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About Daniel Egloff
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Dr Daniel Egloff studied mathematics, theoretical physics and computer science
at the University of Zurich and the ETHZ (Zurich). He has a PhD in mathematics
from the University of Fribourg, Switzerland. In 2008 he set up his own software
engineering and consulting company and founded QuantAlea by the end of
2009. Since then he advised several high profile clients on quantitative finance,
software development and high performance computing.
Over the last few years he has become a well-known expert in GPU computing and parallel algorithms
and successfully applied GPUs in productive systems for derivative pricing, risk
calculations and statistical analysis. Before setting up his own company he had spent
more than fifteen years in the financial service industry, where his work revolved
around derivative pricing, risk management with a special focus on market and credit
risk as well as high performance computing on clusters and grids.
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