Marcus Kriele
Senior Specialist Supervision at Swiss Financial Market Supervisory Authority FINMA
Zurich, Zurich, Switzerland
Summary
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Senior🎓
Top SchoolMarcus Kriele is a senior supervision specialist at FINMA with over 12 years’ experience in actuarial risk management, market-consistent valuation and solvency supervision for life insurers. He leads life-insurance expertise and serves as key account manager for a major insurer, bringing hands-on regulatory remediation experience and cross-border supervisory college participation. Previously a manager at KPMG and an actuarial lead in industry, he built and led stochastic ALM and economic capital projects across Europe and the US. Marcus combines deep academic rigor—a PhD and habilitation in mathematics and a master’s in physics—with practical tool-building: co-authoring textbooks on value- and market-consistent risk management and developing accompanying open-source software. His background makes him adept at turning complex quantitative models into actionable regulatory and capital strategies.
12 years of coding experience
7 years of employment as a software developer
Habilitation (Postdoctoral degree), Mathematics (Spacetime singularities), Habilitation (Postdoctoral degree), Mathematics (Spacetime singularities) at Technische Universität Berlin
English, German
Github Skills (16)
insurance10
julia9
risk-management9
programming-language8
statistics8
finance8
vscode8
science8
machine-learning7
hpc7
julialang6
numerical6
code-review6
visual-studio-code4
python4
Programming languages (2)
Github contributions (5)
mkriele/RMInsurance.jl
Aug 2018 - Jul 2022
Risk management in Insurance and modelling of insurance portfolios
Contributions:5 PRs, 20 pushes, 5 branches in 3 years 11 months
pythoninsuranceriskmachine-learningrisk-management
mkriele/METADATA.jl
Dec 2015 - Jun 2017
Contributions:6 branches in 1 year 6 months
julia-packagesmetadatajulia
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