Jan is Head of Financial Mathematics and Data Science at Conjecture LLC.
Jan holds a DPhil (Ph.D.) in mathematics from the University of Oxford and a Diplom in mathematics from RWTH Aachen University. He is a numerical analyst who has developed a number of new numerical algorithms in the area of optimal stochastic control. Since leaving academia, Jan has been working as a quant in finance. He is generally interested in the areas of numerical mathematical finance, systematic trading, and portfolio optimization. He is the co-author, with his Conjecture LLC colleague J.B. Heaton, of Why Indexing Works.
You can find Jan’s research at:
at his personal website here.