, sensitivity testing 

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