Associate Professor Matthias Fahrenwaldt

Associate Professor of Actuarial Science and Deputy Head of Department. Programme Director for the MSc Financial Mathematics, a joint degree programme with the University of Edinburgh.

Matthias was educated at Cambridge University where he obtained a triple first in the Mathematical Tripos and a distinction in Part III (eighth Wrangler) thus holding an MA and MMath degree. After a semester at the Department of Mathematics of the University of California at Berkeley, he obtained his PhD in 2002 at the University of Muenster in Germany.

He then worked for eight years as a management consultant. Reaching managerial rank at KPMG and McKinsey, most of his projects focussed on designing bespoke risk management solutions for financial services providers.

In 2010, Matthias returned to academia. He is currently Associate Professor of Actuarial Science at Heriot-Watt University, having previously been a Visiting Professor in the Insurance and Economics Group of the Department of Mathematics at the University of Copenhagen.

Matthias has won several student prizes at Cambridge, and his research won two Best Paper Awards at the International Congresses of Actuaries 2014 in Washington/DC and 2018 in Berlin. He is also one of the recipients of the 2018 GAUSS-Prize of the German Society for Insurance and Financial Mathematics, the most prestigious actuarial award in Germany.

He is a qualified actuary in the German Actuarial Association and an active member of several committees and working groups including a task force on mathematical modelling of cyber risk.


Scientific Committee

Scottish Financial Risk Academy,

Room EMB 1.12,

Earl Mountbatten Building,

Riccarton Campus,

Heriot-Watt University,

Edinburgh, Scotland, UK EH14 4AS

Programme Coordinator

Stephen Marshall

office: 0131 451 8440


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