Primož Pušnik
Mathematician and quant developer in Zürich. IMO 2008 bronze medalist for Slovenia; PhD in Applied Mathematics from ETH Zürich (2020); industry roles in quantitative risk and structured-products pricing at UBS, ZENAI, and Vontobel.
- Quant employment verification: CONFIRMED. Primož Pušnik has held paid roles at regulated Swiss financial institutions that perform quantitative work, per the LinkedIn-index record: Risk Modeling and Analytics Specialist at UBS (Zürich, 2018-2019; interest-rate risk modeling and replicating-portfolio models for non-maturing loans/deposits), Data Scientist / Quantitative Developer at ZENAI (2019-2020; volatility marking tool and Monte Carlo pricing library in Python), and Quantitative Developer -> Head Quant Risk Platform at Vontobel (2020-present; front-office equities quant, pricing library for structured products in F#). Employer classification: Vontobel is a Swiss private bank and asset manager that runs quantitative risk/st structuring analysis (a 'Quantitative Risk Analysis' team is listed on The Org); UBS is a global bank. ZENAI could not be independently classified (zenai.ch returned no content). Identity is supported: the LinkedIn index profile carries these roles and matches the Slovenia IMO 2008 contestant identity used by the task; the roles are actual employment, not student programs, competitions, or offers. Caveat: title/date detail rests on the index/aggregator record and its rendering on The Org, not on independent primary-source confirmation of each role.
- PhD in Applied Mathematics at ETH Zürich (2014-2020): passed his oral doctoral examination on 14 May 2020 with the thesis 'Strong convergence rates for full-discrete numerical approximations of stochastic partial differential equations with non-globally Lipschitz continuous nonlinearities'.May 14, 2020
- Career is continuous at Swiss financial firms from 2018 (UBS 2018-2019, ZENAI 2019-2020, Vontobel 2020-present), meaning the industry roles began while the ETH PhD was still in progress and before its May 2020 completion.
- Co-authored an arXiv paper with Arnulf Jentzen and Felix Lindner on exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions; his Google Scholar profile shows 180 citations and an h-index of 6, i10 of 4.Dec 12, 2018
- IMO 2008: Primož Pušnik competed for Slovenia, scoring 16 points (P1 7, P2 5, P4 4) for a bronze medal at rank 212; the official IMO site lists him among the six Slovenian contestants, and he also competed in 2009.Jul 1, 2008
- LinkedIn lead {'taiga-359389388'} resolves to Primož Pušnik, Head Quant Risk Platform at Vontobel (Zurich); the index record carried the caller-provided roles (Vontobel Quant Developer 2020-2025, ZENAI Data Scientist/Quant Developer 2019-2020) verbatim.
- LinkedIn lead {'taiga-359389388'} resolves to Primož Pušnik, Head Quant Risk Platform at Vontobel (Zurich); the index record carried the caller-provided roles verbatim.
- Vontobel's 'Quantitative Risk Analysis' team lists Primož Pušnik as 'Head Quant Risk Platform' alongside one quant risk analyst; The Org marks the team 'Unverified' and the page is an aggregator, so it corroborates the title but is not independent primary-source confirmation.
- Before/around his studies he tutored first-year mathematics/physics students at the University of Ljubljana and taught mathematics-competition preparation at Gimnazija Lava (Celje) and for DMFA Slovenije (2011-2014), work that is distinct from his later quantitative-finance roles.
- No GitHub, X/Twitter, or personal website was found under his name; his only verified public profiles are LinkedIn, Google Scholar, and ResearchGate, so his public footprint is academic- and career-oriented rather than social.
Front office (equities) quant: - Re-designed and significantly extended the core pricing library for structured products in F\#. - Co-developed/designed a service layer that provi
- Development and design of a volatility marking tool and a Monte Carlo based pricing library in Python. - Machine learning applications in finance (tensorflow), e.g., optimizati
- Interest rate risk modeling and the Replicating Portfolio model for non-maturing loans and deposits. - Data analysis, conducting statistical tests, developing benchmark models in
Correction of homework assignments and quizzes for first year bachelor students of mathematics/physics.
Participation in preparation of students for international mathematics competitions (giving lectures, correcting team selection tests).
Participation in preparation of students for mathematics competitions.
Competition record
Slovenia · IMO