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Primož Pušnik

Head Quant Risk Platform
Vontobel · Zürich, Switzerland · engineer
IMO 2008 Bronze Medal For SloveniaPhD In Applied Mathematics, ETH Zürich (2020)Head Quant Risk Platform, Vontobel (from 2025)

Primož Pušnik is a mathematician and quantitative developer based in Zürich, Switzerland. He represented Slovenia at the International Mathematical Olympiad 2008, winning a bronze medal. He studied mathematics at the University of Ljubljana (BSc 2009-2012, MSc 2012-2014) and completed a PhD in Applied Mathematics at ETH Zürich (2014-2020), passing his doctoral examination in May 2020 with a thesis on strong convergence rates for numerical approximations of stochastic partial differential equations. He has worked in Swiss financial institutions since 2018: risk modeling at UBS, quantitative development at ZENAI, and, from 2020, front-office equities quant and then Head of the Quant Risk Platform at Vontobel. His technical work spans stochastic numerics, Monte Carlo pricing of structured products, volatility modelling, and machine learning in finance.

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.

Details
LocationZürich, Switzerland
Company sitevontobel.com
UniversityETH Zürich
Stochastic partial differential equationsNumerical analysisQuantitative financeStructured products pricingMonte Carlo methodsVolatility modellingRisk modellingMachine learningF#PythonTensorFlow
Notes
  • 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.

Competition record

Slovenia · IMO

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