Paul Embrechts is Professor of Mathematics at the ETH Zurich, specializing in actuarial mathematics and quantitative risk management. Previous academic positions include the Universities of Leuven, Limburg and London (Imperial College). Dr. Embrechts has held visiting professorships at numerous universities including the Scuola Normale in Pisa (Cattedra Galileiana), the London School of Economics (Centennial Professor of Finance), the University of Oxford (Visiting Man Chair) and Hong Kong University (Hung Hing Ying Distinguished Visiting Professor) and has an Honorary Doctorate from the University of Waterloo, the Heriot-Watt University, Edinburgh, the Université Catholique de Louvain and the University of London (City University). He is an Elected Fellow of the Institute of Mathematical Statistics and the American Statistical Association, Honorary Fellow of the Institute and the Faculty of Actuaries, UK, and Institut des Actuaires, France, and Member Honoris Causa of the Belgian Institute of Actuaries. Besides having published over 200 scientific publications, he co-authored the influential books "Modelling of Extremal Events for Insurance and Finance", Springer, 1997 and "Quantitative Risk Management: Concepts, Techniques and Tools", Princeton University Press, 2005 and 2015.
Dave heads Willis Re’s ERM Advisory group, helping insurance company clients to develop and improve their Enterprise Risk Management practices. He was previously in the Insurance Ratings Group of Standard and Poor's (S&P) where he led their initiative to incorporate ERM into insurance ratings. Dave has also held executive positions within insurance companies. Dave is a frequent writer and speaker on ERM. He was recently the Chair of the International Actuarial Association’s Enterprise and Financial Risk Committee and was Chair of the US Actuarial Standards Board ERM Committee.