Armand Hirt

Armand Hirt has extensive experience in quantitative risk model development in the financial sector, currently serving as the Head of Credit Risk Model Development at Banque Cantonale Vaudoise since 2002. In this role, Armand leads a team specializing in Basel IRB compliant probability of default models for various sectors, credit costing, risk-adjusted pricing, and automated real estate valuation. Prior to this position, Armand worked as a Consultant at McKinsey and Company from 1999 to 2002, focusing on management consulting for financial services, life sciences, and agro-chemicals. Armand’s career began as a Scientist at CRPP/Euratom, where research centered on controlled nuclear fusion from 1994 to 1995. Armand holds a Ph.D. in Physics and an M.Sc. in Physics, both obtained from EPFL.